sandbox_quant/
event.rs

1use std::collections::HashMap;
2
3use crate::model::candle::Candle;
4use crate::model::order::OrderSide;
5use crate::model::signal::Signal;
6use crate::model::tick::Tick;
7use crate::order_manager::{OrderHistorySnapshot, OrderHistoryStats, OrderUpdate};
8use crate::risk_module::RateBudgetSnapshot;
9
10#[derive(Debug, Clone)]
11pub enum WsConnectionStatus {
12    Connected,
13    Disconnected,
14    Reconnecting { attempt: u32, delay_ms: u64 },
15}
16
17#[derive(Debug, Clone)]
18pub enum AppEvent {
19    MarketTick(Tick),
20    StrategySignal {
21        signal: Signal,
22        symbol: String,
23        source_tag: String,
24        price: Option<f64>,
25        timestamp_ms: u64,
26    },
27    StrategyState {
28        fast_sma: Option<f64>,
29        slow_sma: Option<f64>,
30    },
31    OrderUpdate(OrderUpdate),
32    WsStatus(WsConnectionStatus),
33    HistoricalCandles {
34        candles: Vec<Candle>,
35        interval_ms: u64,
36        interval: String,
37    },
38    BalanceUpdate(HashMap<String, f64>),
39    OrderHistoryUpdate(OrderHistorySnapshot),
40    StrategyStatsUpdate {
41        strategy_stats: HashMap<String, OrderHistoryStats>,
42    },
43    AssetPnlUpdate {
44        by_symbol: HashMap<String, AssetPnlEntry>,
45    },
46    RiskRateSnapshot {
47        global: RateBudgetSnapshot,
48        orders: RateBudgetSnapshot,
49        account: RateBudgetSnapshot,
50        market_data: RateBudgetSnapshot,
51    },
52    TickDropped,
53    LogRecord(LogRecord),
54    LogMessage(String),
55    Error(String),
56}
57
58#[derive(Debug, Clone, Default)]
59pub struct AssetPnlEntry {
60    pub is_futures: bool,
61    pub side: Option<OrderSide>,
62    pub position_qty: f64,
63    pub entry_price: f64,
64    pub realized_pnl_usdt: f64,
65    pub unrealized_pnl_usdt: f64,
66}
67
68#[derive(Debug, Clone, Copy, PartialEq, Eq)]
69pub enum LogLevel {
70    Debug,
71    Info,
72    Warn,
73    Error,
74}
75
76#[derive(Debug, Clone, Copy, PartialEq, Eq)]
77pub enum LogDomain {
78    Ws,
79    Strategy,
80    Risk,
81    Order,
82    Portfolio,
83    Ui,
84    System,
85}
86
87#[derive(Debug, Clone)]
88pub struct LogRecord {
89    pub ts_ms: u64,
90    pub level: LogLevel,
91    pub domain: LogDomain,
92    pub event: &'static str,
93    pub symbol: Option<String>,
94    pub strategy_tag: Option<String>,
95    pub trace_id: Option<String>,
96    pub msg: String,
97}
98
99impl LogRecord {
100    pub fn new(level: LogLevel, domain: LogDomain, event: &'static str, msg: impl Into<String>) -> Self {
101        Self {
102            ts_ms: chrono::Utc::now().timestamp_millis() as u64,
103            level,
104            domain,
105            event,
106            symbol: None,
107            strategy_tag: None,
108            trace_id: None,
109            msg: msg.into(),
110        }
111    }
112}
sandbox_quant/event.rs

sandbox_quant/
event.rs
