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    EvSnapshotUpdate {
44        symbol: String,
45        source_tag: String,
46        ev: f64,
47        entry_ev: Option<f64>,
48        p_win: f64,
49        gate_mode: String,
50        gate_blocked: bool,
51    },
52    PredictorMetricsUpdate {
53        symbol: String,
54        market: String,
55        predictor: String,
56        horizon: String,
57        r2: Option<f64>,
58        hit_rate: Option<f64>,
59        mae: Option<f64>,
60        sample_count: u64,
61        updated_at_ms: u64,
62    },
63    ExitPolicyUpdate {
64        symbol: String,
65        source_tag: String,
66        stop_price: Option<f64>,
67        expected_holding_ms: Option<u64>,
68        protective_stop_ok: Option<bool>,
69    },
70    AssetPnlUpdate {
71        by_symbol: HashMap<String, AssetPnlEntry>,
72    },
73    RiskRateSnapshot {
74        global: RateBudgetSnapshot,
75        orders: RateBudgetSnapshot,
76        account: RateBudgetSnapshot,
77        market_data: RateBudgetSnapshot,
78    },
79    CloseAllRequested {
80        job_id: u64,
81        total: usize,
82        symbols: Vec<String>,
83    },
84    CloseAllProgress {
85        job_id: u64,
86        symbol: String,
87        completed: usize,
88        total: usize,
89        failed: usize,
90        reason: Option<String>,
91    },
92    CloseAllFinished {
93        job_id: u64,
94        completed: usize,
95        total: usize,
96        failed: usize,
97    },
98    TickDropped,
99    LogRecord(LogRecord),
100    LogMessage(String),
101    Error(String),
102}
103
104#[derive(Debug, Clone, Default)]
105pub struct EvSnapshotEntry {
106    pub ev: f64,
107    pub entry_ev: Option<f64>,
108    pub p_win: f64,
109    pub gate_mode: String,
110    pub gate_blocked: bool,
111    pub updated_at_ms: u64,
112}
113
114#[derive(Debug, Clone, Default)]
115pub struct PredictorMetricEntry {
116    pub symbol: String,
117    pub market: String,
118    pub predictor: String,
119    pub horizon: String,
120    pub r2: Option<f64>,
121    pub hit_rate: Option<f64>,
122    pub mae: Option<f64>,
123    pub sample_count: u64,
124    pub updated_at_ms: u64,
125}
126
127#[derive(Debug, Clone, Default)]
128pub struct ExitPolicyEntry {
129    pub stop_price: Option<f64>,
130    pub expected_holding_ms: Option<u64>,
131    pub protective_stop_ok: Option<bool>,
132    pub updated_at_ms: u64,
133}
134
135#[derive(Debug, Clone, Default)]
136pub struct AssetPnlEntry {
137    pub is_futures: bool,
138    pub side: Option<OrderSide>,
139    pub position_qty: f64,
140    pub entry_price: f64,
141    pub realized_pnl_usdt: f64,
142    pub unrealized_pnl_usdt: f64,
143}
144
145#[derive(Debug, Clone, Copy, PartialEq, Eq)]
146pub enum LogLevel {
147    Debug,
148    Info,
149    Warn,
150    Error,
151}
152
153#[derive(Debug, Clone, Copy, PartialEq, Eq)]
154pub enum LogDomain {
155    Ws,
156    Strategy,
157    Risk,
158    Order,
159    Portfolio,
160    Ui,
161    System,
162}
163
164#[derive(Debug, Clone)]
165pub struct LogRecord {
166    pub ts_ms: u64,
167    pub level: LogLevel,
168    pub domain: LogDomain,
169    pub event: &'static str,
170    pub symbol: Option<String>,
171    pub strategy_tag: Option<String>,
172    pub trace_id: Option<String>,
173    pub msg: String,
174}
175
176impl LogRecord {
177    pub fn new(
178        level: LogLevel,
179        domain: LogDomain,
180        event: &'static str,
181        msg: impl Into<String>,
182    ) -> Self {
183        Self {
184            ts_ms: chrono::Utc::now().timestamp_millis() as u64,
185            level,
186            domain,
187            event,
188            symbol: None,
189            strategy_tag: None,
190            trace_id: None,
191            msg: msg.into(),
192        }
193    }
194}
sandbox_quant/event.rs

sandbox_quant/
event.rs
