Expose process event context to strategy runtime
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@@ -29,6 +29,15 @@ pub enum OrderSide {
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Sell,
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}
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impl OrderSide {
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pub fn as_str(&self) -> &'static str {
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match self {
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Self::Buy => "buy",
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Self::Sell => "sell",
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}
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}
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}
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#[derive(Debug, Clone, Copy, Serialize, Deserialize, PartialEq, Eq)]
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pub enum OrderStatus {
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Pending,
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@@ -120,6 +129,38 @@ pub enum ProcessEventKind {
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Trade,
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}
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impl ProcessEventKind {
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pub fn as_str(&self) -> &'static str {
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match self {
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Self::PreBeforeTrading => "pre_before_trading",
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Self::BeforeTrading => "before_trading",
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Self::PostBeforeTrading => "post_before_trading",
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Self::PreOpenAuction => "pre_open_auction",
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Self::OpenAuction => "open_auction",
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Self::PostOpenAuction => "post_open_auction",
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Self::PreScheduled => "pre_scheduled",
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Self::PostScheduled => "post_scheduled",
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Self::PreOnDay => "pre_on_day",
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Self::OnDay => "on_day",
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Self::PostOnDay => "post_on_day",
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Self::PreAfterTrading => "pre_after_trading",
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Self::AfterTrading => "after_trading",
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Self::PostAfterTrading => "post_after_trading",
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Self::PreSettlement => "pre_settlement",
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Self::Settlement => "settlement",
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Self::PostSettlement => "post_settlement",
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Self::OrderPendingNew => "order_pending_new",
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Self::OrderCreationPass => "order_creation_pass",
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Self::OrderCreationReject => "order_creation_reject",
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Self::OrderPendingCancel => "order_pending_cancel",
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Self::OrderCancellationPass => "order_cancellation_pass",
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Self::OrderCancellationReject => "order_cancellation_reject",
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Self::OrderUnsolicitedUpdate => "order_unsolicited_update",
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Self::Trade => "trade",
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}
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}
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}
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct ProcessEvent {
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#[serde(with = "date_format")]
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