Expose open order state to strategy runtime

crates/fidc-core/src/strategy.rs

@@ -51,12 +51,92 @@ pub trait Strategy {
     }
 }
 
+#[derive(Debug, Clone)]
+pub struct OpenOrderView {
+    pub order_id: u64,
+    pub symbol: String,
+    pub side: OrderSide,
+    pub requested_quantity: u32,
+    pub filled_quantity: u32,
+    pub remaining_quantity: u32,
+    pub limit_price: f64,
+    pub reason: String,
+}
+
 pub struct StrategyContext<'a> {
     pub execution_date: NaiveDate,
     pub decision_date: NaiveDate,
     pub decision_index: usize,
     pub data: &'a DataSet,
     pub portfolio: &'a PortfolioState,
+    pub open_orders: &'a [OpenOrderView],
+}
+
+impl StrategyContext<'_> {
+    pub fn has_open_orders(&self) -> bool {
+        !self.open_orders.is_empty()
+    }
+
+    pub fn open_order_count(&self) -> usize {
+        self.open_orders.len()
+    }
+
+    pub fn open_buy_order_count(&self) -> usize {
+        self.open_orders
+            .iter()
+            .filter(|order| order.side == OrderSide::Buy)
+            .count()
+    }
+
+    pub fn open_sell_order_count(&self) -> usize {
+        self.open_orders
+            .iter()
+            .filter(|order| order.side == OrderSide::Sell)
+            .count()
+    }
+
+    pub fn open_buy_quantity(&self) -> u32 {
+        self.open_orders
+            .iter()
+            .filter(|order| order.side == OrderSide::Buy)
+            .map(|order| order.remaining_quantity)
+            .sum()
+    }
+
+    pub fn open_sell_quantity(&self) -> u32 {
+        self.open_orders
+            .iter()
+            .filter(|order| order.side == OrderSide::Sell)
+            .map(|order| order.remaining_quantity)
+            .sum()
+    }
+
+    pub fn symbol_open_order_count(&self, symbol: &str) -> usize {
+        self.open_orders
+            .iter()
+            .filter(|order| order.symbol == symbol)
+            .count()
+    }
+
+    pub fn symbol_open_buy_quantity(&self, symbol: &str) -> u32 {
+        self.open_orders
+            .iter()
+            .filter(|order| order.symbol == symbol && order.side == OrderSide::Buy)
+            .map(|order| order.remaining_quantity)
+            .sum()
+    }
+
+    pub fn symbol_open_sell_quantity(&self, symbol: &str) -> u32 {
+        self.open_orders
+            .iter()
+            .filter(|order| order.symbol == symbol && order.side == OrderSide::Sell)
+            .map(|order| order.remaining_quantity)
+            .sum()
+    }
+
+    pub fn available_sellable_qty(&self, symbol: &str, raw_sellable_qty: u32) -> u32 {
+        raw_sellable_qty.saturating_sub(self.symbol_open_sell_quantity(symbol))
+    }
 }
 
 #[derive(Debug, Clone, Default)]