Support algo order pricing in smart portfolio rebalances
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@@ -334,6 +334,16 @@ pub enum AlgoOrderStyle {
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Twap,
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}
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#[derive(Debug, Clone)]
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pub enum TargetPortfolioOrderPricing {
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LimitPrices(BTreeMap<String, f64>),
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AlgoOrder {
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style: AlgoOrderStyle,
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start_time: Option<NaiveTime>,
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end_time: Option<NaiveTime>,
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},
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}
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#[derive(Debug, Clone)]
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pub enum OrderIntent {
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Shares {
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@@ -431,7 +441,7 @@ pub enum OrderIntent {
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},
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TargetPortfolioSmart {
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target_weights: BTreeMap<String, f64>,
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order_prices: Option<BTreeMap<String, f64>>,
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order_prices: Option<TargetPortfolioOrderPricing>,
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valuation_prices: Option<BTreeMap<String, f64>>,
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reason: String,
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},
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