Add algo-order platform actions

This commit is contained in:
boris
2026-04-23 07:36:20 -07:00
parent 152b5c3141
commit ac308c8d68
7 changed files with 883 additions and 32 deletions

View File

@@ -328,6 +328,12 @@ impl StrategyDecision {
}
}
#[derive(Debug, Clone, Copy, PartialEq, Eq)]
pub enum AlgoOrderStyle {
Vwap,
Twap,
}
#[derive(Debug, Clone)]
pub enum OrderIntent {
Shares {
@@ -407,6 +413,22 @@ pub enum OrderIntent {
limit_price: f64,
reason: String,
},
AlgoValue {
symbol: String,
value: f64,
style: AlgoOrderStyle,
start_time: Option<NaiveTime>,
end_time: Option<NaiveTime>,
reason: String,
},
AlgoPercent {
symbol: String,
percent: f64,
style: AlgoOrderStyle,
start_time: Option<NaiveTime>,
end_time: Option<NaiveTime>,
reason: String,
},
TargetPortfolioSmart {
target_weights: BTreeMap<String, f64>,
order_prices: Option<BTreeMap<String, f64>>,