88 lines
2.1 KiB
Rust
88 lines
2.1 KiB
Rust
use chrono::NaiveDate;
|
|
use serde::{Deserialize, Serialize};
|
|
|
|
mod date_format {
|
|
use chrono::NaiveDate;
|
|
use serde::{self, Deserialize, Deserializer, Serializer};
|
|
|
|
const FORMAT: &str = "%Y-%m-%d";
|
|
|
|
pub fn serialize<S>(date: &NaiveDate, serializer: S) -> Result<S::Ok, S::Error>
|
|
where
|
|
S: Serializer,
|
|
{
|
|
serializer.serialize_str(&date.format(FORMAT).to_string())
|
|
}
|
|
|
|
pub fn deserialize<'de, D>(deserializer: D) -> Result<NaiveDate, D::Error>
|
|
where
|
|
D: Deserializer<'de>,
|
|
{
|
|
let text = String::deserialize(deserializer)?;
|
|
NaiveDate::parse_from_str(&text, FORMAT).map_err(serde::de::Error::custom)
|
|
}
|
|
}
|
|
|
|
#[derive(Debug, Clone, Copy, Serialize, Deserialize, PartialEq, Eq)]
|
|
pub enum OrderSide {
|
|
Buy,
|
|
Sell,
|
|
}
|
|
|
|
#[derive(Debug, Clone, Copy, Serialize, Deserialize, PartialEq, Eq)]
|
|
pub enum OrderStatus {
|
|
Filled,
|
|
PartiallyFilled,
|
|
Canceled,
|
|
Rejected,
|
|
}
|
|
|
|
#[derive(Debug, Clone, Serialize, Deserialize)]
|
|
pub struct OrderEvent {
|
|
#[serde(with = "date_format")]
|
|
pub date: NaiveDate,
|
|
pub symbol: String,
|
|
pub side: OrderSide,
|
|
pub requested_quantity: u32,
|
|
pub filled_quantity: u32,
|
|
pub status: OrderStatus,
|
|
pub reason: String,
|
|
}
|
|
|
|
#[derive(Debug, Clone, Serialize, Deserialize)]
|
|
pub struct FillEvent {
|
|
#[serde(with = "date_format")]
|
|
pub date: NaiveDate,
|
|
pub symbol: String,
|
|
pub side: OrderSide,
|
|
pub quantity: u32,
|
|
pub price: f64,
|
|
pub gross_amount: f64,
|
|
pub commission: f64,
|
|
pub stamp_tax: f64,
|
|
pub net_cash_flow: f64,
|
|
pub reason: String,
|
|
}
|
|
|
|
#[derive(Debug, Clone, Serialize, Deserialize)]
|
|
pub struct PositionEvent {
|
|
#[serde(with = "date_format")]
|
|
pub date: NaiveDate,
|
|
pub symbol: String,
|
|
pub delta_quantity: i32,
|
|
pub quantity_after: u32,
|
|
pub average_cost: f64,
|
|
pub realized_pnl_delta: f64,
|
|
pub reason: String,
|
|
}
|
|
|
|
#[derive(Debug, Clone, Serialize, Deserialize)]
|
|
pub struct AccountEvent {
|
|
#[serde(with = "date_format")]
|
|
pub date: NaiveDate,
|
|
pub cash_before: f64,
|
|
pub cash_after: f64,
|
|
pub total_equity: f64,
|
|
pub note: String,
|
|
}
|