execution

type BatchCanceler interface {
	BatchCancelOrders(context.Context, model.BatchCancelOrders) ([]model.OrderStatusReport, error)
}

type CancelAllCanceler interface {
	CancelAllOrders(context.Context, model.CancelAllOrders) ([]model.OrderStatusReport, error)
}

type Client interface {
	venue.ExecutionClient
}

type Config struct {
	Cache          *cache.Cache
	AllowOverfills bool
	PositionIDMode PositionIDMode
}

type EmulatedRelease struct {
	Order     model.SubmitOrder
	Triggered model.OrderStatusReport
	Released  model.OrderStatusReport
}

type Emulator struct {
	// contains filtered or unexported fields
}

type EmulatorConfig struct {
	Cache   *cache.Cache
	Manager *Manager
}

type Engine struct {
	// contains filtered or unexported fields
}

type EngineConfig struct {
	Cache    *cache.Cache
	Manager  *Manager
	Emulator *Emulator
}

type ExecutionAlgorithm interface {
	ID() model.ExecAlgorithmID
	SubmitOrder(context.Context, model.SubmitOrder) (model.OrderStatusReport, error)
}

type ExternalOrderPolicy struct {
	AllowImport bool
	StrategyID  model.StrategyID
}

type Health struct {
	kernel.Health
	Clients    int
	Algorithms int
	Starts     int64
	Stops      int64
	Submits    int64
	Cancels    int64
	Modifies   int64
	Queries    int64
}

type HeldOrderListChildren struct {
	ParentClientOrderID model.ClientOrderID
	Orders              []model.SubmitOrder
}

type Manager struct {
	// contains filtered or unexported fields
}

type OrderListActions struct {
	Submit []model.SubmitOrder
	Modify []model.ModifyOrder
	Cancel []model.CancelOrder
}

type OrderListAlgorithm interface {
	SubmitOrderList(context.Context, model.SubmitOrderList) ([]model.OrderStatusReport, error)
}

type OrderListFillProgress struct {
	OrderID        model.OrderID
	FilledQuantity decimal.Decimal
}

type OrderListSnapshot struct {
	AccountID     model.AccountID
	OrderListID   model.OrderListID
	Kind          model.OrderListKind
	Status        OrderListStatus
	MemberCount   int
	OpenCount     int
	TerminalCount int
	HeldCount     int
	Members       []model.ClientOrderID
	HeldChildren  []HeldOrderListChildren
	FillProgress  []OrderListFillProgress
	Orders        []model.OrderStatusReport
}

type OrderListStatus string

type OrderListSubmitter interface {
	SubmitOrderList(context.Context, model.SubmitOrderList) ([]model.OrderStatusReport, error)
}

type PositionIDMode string

type Reconciler struct {
	// contains filtered or unexported fields
}

type ReconciliationAudit struct {
	LastResult      ReconciliationResult
	LastSuccess     ReconciliationResult
	LastError       string
	LastErrorResult ReconciliationResult
	Unresolved      []ReconciliationDiscrepancy
	History         []ReconciliationResult
}

type ReconciliationConfig struct {
	Cache   *cache.Cache
	Manager *Manager
}

type ReconciliationDiscrepancy struct {
	Kind         string
	AccountID    model.AccountID
	InstrumentID model.InstrumentID
	OrderID      model.OrderID
	PositionID   model.PositionID
	TradeID      model.TradeID
	Reason       string
}

type ReconciliationResult struct {
	CaseID            string
	AccountID         model.AccountID
	InstrumentID      model.InstrumentID
	StartedAt         time.Time
	CompletedAt       time.Time
	AccountsApplied   int
	OrdersApplied     int
	FillsApplied      int
	FillsDeferred     int
	PositionsApplied  int
	ReportsScanned    int
	DuplicatesSkipped int
	LookbackSkipped   int
	Unresolved        []ReconciliationDiscrepancy
}