Finish rust event typing and reorganization

nautilus_core/model/src/events/account/mod.rs

@@ -0,0 +1,16 @@
+// -------------------------------------------------------------------------------------------------
+//  Copyright (C) 2015-2023 Nautech Systems Pty Ltd. All rights reserved.
+//  https://nautechsystems.io
+//
+//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
+//  You may not use this file except in compliance with the License.
+//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
+//
+//  Unless required by applicable law or agreed to in writing, software
+//  distributed under the License is distributed on an "AS IS" BASIS,
+//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+//  See the License for the specific language governing permissions and
+//  limitations under the License.
+// -------------------------------------------------------------------------------------------------
+
+pub mod state;

nautilus_core/model/src/events/account/state.rs

@@ -0,0 +1,39 @@
+// -------------------------------------------------------------------------------------------------
+//  Copyright (C) 2015-2023 Nautech Systems Pty Ltd. All rights reserved.
+//  https://nautechsystems.io
+//
+//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
+//  You may not use this file except in compliance with the License.
+//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
+//
+//  Unless required by applicable law or agreed to in writing, software
+//  distributed under the License is distributed on an "AS IS" BASIS,
+//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+//  See the License for the specific language governing permissions and
+//  limitations under the License.
+// -------------------------------------------------------------------------------------------------
+
+use nautilus_core::{time::UnixNanos, uuid::UUID4};
+
+use crate::{
+    enums::AccountType,
+    identifiers::account_id::AccountId,
+    types::{
+        balance::{AccountBalance, MarginBalance},
+        currency::Currency,
+    },
+};
+
+#[repr(C)]
+#[derive(Debug)]
+pub struct AccountState {
+    pub account_id: AccountId,
+    pub account_type: AccountType,
+    pub base_currency: Currency,
+    pub balances: Vec<AccountBalance>,
+    pub margins: Vec<MarginBalance>,
+    pub is_reported: bool,
+    pub event_id: UUID4,
+    pub ts_event: UnixNanos,
+    pub ts_init: UnixNanos,
+}

nautilus_core/model/src/events/mod.rs

@@ -13,5 +13,6 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+pub mod account;
 pub mod order;
 pub mod position;

nautilus_core/model/src/events/position/changed.rs

@@ -0,0 +1,52 @@
+// -------------------------------------------------------------------------------------------------
+//  Copyright (C) 2015-2023 Nautech Systems Pty Ltd. All rights reserved.
+//  https://nautechsystems.io
+//
+//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
+//  You may not use this file except in compliance with the License.
+//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
+//
+//  Unless required by applicable law or agreed to in writing, software
+//  distributed under the License is distributed on an "AS IS" BASIS,
+//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+//  See the License for the specific language governing permissions and
+//  limitations under the License.
+// -------------------------------------------------------------------------------------------------
+
+use nautilus_core::time::UnixNanos;
+
+use crate::{
+    enums::{OrderSide, PositionSide},
+    identifiers::{
+        account_id::AccountId, client_order_id::ClientOrderId, instrument_id::InstrumentId,
+        position_id::PositionId, strategy_id::StrategyId, trader_id::TraderId,
+    },
+    types::{currency::Currency, money::Money, price::Price, quantity::Quantity},
+};
+
+#[repr(C)]
+#[derive(Clone, PartialEq, Debug)]
+pub struct PositionChanged {
+    pub trader_id: TraderId,
+    pub strategy_id: StrategyId,
+    pub instrument_id: InstrumentId,
+    pub position_id: PositionId,
+    pub account_id: AccountId,
+    pub opening_order_id: ClientOrderId,
+    pub entry: OrderSide,
+    pub side: PositionSide,
+    pub signed_qty: f64,
+    pub quantity: Quantity,
+    pub peak_quantity: Quantity,
+    pub last_qty: Quantity,
+    pub last_px: Price,
+    pub currency: Currency,
+    pub avg_px_open: f64,
+    pub avg_px_closed: f64,
+    pub realized_return: f64,
+    pub realized_pnl: Money,
+    pub unrealized_pnl: Money,
+    pub ts_opened: UnixNanos,
+    pub ts_event: UnixNanos,
+    pub ts_init: UnixNanos,
+}

nautilus_core/model/src/events/position/closed.rs

@@ -0,0 +1,54 @@
+// -------------------------------------------------------------------------------------------------
+//  Copyright (C) 2015-2023 Nautech Systems Pty Ltd. All rights reserved.
+//  https://nautechsystems.io
+//
+//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
+//  You may not use this file except in compliance with the License.
+//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
+//
+//  Unless required by applicable law or agreed to in writing, software
+//  distributed under the License is distributed on an "AS IS" BASIS,
+//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+//  See the License for the specific language governing permissions and
+//  limitations under the License.
+// -------------------------------------------------------------------------------------------------
+
+use nautilus_core::time::{TimedeltaNanos, UnixNanos};
+
+use crate::{
+    enums::{OrderSide, PositionSide},
+    identifiers::{
+        account_id::AccountId, client_order_id::ClientOrderId, instrument_id::InstrumentId,
+        position_id::PositionId, strategy_id::StrategyId, trader_id::TraderId,
+    },
+    types::{currency::Currency, money::Money, price::Price, quantity::Quantity},
+};
+#[repr(C)]
+#[derive(Clone, PartialEq, Debug)]
+pub struct PositionClosed {
+    pub trader_id: TraderId,
+    pub strategy_id: StrategyId,
+    pub instrument_id: InstrumentId,
+    pub position_id: PositionId,
+    pub account_id: AccountId,
+    pub opening_order_id: ClientOrderId,
+    pub closing_order_id: ClientOrderId,
+    pub entry: OrderSide,
+    pub side: PositionSide,
+    pub signed_qty: f64,
+    pub quantity: Quantity,
+    pub peak_quantity: Quantity,
+    pub last_qty: Quantity,
+    pub last_px: Price,
+    pub currency: Currency,
+    pub avg_px_open: f64,
+    pub avg_px_closed: f64,
+    pub realized_return: f64,
+    pub realized_pnl: Money,
+    pub unrealized_pnl: Money,
+    pub duration: TimedeltaNanos,
+    pub ts_opened: UnixNanos,
+    pub ts_closed: UnixNanos,
+    pub ts_event: UnixNanos,
+    pub ts_init: UnixNanos,
+}

nautilus_core/model/src/events/position/mod.rs

@@ -0,0 +1,30 @@
+// -------------------------------------------------------------------------------------------------
+//  Copyright (C) 2015-2023 Nautech Systems Pty Ltd. All rights reserved.
+//  https://nautechsystems.io
+//
+//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
+//  You may not use this file except in compliance with the License.
+//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
+//
+//  Unless required by applicable law or agreed to in writing, software
+//  distributed under the License is distributed on an "AS IS" BASIS,
+//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+//  See the License for the specific language governing permissions and
+//  limitations under the License.
+// -------------------------------------------------------------------------------------------------
+
+use crate::events::position::{
+    changed::PositionChanged, closed::PositionClosed, opened::PositionOpened,
+};
+
+pub mod changed;
+pub mod closed;
+pub mod opened;
+
+pub mod state;
+
+pub enum PositionEvent {
+    PositionOpened(PositionOpened),
+    PositionChanged(PositionChanged),
+    PositionClosed(PositionClosed),
+}

nautilus_core/model/src/events/position/opened.rs

@@ -0,0 +1,46 @@
+// -------------------------------------------------------------------------------------------------
+//  Copyright (C) 2015-2023 Nautech Systems Pty Ltd. All rights reserved.
+//  https://nautechsystems.io
+//
+//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
+//  You may not use this file except in compliance with the License.
+//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
+//
+//  Unless required by applicable law or agreed to in writing, software
+//  distributed under the License is distributed on an "AS IS" BASIS,
+//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+//  See the License for the specific language governing permissions and
+//  limitations under the License.
+// -------------------------------------------------------------------------------------------------
+
+use nautilus_core::time::UnixNanos;
+
+use crate::{
+    enums::{OrderSide, PositionSide},
+    identifiers::{
+        account_id::AccountId, client_order_id::ClientOrderId, instrument_id::InstrumentId,
+        position_id::PositionId, strategy_id::StrategyId, trader_id::TraderId,
+    },
+    types::{currency::Currency, price::Price, quantity::Quantity},
+};
+
+#[repr(C)]
+#[derive(Clone, PartialEq, Debug)]
+pub struct PositionOpened {
+    pub trader_id: TraderId,
+    pub strategy_id: StrategyId,
+    pub instrument_id: InstrumentId,
+    pub position_id: PositionId,
+    pub account_id: AccountId,
+    pub opening_order_id: ClientOrderId,
+    pub entry: OrderSide,
+    pub side: PositionSide,
+    pub signed_qty: f64,
+    pub quantity: Quantity,
+    pub last_qty: Quantity,
+    pub last_px: Price,
+    pub currency: Currency,
+    pub avg_px_open: f64,
+    pub ts_event: UnixNanos,
+    pub ts_init: UnixNanos,
+}