xlt_algo_struct.h

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#pragma once
#include "xlt_trade_struct.h"
 
namespace x1 {
 
#pragma pack(push, 1)
 
    constexpr uint8_t ALGO_TIME_LEN = 9;                    
 
    enum class AlgoStatus : uint8_t {
        ALGO_STATUS_INIT          = 0,                      
        ALGO_STATUS_CREATING      = 1,                      
        ALGO_STATUS_CREATED       = 2,                      
        ALGO_STATUS_STARTED       = 3,                      
        ALGO_STATUS_CANCELING     = 4,                      
        ALGO_STATUS_CANCELED      = 5,                      
        ALGO_STATUS_FINISHED      = 6,                      
        ALGO_STATUS_REJECTED      = 7,                      
        ALGO_STATUS_ABORTED       = 8,                      
    };
 
    enum class AlgoControlType : uint8_t {
        ALGO_CONTROL_CANCEL        = 1,                     
    };
 
    enum class AlgoExecType : uint8_t {
        ALGO_EXEC_NEW        = 1,                           
        ALGO_EXEC_NEW_REJECT = 2,                           
        ALGO_EXEC_START      = 3,                           
        ALGO_EXEC_CONTROL    = 4,                           
        ALGO_EXEC_CONTROL_REJECT = 5,                       
        ALGO_EXEC_FINISH     = 6,                           
        ALGO_EXEC_ABORT      = 7,                           
    };
 
    typedef struct xlt_algo_info_t {
        uint64_t fund_account_index;                        
        uint64_t trade_account_index;                       
        uint64_t xlt_algo_id;                               
        uint64_t client_algo_id;                            
        uint64_t algo_type;                                 
        uint64_t vendor_account_index;                      
        uint64_t basket_id;                                 
        uint64_t algo_xid;                                  
    } xlt_algo_info_t;
 
    typedef struct xlt_algo_create_params_t {
        char start_time[ALGO_TIME_LEN];                     
        char end_time[ALGO_TIME_LEN];                       
        ExchangeIndex exchange_index;                       
        char security_code[CONST_STR_SECURITY_CODE_LEN];    
        amount_t  amount;                                   
        quantity_t quantity;                                
        bool frozen_position;                               
        quantity_t pre_expo;                                
        uint8_t reserved[51];                               
        char params[4096];                                  
    } xlt_algo_create_params_t;
 
    typedef struct xlt_algo_create_request_t {
        xlt_algo_info_t algo_info;                          
        xlt_algo_create_params_t create_params;             
    } xlt_algo_create_request_t;
 
    typedef struct xlt_algo_control_info_t {
        uint64_t xlt_control_id;                            
        uint64_t client_control_id;                         
        AlgoControlType control_type;                       
        uint8_t reserved[47];                               
    } xlt_algo_control_info_t;
 
    typedef struct xlt_algo_control_request_t {
        xlt_algo_info_t algo_info;                          
        xlt_algo_control_info_t control_info;               
        char params[1024];                                  
    } xlt_algo_control_request_t;
 
    typedef struct xlt_algo_insert_report_t {
        xlt_algo_info_t algo_info;                          
        xlt_error_info_t error_info;                        
    } xlt_algo_insert_report_t;
 
    typedef struct xlt_algo_control_report_t {
        xlt_algo_info_t algo_info;                          
        xlt_algo_control_info_t control;                    
        xlt_error_info_t error_info;                        
    } xlt_algo_control_report_t;
 
    typedef struct xlt_algo_state_t {
        xlt_algo_info_t algo_info;                          
        AlgoStatus status;                                  
        int64_t insert_time;                                
        int64_t update_time;                                
        xlt_error_info_t error_info;                        
    } xlt_algo_state_t;
 
    typedef struct xlt_algo_state_ex_t {
        xlt_algo_info_t algo_info;                          
        xlt_algo_create_params_t create_params;             
        AlgoStatus status;                                  
        int64_t insert_time;                                
        int64_t update_time;                                
        xlt_error_info_t error_info;                        
    } xlt_algo_state_ex_t;
 
    typedef struct xlt_algo_exec_report_t {
        uint64_t xlt_algo_id;                               
        AlgoExecType exec_type;                             
        uint64_t xlt_control_id;                            
        AlgoControlType control_type;                       
        uint64_t error_code;                                
        char error_msg[CONST_ERROR_MSG_LEN];                
        uint8_t reserved[64];                               
        xlt_algo_exec_report_t()
            : xlt_algo_id{0}, exec_type{}, xlt_control_id{0},
              control_type{}, error_code{0}, error_msg{0}, reserved{0} {}
    } xlt_algo_exec_report_t;
 
    typedef struct xlt_basket_algo_info_t {
        uint64_t basket_id;                                 
        uint64_t client_basket_id;                          
        uint64_t fund_account_index;                        
        uint64_t trade_account_index;                       
        uint64_t algo_type;                                 
        uint64_t vendor_account_index;                      
        uint32_t algo_count;                                
        uint8_t reserved[44];                               
    } xlt_basket_algo_info_t;
 
    typedef struct xlt_basket_algo_create_params_t {
        char start_time[ALGO_TIME_LEN];                     
        char end_time[ALGO_TIME_LEN];                       
        amount_t  amount;                                   
        uint8_t reserved[230];                              
    } xlt_basket_algo_create_params_t;
 
    typedef struct xlt_basket_algo_create_request_t {
        xlt_basket_algo_info_t basket_algo_info;            
        xlt_basket_algo_create_params_t create_params;      
        uint64_t xlt_algo_ids[];                            
    } xlt_basket_algo_create_request_t;
 
    typedef struct xlt_basket_algo_create_report_t {
        xlt_basket_algo_info_t basket_algo_info;            
        xlt_error_info_t error_info;                        
    } xlt_basket_algo_create_report_t;
 
    typedef struct xlt_basket_algo_control_info_t {
        uint64_t xlt_basket_control_id;                     
        uint64_t client_basket_control_id;                  
        AlgoControlType control_type;                       
        uint8_t reserved[47];                               
        char params[1024];                                  
    } xlt_basket_algo_control_info_t;
 
    typedef struct xlt_basket_algo_control_request_t {
        xlt_basket_algo_info_t basket_algo_info;            
        xlt_basket_algo_control_info_t basket_control_info; 
        uint64_t xlt_algo_ids[];                            
    } xlt_basket_algo_control_request_t;
 
 
#pragma pack(pop)
}