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A composable, real time, market data and trade execution toolkit

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tai lib tai orders order.ex
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lib/tai/orders/order.ex 

defmodule Tai.Orders.Order do

  use Ecto.Schema

  import Ecto.Changeset



  @type client_id :: Ecto.UUID.t()

  @type venue_order_id :: String.t()

  @type status :: atom

  @type side :: atom

  @type type :: atom

  @type time_in_force :: atom

  @type t :: %__MODULE__{}



  @product_type ~w[spot future swap option]a

  @status ~w[

    enqueued

    create_accepted

    create_error

    open

    filled

    pending_cancel

    cancel_accepted

    canceled

    pending_amend

    amend_accepted

    expired

    rejected

    skipped

  ]a

  @time_in_force ~w[gtc fok ioc]a

  @side ~w[buy sell]a

  @order_type ~w[limit]a



  @primary_key {:client_id, Ecto.UUID, autogenerate: true}

  @timestamps_opts [autogenerate: {Tai.DateTime, :timestamp, []}, type: :utc_datetime_usec]



  schema "orders" do

    field(:close, :boolean)

    field(:credential, :string)

    field(:cumulative_qty, :decimal)

    field(:last_received_at, :utc_datetime)

    field(:last_venue_timestamp, :utc_datetime)

    field(:leaves_qty, :decimal)

    field(:post_only, :boolean)

    field(:price, :decimal)

    field(:product_symbol, :string)

    field(:product_type, Ecto.Enum, values: @product_type)

    field(:qty, :decimal)

    field(:side, Ecto.Enum, values: @side)

    field(:status, Ecto.Enum, values: @status)

    field(:time_in_force, Ecto.Enum, values: @time_in_force)

    field(:type, Ecto.Enum, values: @order_type)

    field(:venue, :string)

    field(:venue_order_id, :string)

    field(:venue_product_symbol, :string)



    timestamps()

  end



  @doc false

  def changeset(order, attrs) do

    order

    |> cast(attrs, [

      :close,

      :credential,

      :cumulative_qty,

      :last_received_at,

      :last_venue_timestamp,

      :leaves_qty,

      :post_only,

      :price,

      :product_symbol,

      :product_type,

      :qty,

      :side,

      :status,

      :time_in_force,

      :type,

      :venue,

      :venue_order_id,

      :venue_product_symbol

    ])

    |> validate_required([

      :credential,

      :cumulative_qty,

      :leaves_qty,

      :post_only,

      :price,

      :product_symbol,

      :product_type,

      :qty,

      :side,

      :status,

      :time_in_force,

      :type,

      :venue,

      :venue_product_symbol

    ])

  end

end