qualia_core_db/specialized_libs/financial_modeling/
trading.rs

1use super::*;
2
3/// Trading engine
4pub struct TradingEngine {
5    order_manager: OrderManager,
6    execution_engine: ExecutionEngine,
7    position_manager: PositionManager,
8}
9
10/// Position manager
11pub struct PositionManager {
12    positions: HashMap<String, Position>,
13    position_limits: HashMap<String, PositionLimit>,
14    margin_calculator: MarginCalculator,
15}
16
17/// Positions
18#[derive(Debug, Clone)]
19pub struct Position {
20    pub position_id: String,
21    pub portfolio_id: String,
22    pub asset_id: String,
23    pub quantity: f64,
24    pub average_cost: f64,
25    pub market_value: f64,
26    pub unrealized_pnl: f64,
27    pub realized_pnl: f64,
28    pub last_updated: u64,
29}
30
31/// Position limits
32#[derive(Debug, Clone)]
33pub struct PositionLimit {
34    pub limit_id: String,
35    pub asset_id: String,
36    pub max_position: f64,
37    pub min_position: f64,
38    pub warning_threshold: f64,
39}
40
41/// Margin calculator
42pub struct MarginCalculator {
43    margin_methods: HashMap<String, MarginMethod>,
44    margin_requirements: MarginRequirements,
45}
46
47/// Margin methods
48#[derive(Debug, Clone)]
49pub struct MarginMethod {
50    pub method_id: String,
51    pub method_type: MarginMethodType,
52    pub parameters: MarginMethodParameters,
53}
54
55/// Margin method types
56#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
57pub enum MarginMethodType {
58    SPAN,
59    TIMS,
60    PortfolioMargin,
61    RegT,
62}
63
64/// Margin method parameters
65#[derive(Debug, Clone, Serialize, Deserialize)]
66pub struct MarginMethodParameters {
67    pub volatility_multiplier: f64,
68    pub concentration_factor: f64,
69    pub stress_period: u32,
70}
71
72impl TradingEngine {
73    pub fn new() -> Self {
74        Self {
75            order_manager: OrderManager::new(),
76            execution_engine: ExecutionEngine::new(),
77            position_manager: PositionManager::new(),
78        }
79    }
80
81    pub fn initialize(&mut self) -> Result<(), FinancialError> {
82        self.order_manager.initialize()?;
83        self.execution_engine.initialize()?;
84        Ok(())
85    }
86
87    pub fn validate_order(&self, order: &Order) -> Result<(), FinancialError> {
88        if order.quantity <= 0.0 {
89            return Err(FinancialError::ValidationError(
90                "Order quantity must be positive".to_string(),
91            ));
92        }
93        if let Some(price) = order.price {
94            if price <= 0.0 {
95                return Err(FinancialError::ValidationError(
96                    "Order price must be positive".to_string(),
97                ));
98            }
99        }
100        Ok(())
101    }
102
103    pub fn execute_trade(&mut self, _order: &Order) -> Result<TradeResult, FinancialError> {
104        // NOT IMPLEMENTED — and this one must never fabricate. The previous body returned a
105        // `TradeResult { status: Filled, executed_price: order.price.unwrap_or(100.0) }` — a
106        // *fake fill* at a fabricated default price for a trade that never executed. Reporting a
107        // filled trade that did not happen is dangerous. Real execution requires a broker/exchange
108        // connection and order-management — and as a matter of policy this system must not place
109        // real orders or move money. It therefore refuses, explicitly.
110        Err(FinancialError::NotImplemented(
111            "trade execution (execute_trade): no broker/exchange connection; this system does not \
112             place orders or move money. Refusing to report a fabricated fill."
113                .to_string(),
114        ))
115    }
116
117    pub fn position_manager(&self) -> &PositionManager {
118        &self.position_manager
119    }
120
121    pub fn position_manager_mut(&mut self) -> &mut PositionManager {
122        &mut self.position_manager
123    }
124}
125
126impl PositionManager {
127    pub fn new() -> Self {
128        Self {
129            positions: HashMap::new(),
130            position_limits: HashMap::new(),
131            margin_calculator: MarginCalculator::new(),
132        }
133    }
134
135    pub fn add_position(&mut self, position: Position) {
136        self.positions
137            .insert(position.position_id.clone(), position);
138    }
139
140    pub fn get_position(&self, position_id: &str) -> Option<&Position> {
141        self.positions.get(position_id)
142    }
143
144    pub fn list_positions(&self) -> Vec<String> {
145        self.positions.keys().cloned().collect()
146    }
147
148    pub fn add_position_limit(&mut self, limit: PositionLimit) {
149        self.position_limits.insert(limit.limit_id.clone(), limit);
150    }
151
152    pub fn get_position_limit(&self, limit_id: &str) -> Option<&PositionLimit> {
153        self.position_limits.get(limit_id)
154    }
155
156    pub fn margin_calculator(&self) -> &MarginCalculator {
157        &self.margin_calculator
158    }
159
160    pub fn margin_calculator_mut(&mut self) -> &mut MarginCalculator {
161        &mut self.margin_calculator
162    }
163}
164
165impl MarginCalculator {
166    pub fn new() -> Self {
167        Self {
168            margin_methods: HashMap::new(),
169            margin_requirements: MarginRequirements::new(),
170        }
171    }
172
173    pub fn add_margin_method(&mut self, method: MarginMethod) {
174        self.margin_methods.insert(method.method_id.clone(), method);
175    }
176
177    pub fn get_margin_method(&self, method_id: &str) -> Option<&MarginMethod> {
178        self.margin_methods.get(method_id)
179    }
180
181    pub fn list_margin_methods(&self) -> Vec<String> {
182        self.margin_methods.keys().cloned().collect()
183    }
184
185    pub fn margin_requirements(&self) -> &MarginRequirements {
186        &self.margin_requirements
187    }
188}
qualia_core_db/specialized_libs/financial_modeling/trading.rs

qualia_core_db/specialized_libs/financial_modeling/
trading.rs
