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8f4d2d0 5759f0b 8f4d2d0 5759f0b 8f4d2d0 5759f0b 8f4d2d0 5759f0b 8f4d2d0 a3b10ab 8f4d2d0 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 | #pragma once
// ════════════════════════════════════════════════════════════════════
// Event definitions for inter-actor communication
//
// Maps to StockEx Kafka messages but as typed C++ structs flowing
// through Simplx Event::Pipe instead of JSON over Kafka.
//
// Optiq equivalent: these correspond to the internal events between
// OEActor, LogicalCoreActor, BookActor, and MD publishers.
// ════════════════════════════════════════════════════════════════════
#include "engine/SimplxShim.hpp"
#include "common/Types.hpp"
#include <cstring>
namespace eunex {
// ── NewOrder event (OE Gateway → OrderBook Actor) ──────────────────
// Equivalent to StockEx: Kafka 'orders' topic message with type=new
// Optiq equivalent: FastNewLimitEvent / FastNewMarketEvent
struct NewOrderEvent : tredzone::Actor::Event {
ClOrdId_t clOrdId;
SymbolIndex_t symbolIdx;
Side side;
OrderType ordType;
TimeInForce tif;
Price_t price;
Quantity_t quantity;
SessionId_t sessionId;
Price_t stopPrice;
NewOrderEvent() : stopPrice(0) {}
NewOrderEvent(ClOrdId_t cl, SymbolIndex_t sym, Side s, OrderType ot,
TimeInForce t, Price_t px, Quantity_t qty, SessionId_t sess,
Price_t stop = 0)
: clOrdId(cl), symbolIdx(sym), side(s), ordType(ot),
tif(t), price(px), quantity(qty), sessionId(sess),
stopPrice(stop) {}
};
// ── CancelOrder event ──────────────────────────────────────────────
// Equivalent to StockEx: Kafka message with type=cancel
// Optiq equivalent: CancelOrderData
struct CancelOrderEvent : tredzone::Actor::Event {
OrderId_t orderId;
ClOrdId_t origClOrdId;
SymbolIndex_t symbolIdx;
SessionId_t sessionId;
CancelOrderEvent() = default;
CancelOrderEvent(OrderId_t oid, ClOrdId_t cl, SymbolIndex_t sym, SessionId_t sess)
: orderId(oid), origClOrdId(cl), symbolIdx(sym), sessionId(sess) {}
};
// ── ModifyOrder event ──────────────────────────────────────────────
// Equivalent to StockEx: Kafka message with type=amend
// Optiq equivalent: ModifyOrderData
struct ModifyOrderEvent : tredzone::Actor::Event {
OrderId_t orderId;
ClOrdId_t origClOrdId;
SymbolIndex_t symbolIdx;
Price_t newPrice;
Quantity_t newQuantity;
SessionId_t sessionId;
ModifyOrderEvent() = default;
ModifyOrderEvent(OrderId_t oid, ClOrdId_t cl, SymbolIndex_t sym,
Price_t px, Quantity_t qty, SessionId_t sess)
: orderId(oid), origClOrdId(cl), symbolIdx(sym),
newPrice(px), newQuantity(qty), sessionId(sess) {}
};
// ── ExecutionReport event (OrderBook Actor → OE Gateway) ───────────
// Optiq equivalent: Ack sent back to OE frontal via sendToOEEffect
struct ExecReportEvent : tredzone::Actor::Event {
OrderId_t orderId;
ClOrdId_t clOrdId;
OrderStatus status;
Quantity_t filledQty;
Quantity_t remainingQty;
Price_t lastPrice;
Quantity_t lastQty;
TradeId_t tradeId;
SessionId_t sessionId;
ExecReportEvent() = default;
ExecReportEvent(const ExecutionReport& rpt, SessionId_t sess)
: orderId(rpt.orderId), clOrdId(rpt.clOrdId), status(rpt.status),
filledQty(rpt.filledQty), remainingQty(rpt.remainingQty),
lastPrice(rpt.lastPrice), lastQty(rpt.lastQty),
tradeId(rpt.tradeId), sessionId(sess) {}
ExecReportEvent(const ExecReportEvent& other)
: orderId(other.orderId), clOrdId(other.clOrdId), status(other.status),
filledQty(other.filledQty), remainingQty(other.remainingQty),
lastPrice(other.lastPrice), lastQty(other.lastQty),
tradeId(other.tradeId), sessionId(other.sessionId) {}
};
// ── Trade event (OrderBook Actor → MarketData Actor) ───────────────
// Optiq equivalent: trade fragment sent to MDLimit/MDIMP via IACA chain
struct TradeEvent : tredzone::Actor::Event {
Trade trade;
TradeEvent() = default;
explicit TradeEvent(const Trade& t) : trade(t) {}
};
// ── Market Data snapshot event (OrderBook → MarketData Actor) ──────
// Optiq equivalent: PublishLimitUpdateRequest to MDLimitLogicalCoreHandler
struct BookUpdateEvent : tredzone::Actor::Event {
SymbolIndex_t symbolIdx;
struct Level {
Price_t price;
Quantity_t qty;
};
Level bids[10];
Level asks[10];
int bidDepth;
int askDepth;
BookUpdateEvent() : symbolIdx(0), bidDepth(0), askDepth(0) {
std::memset(bids, 0, sizeof(bids));
std::memset(asks, 0, sizeof(asks));
}
};
// ── Recovery fragment event (any actor → PersistenceAgent) ─────────
// Optiq equivalent: WriteRecoveryFragmentEvent to CoreAgentActor
struct RecoveryFragmentEvent : tredzone::Actor::Event {
uint8_t persistenceId;
uint16_t originId;
uint32_t originKey;
uint64_t sequenceNumber;
uint8_t payload[4096];
size_t payloadSize;
RecoveryFragmentEvent() : persistenceId(0), originId(0), originKey(0),
sequenceNumber(0), payloadSize(0) {}
};
} // namespace eunex
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