Support algo order pricing in smart portfolio rebalances

This commit is contained in:
boris
2026-04-23 18:48:14 -07:00
parent ac308c8d68
commit 58836a1c37
7 changed files with 427 additions and 28 deletions

View File

@@ -334,6 +334,16 @@ pub enum AlgoOrderStyle {
Twap,
}
#[derive(Debug, Clone)]
pub enum TargetPortfolioOrderPricing {
LimitPrices(BTreeMap<String, f64>),
AlgoOrder {
style: AlgoOrderStyle,
start_time: Option<NaiveTime>,
end_time: Option<NaiveTime>,
},
}
#[derive(Debug, Clone)]
pub enum OrderIntent {
Shares {
@@ -431,7 +441,7 @@ pub enum OrderIntent {
},
TargetPortfolioSmart {
target_weights: BTreeMap<String, f64>,
order_prices: Option<BTreeMap<String, f64>>,
order_prices: Option<TargetPortfolioOrderPricing>,
valuation_prices: Option<BTreeMap<String, f64>>,
reason: String,
},