Add algo-order platform actions
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@@ -328,6 +328,12 @@ impl StrategyDecision {
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}
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}
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#[derive(Debug, Clone, Copy, PartialEq, Eq)]
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pub enum AlgoOrderStyle {
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Vwap,
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Twap,
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}
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#[derive(Debug, Clone)]
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pub enum OrderIntent {
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Shares {
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@@ -407,6 +413,22 @@ pub enum OrderIntent {
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limit_price: f64,
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reason: String,
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},
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AlgoValue {
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symbol: String,
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value: f64,
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style: AlgoOrderStyle,
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start_time: Option<NaiveTime>,
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end_time: Option<NaiveTime>,
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reason: String,
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},
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AlgoPercent {
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symbol: String,
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percent: f64,
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style: AlgoOrderStyle,
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start_time: Option<NaiveTime>,
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end_time: Option<NaiveTime>,
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reason: String,
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},
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TargetPortfolioSmart {
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target_weights: BTreeMap<String, f64>,
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order_prices: Option<BTreeMap<String, f64>>,
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