dto.py

"""Runtime DTOs — in-memory order / quote / matching result.

These are intentionally minimal for the MVP. Rule-based matching (round_to /
CommissionInfo) lives in rules.py.
"""

from __future__ import annotations
from dataclasses import dataclass
from datetime import datetime
from typing import Literal, Optional


Side = Literal["BUY", "SELL"]
OrderType = Literal["MARKET", "LIMIT"]


@dataclass(frozen=True)
class Order:
    order_id: str
    account_id: str
    symbol: str
    side: Side
    type: OrderType
    qty: float
    price: Optional[float] = None
    client_order_id: Optional[str] = None
    tif: str = "DAY"
    notes: Optional[str] = None
    expires_at: Optional[datetime] = None  # LIMIT DAY → session close (UTC)


@dataclass(frozen=True)
class Quote:
    """One quote tick projected to engine-facing shape.

    ``tags`` carries upstream semantic tags like '涨停' / '跌停' / '曾涨停'. Engine
    uses bid/ask None as the primary liquidity signal; tags are kept for
    richer reject messages and downstream observability.
    """
    symbol: str
    last: float
    bid: Optional[float] = None
    ask: Optional[float] = None
    source_tier: str = "realtime"   # realtime / yesterday / daily
    server_ts: Optional[str] = None
    prev_close: Optional[float] = None  # upstream pre_close; CN 涨跌停校验
    tags: tuple[str, ...] = ()


@dataclass(frozen=True)
class Fill:
    order_id: str
    fill_price: float
    qty: float
    fee: float


@dataclass(frozen=True)
class Reject:
    order_id: str
    code: str
    message: str


@dataclass(frozen=True)
class Pending:
    order_id: str


MatchResult = Fill | Reject | Pending