Strategy protocol

pulse-wire/src/plugin.rs

@@ -30,7 +30,11 @@ pub struct RiskManifest {
 
 #[pwp]
 pub enum StrategyMessage {
-    RequestOHLC {
+    Log(EventLog),
+
+    GetWatchList,
+
+    RequestCandlestick {
         symbol: String,
         interval: CandleInterval,
         count: u32,
@@ -43,44 +47,50 @@ pub enum StrategyMessage {
     UnsubscribeAll,
 
     Signal(StrategySignal),
+}
 
+#[pwp]
+pub enum RiskMessage {
     Log(EventLog),
+
+    GetWatchList,
+
+    Approve(Signal),
+
+    Reject { reason: String },
 }
 
 #[pwp]
 pub enum StrategyEngineMessage {
-    Initialize {
-        watchlist: Vec<MarketItem>,
-    },
+    Initialize,
+
+    WatchList(Vec<MarketItem>),
 
     CandleUpdate {
         symbol: String,
-        candle: String,
+        interval: CandleInterval,
+        candle: Candle,
     },
 
-    OHLC {
+    Candlestick {
         symbol: String,
         interval: CandleInterval,
         candles: Vec<Candle>,
     },
 
-    Start,
-
-    Stop,
-}
-
-#[pwp]
-pub enum RiskMessage {
-    Approve(Signal),
-
-    Reject { reason: String },
-
-    Log(EventLog),
+    Command {
+        command: String,
+        args: Vec<String>,
+    },
 }
 
 #[pwp]
 pub enum RiskEngineMessage {
-    Initialize { strategy: String },
+    Initialize,
+
+    WatchList(Vec<MarketItem>),
+
+    Command { command: String, args: Vec<String> },
 
     Signal(StrategySignal),