Strategy messaging

pulse-wire/src/lib.rs

@@ -52,6 +52,24 @@ impl<T: PulseWire> PulseWire for Vec<T> {
     }
 }
 
+impl<T: PulseWire> PulseWire for Option<T> {
+    fn to_com(&self) -> Vec<u8> {
+        if let Some(v) = self {
+            v.to_com()
+        } else {
+            vec![0]
+        }
+    }
+
+    fn from_com(com: &mut Vec<u8>) -> Self {
+        if com[0] > 0 {
+            Some(T::from_com(com))
+        } else {
+            None
+        }
+    }
+}
+
 impl PulseWire for String {
     fn to_com(&self) -> Vec<u8> {
         let bytes = self.as_bytes();

pulse-wire/src/strategy.rs

@@ -1,4 +1,9 @@
-use crate::{PulseWire, units::TimeFrame};
+use crate::{
+    PulseWire,
+    general::{EventLog, Signal},
+    terminal::MarketItem,
+    units::{Direction, TimeFrame},
+};
 use pulse_macros::pwp;
 
 #[pwp]
@@ -23,3 +28,69 @@ pub struct RiskManifest {
     max_loss: u8,
     cooldown: TimeFrame,
 }
+
+#[pwp]
+pub enum StrategyMessage {
+    RequestOHLC {
+        symbol: String,
+        timeframe: TimeFrame,
+        count: u32,
+    },
+
+    SubscribeCandle {
+        symbol: String,
+        timeframe: TimeFrame,
+    },
+
+    Signal(StrategySignal),
+
+    Log(EventLog),
+}
+
+#[pwp]
+pub enum StrategyEngineMessage {
+    Initialize {
+        watchlist: Vec<MarketItem>,
+    },
+
+    CandleUpdate {
+        symbol: String,
+        candle: String,
+    },
+
+    OHLC {
+        symbol: String,
+        timeframe: TimeFrame,
+        candles: Vec<String>,
+    },
+
+    Start,
+
+    Stop,
+}
+
+#[pwp]
+pub enum RiskMessage {
+    Approve(Signal),
+
+    Reject { reason: String },
+
+    Log(EventLog),
+}
+
+#[pwp]
+pub enum RiskEngineMessage {
+    Initialize { strategy: String },
+
+    Signal(StrategySignal),
+
+    MarketUpdate { symbol: String, price: f64 },
+}
+
+#[pwp]
+pub struct StrategySignal {
+    pub symbol: String,
+    pub side: Direction,
+    pub confidence: f32,
+    pub price: Option<f64>,
+}