futu_backend/trade_query/orders/

projection.rs

//! trade_query/orders/projection — backend order proto -> cached order rows.

use futu_cache::trd_cache::CachedOrder;
use futu_domain_trade_history::projection::backend_orders::{
    BackendOrderSupFacts, BackendTradeReadOrderFacts, project_backend_trade_read_order_like_cpp,
};
use futu_domain_trade_history::projection::combo::{
    HistoryOrderComboFacts, HistoryOrderComboLegFacts, ProjectedHistoryOrderComboLeg,
};
use futu_domain_trade_history::projection::orders::{
    BackendOrderUnpackFacts, project_backend_order_unpacked_trd_market_like_cpp,
};
use futu_domain_trade_order::{OrderWireExtensionFacts, project_order_wire_extensions_like_cpp};

use crate::proto_internal::{odr_sys_cmn, sim_odr_sys_cmn};

pub fn order_proto_to_cached_like_cpp(trd_env: i32, o: &odr_sys_cmn::Order) -> Option<CachedOrder> {
    order_proto_to_cached_with_jp_acc_type_like_cpp(trd_env, o, None)
}

pub fn order_proto_to_cached_with_jp_acc_type_like_cpp(
    trd_env: i32,
    o: &odr_sys_cmn::Order,
    jp_acc_type: Option<i32>,
) -> Option<CachedOrder> {
    let trd_market = project_backend_order_unpacked_trd_market_like_cpp(BackendOrderUnpackFacts {
        trd_env,
        has_order_id: o.order_id.is_some(),
        has_side: o.side.is_some(),
        market: o.market,
        has_symbol: o.symbol.is_some(),
        has_create_time: o.create_time.is_some(),
        has_expire_time: o.expire_time.is_some(),
        has_status: o.status.is_some(),
    })?;
    let order_trade_time_type = o.sup.as_ref().and_then(|s| s.order_trade_time_type);
    let combo = o
        .multi_leg_info
        .as_ref()
        .map(|multi_leg| HistoryOrderComboFacts {
            backend_strategy_type: multi_leg.strategy_type,
            legs: multi_leg
                .leg_infos
                .iter()
                .map(|leg| HistoryOrderComboLegFacts {
                    symbol: leg.leg_symbol.as_deref(),
                    exchange: leg.leg_exchange.as_deref(),
                    side: leg.leg_side,
                    ratio_qty: leg.leg_ratio_qty.as_deref(),
                    position_id: leg.position_id.as_deref(),
                })
                .collect(),
        });
    let sup = o.sup.as_ref();
    let wire_extensions = project_order_wire_extensions_like_cpp(OrderWireExtensionFacts {
        cash_order_qty: o.cash_order_qty.as_deref(),
        has_condition: o.condition.is_some(),
        portfolio_stock_id: o.portfolio_stock_id,
        has_margin_trade_info: o.margin_trade_info.is_some(),
        event_contract_quote_id: o
            .order_extra
            .as_ref()
            .and_then(|extra| extra.quote_id.as_deref()),
    });
    let projected = project_backend_trade_read_order_like_cpp(BackendTradeReadOrderFacts {
        trd_env,
        sim_option_account: trd_env == 0 && matches!(o.market, Some(7 | 9)),
        trd_market_ftapi: trd_market,
        ex_destination: o.exdestination,
        exchange: o.exchange.as_deref(),
        order_type_trd_market_ftapi: trd_market,
        currency: o.currency.map(|c| c as i32),
        jp_acc_type,
        app_lang: 0,
        order_id_ex: o.order_id.as_deref(),
        side: o.side,
        order_type: o.r#type,
        security_type: o.security_type,
        status: o.status,
        code: o.symbol.as_deref(),
        stock_name: o.stock_name.as_deref(),
        qty: o.qty.as_deref(),
        price: o.price.as_deref(),
        create_time_micros: o.create_time,
        update_time_micros: o.update_time,
        market_id: o.exchange_code,
        cum_qty: o.cum_qty.as_deref(),
        avg_fill_price: o.avg_fill_price.as_deref(),
        last_err_msg: o.last_err_msg.as_deref(),
        text: o.text.as_deref(),
        aux_price: o.aux_price.as_deref(),
        expire_time_micros: o.expire_time,
        order_amount: o.order_amount.as_deref(),
        sup: BackendOrderSupFacts {
            order_trade_time_type,
            time_in_force: sup.and_then(|value| value.time_in_force),
            odr_enable_ba_trade: sup.and_then(|value| value.odr_enable_ba_trade),
            hk_odr_enable_ba_trade: sup.and_then(|value| value.hk_odr_enable_ba_trade),
            trail_type: sup.and_then(|value| value.trail_type),
            trail_percent: sup.and_then(|value| value.trail_percent.as_deref()),
            trail_price: sup.and_then(|value| value.trail_price.as_deref()),
        },
        combo,
    });

    Some(CachedOrder {
        order_id: projected.order_id,
        order_id_ex: projected.order_id_ex,
        code: projected.code,
        // Cached rows keep backend stock_name; public response projection
        // localizes combo display names from strategy_type + request app_lang.
        name: o.stock_name.as_ref().cloned().unwrap_or(projected.name),
        trd_side: projected.trd_side,
        order_type: projected.order_type,
        backend_order_type_raw: o.r#type,
        lot_type: o.lot_type,
        order_status: projected.order_status,
        qty: projected.qty,
        price: projected.price.unwrap_or(0.0),
        fill_qty: projected.fill_qty,
        fill_avg_price: projected.fill_avg_price,
        create_time: projected.create_time,
        update_time: projected.update_time,
        last_err_msg: projected.last_err_msg,
        sec_market: projected.sec_market,
        create_timestamp: projected.create_timestamp,
        update_timestamp: projected.update_timestamp,
        remark: projected.remark,
        backend_text: o.text.clone(),
        time_in_force: projected.time_in_force,
        fill_outside_rth: projected.fill_outside_rth,
        aux_price: projected.aux_price,
        trail_type: projected.trail_type,
        trail_value: projected.trail_value,
        trail_spread: projected.trail_spread,
        currency: projected.currency,
        trd_market: projected.trd_market,
        strategy_type: projected.strategy_type,
        combo_legs: projected
            .combo_legs
            .into_iter()
            .map(combo_leg_data_domain_to_api_like_cpp)
            .collect(),
        parent_order_id_ex: o.parent_order_id.clone(),
        legacy_group_id: o.group_id.clone(),
        relation_type: o.relation_type,
        order_group_id: o.order_group_id.clone(),
        order_group_type_raw: o.group_type,
        quote_id: wire_extensions
            .event_contract_quote_id
            .map(ToOwned::to_owned),
        backend_order_id: o.order_id.clone().unwrap_or_default(),
        order_version: o.version.unwrap_or(0) as i32,
        exchange_code: o.exchange_code.unwrap_or(0) as i32,
        exchange: o.exchange.clone().unwrap_or_default(),
        security_type: o.security_type.unwrap_or(0) as i32,
        session: projected.session,
        order_trade_time_type,
        sub_account_id: o.sub_account_id,
        jp_acc_type: projected.jp_acc_type,
        is_stub: false,
        is_local_order: false,
        stub_inserted_at_ms: 0,
        is_pending_broker_confirm: false,
    })
}

fn combo_leg_data_domain_to_api_like_cpp(
    leg: ProjectedHistoryOrderComboLeg,
) -> futu_proto::qot_common::ComboLeg {
    futu_proto::qot_common::ComboLeg {
        security: futu_proto::qot_common::Security {
            market: leg.qot_market,
            code: leg.code,
        },
        side: leg.side,
        qty_ratio: leg.qty_ratio,
        position_id: leg.position_id,
        // C++ `_APIServer_Trd_Comm.cpp::ComboLegData_NNToAPI` projects only
        // security/side/qtyRatio/positionID for order-list rows. `predSide`
        // is an event-contract write input and is not reconstructed on this
        // read path. Revisit if that C++ projector starts setting field 5.
        pred_side: None,
    }
}

pub(crate) fn sim_order_proto_to_cached_like_cpp(
    trd_env: i32,
    o: &sim_odr_sys_cmn::Order,
) -> Option<CachedOrder> {
    let trd_market = project_backend_order_unpacked_trd_market_like_cpp(BackendOrderUnpackFacts {
        trd_env,
        has_order_id: o.order_id.is_some(),
        has_side: o.side.is_some(),
        market: o.market,
        has_symbol: o.symbol.is_some(),
        has_create_time: o.create_time.is_some(),
        has_expire_time: o.expire_time.is_some(),
        has_status: o.status.is_some(),
    })?;

    let order_trade_time_type = o.sup.as_ref().and_then(|s| s.order_trade_time_type);
    let sup = o.sup.as_ref();
    let projected = project_backend_trade_read_order_like_cpp(BackendTradeReadOrderFacts {
        trd_env,
        sim_option_account: trd_env == 0 && matches!(o.market, Some(7 | 9)),
        trd_market_ftapi: trd_market,
        ex_destination: o.exdestination,
        exchange: o.exchange.as_deref(),
        order_type_trd_market_ftapi: trd_market,
        currency: o.currency.map(|c| c as i32),
        jp_acc_type: o.sub_account.map(|v| v as i32),
        app_lang: 0,
        order_id_ex: o.order_id.as_deref(),
        side: o.side,
        order_type: o.r#type,
        security_type: o.security_type,
        status: o.status,
        code: o.symbol.as_deref(),
        stock_name: o.stock_name.as_deref(),
        qty: o.qty.as_deref(),
        price: o.price.as_deref(),
        create_time_micros: o.create_time,
        update_time_micros: o.update_time,
        market_id: o.exchange_code,
        cum_qty: o.cum_qty.as_deref(),
        avg_fill_price: o.avg_fill_price.as_deref(),
        last_err_msg: o.last_err_msg.as_deref(),
        text: o.text.as_deref(),
        aux_price: o.aux_price.as_deref(),
        expire_time_micros: o.expire_time,
        order_amount: o.order_amount.as_deref(),
        sup: BackendOrderSupFacts {
            order_trade_time_type,
            time_in_force: sup.and_then(|value| value.time_in_force),
            odr_enable_ba_trade: sup.and_then(|value| value.odr_enable_ba_trade),
            hk_odr_enable_ba_trade: sup.and_then(|value| value.hk_odr_enable_ba_trade),
            trail_type: sup.and_then(|value| value.trail_type),
            trail_percent: sup.and_then(|value| value.trail_percent.as_deref()),
            trail_price: sup.and_then(|value| value.trail_price.as_deref()),
        },
        combo: None,
    });

    Some(CachedOrder {
        order_id: projected.order_id,
        order_id_ex: projected.order_id_ex.clone(),
        code: projected.code,
        name: projected.name,
        trd_side: projected.trd_side,
        order_type: projected.order_type,
        backend_order_type_raw: o.r#type,
        lot_type: o.lot_type,
        order_status: projected.order_status,
        qty: projected.qty,
        price: projected.price.unwrap_or(0.0),
        fill_qty: projected.fill_qty,
        fill_avg_price: projected.fill_avg_price,
        create_time: projected.create_time,
        update_time: projected.update_time,
        last_err_msg: projected.last_err_msg,
        sec_market: projected.sec_market,
        create_timestamp: projected.create_timestamp,
        update_timestamp: projected.update_timestamp,
        remark: projected.remark,
        backend_text: o.text.clone(),
        time_in_force: projected.time_in_force,
        fill_outside_rth: projected.fill_outside_rth,
        aux_price: projected.aux_price,
        trail_type: projected.trail_type,
        trail_value: projected.trail_value,
        trail_spread: projected.trail_spread,
        currency: projected.currency,
        trd_market: projected.trd_market,
        strategy_type: None,
        combo_legs: Vec::new(),
        parent_order_id_ex: o.parent_order_id.clone(),
        legacy_group_id: o.group_id.clone(),
        relation_type: o.relation_type,
        order_group_id: o.order_group_id.clone(),
        order_group_type_raw: o.group_type,
        quote_id: None,
        backend_order_id: projected.order_id_ex,
        order_version: o.version.unwrap_or(0) as i32,
        exchange_code: o.exchange_code.unwrap_or(0) as i32,
        exchange: o.exchange.clone().unwrap_or_default(),
        security_type: o.security_type.unwrap_or(0) as i32,
        session: projected.session,
        order_trade_time_type,
        sub_account_id: None,
        jp_acc_type: projected.jp_acc_type,
        is_stub: false,
        is_local_order: false,
        stub_inserted_at_ms: 0,
        is_pending_broker_confirm: false,
    })
}