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feat: parse system order type on RFQs #97

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Merged
karunmatharu merged 3 commits into from
Jan 23, 2026
+64 −1
Merged

feat: parse system order type on RFQs #97

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0e049c0
add system order type to RFQs
karunmatharu Jan 22, 2026
b58a49e
system order type
karunmatharu Jan 22, 2026
6b2ca8c
add tests
karunmatharu Jan 22, 2026
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15 changes: 15 additions & 0 deletions types/src/order.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -213,6 +213,21 @@ pub enum OrderStatus {
TriggerPending,
}

#[derive(
Debug, Display, Clone, Copy, Serialize, Deserialize, Default, EnumString, PartialEq, Eq, Hash,
)]
#[strum(serialize_all = "PascalCase")]
#[serde(rename_all = "PascalCase")]
pub enum SystemOrderType {
#[default]
LiquidatePositionOnBook,
LiquidatePositionOnBackstop,
LiquidatePositionOnAdl,
CollateralConversion,
FutureExpiry,
OrderBookClosed,
}

#[derive(
Debug, Display, Clone, Copy, Serialize, Deserialize, Default, EnumString, PartialEq, Eq, Hash,
)]
Expand Down
50 changes: 49 additions & 1 deletion types/src/rfq.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,7 @@ use rust_decimal::Decimal;
use serde::{Deserialize, Serialize};
use strum::{Display, EnumString};

use crate::order::{OrderStatus, Side};
use crate::order::{OrderStatus, Side, SystemOrderType};

#[derive(
Debug, Display, Clone, Copy, Serialize, Deserialize, Default, EnumString, PartialEq, Eq, Hash,
Expand Down Expand Up @@ -106,6 +106,8 @@ pub enum RequestForQuoteUpdate {
order_status: OrderStatus,
#[serde(rename = "T")]
timestamp: i64,
#[serde(rename = "o", default)]
system_order_type: Option<SystemOrderType>,
},
RfqRefreshed {
#[serde(rename = "E")]
Expand All @@ -130,6 +132,8 @@ pub enum RequestForQuoteUpdate {
order_status: OrderStatus,
#[serde(rename = "T")]
timestamp: i64,
#[serde(rename = "o", default)]
system_order_type: Option<SystemOrderType>,
},
RfqAccepted {
#[serde(rename = "E")]
Expand All @@ -154,6 +158,8 @@ pub enum RequestForQuoteUpdate {
order_status: OrderStatus,
#[serde(rename = "T")]
timestamp: i64,
#[serde(rename = "o", default)]
system_order_type: Option<SystemOrderType>,
},
RfqCancelled {
#[serde(rename = "E")]
Expand All @@ -178,6 +184,8 @@ pub enum RequestForQuoteUpdate {
order_status: OrderStatus,
#[serde(rename = "T")]
timestamp: i64,
#[serde(rename = "o", default)]
system_order_type: Option<SystemOrderType>,
},
QuoteAccepted {
#[serde(rename = "E")]
Expand Down Expand Up @@ -262,6 +270,8 @@ pub enum RequestForQuoteUpdate {
order_status: OrderStatus,
#[serde(rename = "T")]
timestamp: i64,
#[serde(rename = "o", default)]
system_order_type: Option<SystemOrderType>,
},
}

Expand Down Expand Up @@ -305,6 +315,8 @@ pub struct RequestForQuote {
pub status: OrderStatus,
pub execution_mode: RfqExecutionMode,
pub created_at: i64,
#[serde(default)]
pub system_order_type: Option<SystemOrderType>,
}

impl QuotePayload {
Expand Down Expand Up @@ -346,3 +358,39 @@ impl QuotePayload {
self
}
}

#[cfg(test)]
mod tests {
use super::*;

#[test]
fn rfq_active_without_system_order_type() {
let data = r#"{"e":"rfqActive","E":1234567890,"R":123,"s":"BTC_USDC","q":"1.5","w":1234567890,"W":1234567899,"X":"New","T":1234567890}"#;
let update: RequestForQuoteUpdate = serde_json::from_str(data).unwrap();
match update {
RequestForQuoteUpdate::RfqActive {
system_order_type, ..
} => {
assert!(system_order_type.is_none());
}
_ => panic!("Expected RfqActive"),
}
}

#[test]
fn rfq_active_with_system_order_type() {
let data = r#"{"e":"rfqActive","E":1234567890,"R":123,"s":"BTC_USDC","q":"1.5","w":1234567890,"W":1234567899,"X":"New","T":1234567890,"o":"CollateralConversion"}"#;
let update: RequestForQuoteUpdate = serde_json::from_str(data).unwrap();
match update {
RequestForQuoteUpdate::RfqActive {
system_order_type, ..
} => {
assert_eq!(
system_order_type,
Some(SystemOrderType::CollateralConversion)
);
}
_ => panic!("Expected RfqActive"),
}
}
}
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