IBKRTrader/Core/Trading/TradingModels.cs

namespace IBKRTrader.Core.Trading;

/// <summary>Kauf oder Verkauf.</summary>
public enum TradeSide { Buy, Sell }

/// <summary>Order-Typ.</summary>
public enum OrderType { Market, Limit }

/// <summary>Handelsmodus – Paper-Account (Test) oder Live.</summary>
public enum TradingMode { Paper, Live }

/// <summary>
/// Signal, das ein Modul an den <see cref="IExecutionService"/> übergibt.
/// Das Modul liefert nur die Absicht – Sizing, Risiko und Ausführung macht der Core.
/// </summary>
public sealed record TradeSignal
{
    /// <summary>Ticker-Symbol (z. B. "AAPL").</summary>
    public required string Symbol { get; init; }

    /// <summary>Kauf oder Verkauf.</summary>
    public required TradeSide Side { get; init; }

    /// <summary>Kürzel des auslösenden Moduls (z. B. "CT").</summary>
    public required string SourceModule { get; init; }

    /// <summary>Begründung des Signals (für Logging/Buchführung).</summary>
    public string Reason { get; init; } = "";

    /// <summary>Optionaler Limit-Preis. null = Market-Order.</summary>
    public decimal? LimitPrice { get; init; }

    /// <summary>Optionaler Nominalwert-Wunsch; sonst greift das Risiko-Sizing.</summary>
    public decimal? SuggestedNotional { get; init; }
}

/// <summary>Konkrete Order-Anforderung an den Broker.</summary>
public sealed record OrderRequest
{
    public required string    Symbol     { get; init; }
    public required TradeSide Side       { get; init; }
    public required int       Quantity   { get; init; }
    public required OrderType Type       { get; init; }
    public decimal?           LimitPrice { get; init; }
}

/// <summary>Ergebnis einer Order-Platzierung.</summary>
public sealed record OrderResult
{
    public bool     Success        { get; init; }
    public string?  OrderId        { get; init; }
    public int      FilledQuantity { get; init; }
    public decimal  AvgFillPrice   { get; init; }
    public string?  Error          { get; init; }

    public static OrderResult Filled(string orderId, int qty, decimal price) =>
        new() { Success = true, OrderId = orderId, FilledQuantity = qty, AvgFillPrice = price };

    public static OrderResult Fail(string error) =>
        new() { Success = false, Error = error };
}

/// <summary>Momentaufnahme eines Kurses.</summary>
public sealed record Quote(string Symbol, decimal Last, decimal Bid, decimal Ask);

/// <summary>Kontostand-Momentaufnahme des Brokers.</summary>
public sealed record AccountState(decimal NetLiquidation, decimal AvailableFunds);

/// <summary>Offene Position eines Moduls.</summary>
public sealed record Position(string Module, string Symbol, int Quantity, decimal AvgPrice)
{
    public decimal Notional => Quantity * AvgPrice;
}

/// <summary>Kontext für die Risikobewertung eines Signals.</summary>
public sealed record RiskContext
{
    /// <summary>Aktueller Kurs des Symbols.</summary>
    public required decimal Price { get; init; }

    /// <summary>Netto-Liquidationswert des Kontos.</summary>
    public required decimal NetLiquidation { get; init; }

    /// <summary>Aktuell vom Modul gehaltener Nominalwert (Summe offener Positionen).</summary>
    public decimal ModuleExposure { get; init; }

    /// <summary>Bereits gehaltene Stückzahl für das Signal-Symbol.</summary>
    public int ExistingQuantity { get; init; }
}

/// <summary>Aus den Settings abgeleitete Risiko-Parameter.</summary>
public sealed record RiskParameters(
    decimal MaxTradePercent,
    decimal MaxPositionPercentPerModule,
    decimal MaxSlippagePercent);

/// <summary>Entscheidung der Risikoprüfung.</summary>
public sealed record RiskDecision
{
    public bool    Approved { get; init; }
    public int     Quantity { get; init; }
    public string  Reason   { get; init; } = "";

    public static RiskDecision Reject(string reason) =>
        new() { Approved = false, Quantity = 0, Reason = reason };

    public static RiskDecision Approve(int quantity, string reason = "OK") =>
        new() { Approved = true, Quantity = quantity, Reason = reason };
}

/// <summary>Ergebnis einer Signal-Ausführung durch den <see cref="IExecutionService"/>.</summary>
public sealed record ExecutionResult
{
    /// <summary>"EXECUTE", "SKIP" oder "ERROR".</summary>
    public required string Action { get; init; }
    public string       Reason { get; init; } = "";
    public OrderResult? Order  { get; init; }

    public bool Executed => Action == "EXECUTE";

    public static ExecutionResult Skip(string reason)  => new() { Action = "SKIP",    Reason = reason };
    public static ExecutionResult Error(string reason, OrderResult? order = null) => new() { Action = "ERROR", Reason = reason, Order = order };
    public static ExecutionResult Execute(OrderResult order) => new() { Action = "EXECUTE", Reason = "OK", Order = order };
}