Initial quant trader service baseline

2026-06-23 22:09:06 +08:00
commit 7ff786f658
137 changed files with 6664 additions and 0 deletions
@@ -0,0 +1,43 @@
+package com.quantai.trader.domain;
+
+import com.quantai.trader.enums.TraderSide;
+
+import java.math.BigDecimal;
+import java.time.Instant;
+import java.util.Map;
+
+public record TraderPositionPath(
+        String runId,
+        String cycleId,
+        String actionId,
+        String positionId,
+        TraderSide side,
+        Instant entryTime,
+        Instant lastEventTime,
+        BigDecimal entryPrice,
+        BigDecimal currentPrice,
+        BigDecimal mfeBps,
+        BigDecimal maeBps,
+        Long timeToTargetMs,
+        Long timeToInvalidMs,
+        boolean targetBeforeStop,
+        boolean stagnationTimeoutHit,
+        boolean proxyOnly,
+        boolean reduceSeen,
+        int filledLegCount,
+        BigDecimal totalPositionRatio,
+        Map<String, Object> pathSummary
+) {
+
+    public TraderPositionPath {
+        pathSummary = Maps.immutable(pathSummary);
+    }
+
+    public boolean opened() {
+        return positionId != null && filledLegCount > 0;
+    }
+
+    public boolean fullSize() {
+        return totalPositionRatio != null && totalPositionRatio.compareTo(BigDecimal.ONE) >= 0;
+    }
+}