Initial commit

app/models/trigger.rb

@@ -0,0 +1,82 @@
+# encoding: UTF-8
+# frozen_string_literal: true
+
+class Trigger < ApplicationRecord
+  extend Enumerize
+
+  belongs_to :order, required: true
+
+  # Enumerized list of statuses supported by trigger
+  #
+  # @note
+  #   pending(initial,default)
+  #   Trigger and order were created and persisted in DB.
+  #
+  #   active
+  #   Trigger was added to triggerbook and waiting for being triggered by trade.
+  #
+  #   done
+  #   Trigger was triggered by trade and thrown appropriate order.
+  #
+  #   cancelled
+  #   Trigger was created but order was rejected by system on creation or
+  #   trigger was activated but order was cancelled by user.
+  #
+  #              (1)              (2)
+  #   Pending --------> Active ----------> Done
+  #      |                |
+  #      |(3)             |(4)
+  #      |                |
+  #      '------------> Cancelled
+  #
+  # 1 - add to triggerbook and lock order funds
+  # 2 - triggered by trade
+  # 3 - reject order on submit
+  # 4 - cancel order by user
+  STATES = { pending: 0, active: 100, done: 200, cancelled: 255 }.freeze
+
+  # TODO: Order types documentation.
+  TYPES = {
+    # Regular order types:
+    market:              10,
+    limit:               11,
+    stop_loss:           20,
+    stop_loss_limit:     21,
+    trailing_stop:       30,
+    trailing_stop_limit: 31,
+    oco:                 41,
+
+    # Margin order types:
+    margin_market:              110,
+    margin_limit:               111,
+    margin_stop_loss:           120,
+    margin_stop_loss_limit:     121,
+    margin_trailing_stop:       130,
+    margin_trailing_stop_limit: 131,
+    margin_oco:                 141
+  }.freeze
+
+  enumerize :state, in: STATES, scope: true
+
+  enumerize :order_type, in: TYPES, scope: true
+end
+
+# == Schema Information
+# Schema version: 20201125134745
+#
+# Table name: triggers
+#
+#  id         :bigint           not null, primary key
+#  order_id   :bigint           not null
+#  order_type :integer          unsigned, not null
+#  value      :binary(128)      not null
+#  state      :integer          default("pending"), unsigned, not null
+#  created_at :datetime         not null
+#  updated_at :datetime         not null
+#
+# Indexes
+#
+#  index_triggers_on_order_id    (order_id)
+#  index_triggers_on_order_type  (order_type)
+#  index_triggers_on_state       (state)
+#