importedOptionalField.ipl

//
//  Imandra Inc.
//  Copyright (c) 2024
//
//  Minimal FIX 4.4 model with example optional treatment
//  of imported optional value
//   
//  For further info see https://docs.imandra.ai
// 
// 

import FIX_4_4


// Import inbound NewOrderSingle message
message NewOrderSingle {
    req ClOrdID
    req Side
    req TransactTime
    req OrdType valid when it in [ OrdType.Limit, OrdType.Market ]
    req OrderQtyData.OrderQty
    req Price
    // an example of how to reason about incoming optional values using a case statement
    opt Account valid when present(it) valid when (case(it){None:""}{Some x: x}) == "acct_01"
    opt AccountType valid when it == (Some AccountType.CarriedCustomerSide) && state.CumQty == 0.0 
	validate { state.live_order == false } 
	
	validate { state.OrdStatus in [ OrdStatus.New ] }
}

// Import an outbound message ExecutionReport
outbound message ExecutionReport {
    req OrderID
    req ExecID
    req ExecType
    req OrdStatus
    req Side
    req LeavesQty
    req CumQty
    req AvgPx
    opt Price
    opt DayAvgPx
}

// Define the interface state
internal state {

    // The following fields would be assigned to 
    assignable {
        OrdStatus   : OrdStatus = OrdStatus.New;
        Side        : Side = Side.Buy;
        OrderID     : string = "";
        LeavesQty   : Qty = 0.0;
        CumQty      : Qty = 0.0;
        AvgPx       : Price = 0.0;       
        Price 		:* Price = 0.0;
        OrdType		: OrdType = OrdType.Limit;
        DayAvgPx    :? Price

    }
    
    live_order : bool = false;
    
    // These are not required within the orders, etc...
    OrdQty : Qty = 0.0;
    filledQty : Qty = 0.0;
    current_time : UTCTimeOnly = UTCTimeOnly (8, 0, 0, None);
    temp_Price : Price = 0.0;

    // Define the opening and closing times
    opening_time : UTCTimeOnly = UTCTimeOnly (8, 0, 0, None);
    closing_time : UTCTimeOnly = UTCTimeOnly (16, 0, 0, None);
}