Module Trading_engine.Scenario_shape

Strict top-level JSON shapes for batch and streamed scenarios.

type error = {
  1. json_path : string;
  2. message : string;
}
type common = {
  1. metadata : Yojson.Safe.t;
  2. run_id : Yojson.Safe.t;
  3. base_currency : Yojson.Safe.t;
  4. initial_state : Yojson.Safe.t;
  5. instruments : Yojson.Safe.t;
  6. venue_calendars : Yojson.Safe.t option;
  7. risk : Yojson.Safe.t;
  8. execution : Yojson.Safe.t;
  9. financing : Yojson.Safe.t option;
  10. settlement : Yojson.Safe.t option;
  11. max_internal_events : Yojson.Safe.t;
}
type batch = {
  1. contract_version : Yojson.Safe.t;
  2. common : common;
  3. schedule : Yojson.Safe.t;
  4. slices : Yojson.Safe.t;
}
type stream_item = {
  1. market_slice : Yojson.Safe.t;
  2. intents : Yojson.Safe.t;
}
val error : json_path:string -> string -> error
val batch : Yojson.Safe.t -> (batch, error) Stdlib.result
val stream_header : contract_version:string -> Yojson.Safe.t -> (common, error) Stdlib.result
val stream_item : Yojson.Safe.t -> (stream_item, error) Stdlib.result