Equity Trading

// examples/equity_trading_desk.rs — 507 lines
// 500 instruments across 6 global exchanges at 10 Hz.
// GBM price evolution with correlated sector shocks,
// intraday U-shaped volatility, and circuit-breaker halts.

const SCHEMA_EQUITY_V1: u32 = 0x00F1_0001;

// 60-byte binary telemetry: bid(f32) ask(f32) last_price(f32)
// volume_k(f32) vwap(f32) volatility_pct(f32) change_pct(f32)
// bid_depth(f32) trade_count(u16) sector_id(u8) status(u8)

const EXCHANGE_NAMES: [&str; 6] = [
    "NYSE", "NASDAQ", "LSE", "TSX", "ASX", "SGX"
];

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    let config = TetrapusConfig::new("127.0.0.1:4433")
        .with_queue_capacity(100_000)
        .with_batch_size(1_400)
        .with_flush_interval(Duration::from_millis(10))
        .insecure();

    let client = TetrapusClient::connect(config).await?;
    let schema_id = SchemaId::new(SCHEMA_EQUITY_V1);

    loop {
        // Market-wide macro shocks (0.02% probability)
        let market_shock = if rng.next_f64() < 0.000_2 {
            rng.next_normal() * 0.008
        } else { rng.next_normal() * 0.000_05 };

        for inst in &mut instruments {
            inst.tick(elapsed, sector_shock, market_shock, &mut rng);
            client.send_raw(schema_id, &inst.to_payload(t_us))?;
        }
        tokio::time::sleep(TICK_INTERVAL).await;
    }
}