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Trade, Order, Product and RFQ context types#1503

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kriswest wants to merge 2 commits intofdc3-web-impl-update-docusaurusfrom
trade-order-product-rfq-context-updates
Draft

Trade, Order, Product and RFQ context types#1503
kriswest wants to merge 2 commits intofdc3-web-impl-update-docusaurusfrom
trade-order-product-rfq-context-updates

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@kriswest
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@kriswest kriswest commented Jan 30, 2025

Describe your change

@mistryvinay here is a first pass at a PR to fulfill the context issues you've raised. Its a draft as it needs attention from an expert in order types/modelling or to be rethought based on the use of the Common Domain Model (CDM) to define the product. I don't propose to complete this PR myself, but thought creating a draft might help get the call rolling... @kriswest

Extends the order, trade and product types to support a notes field.
Extends the product context type to have a type field
Extends the product context type to be able to describe a wider range of order types
Creates an RFQ type that wraps a product.

Preview links:

Related Issue

resolves: #1373
resolves #1374
resolves #1461

Contributor License Agreement

  • I acknowledge that a contributor license agreement is required and that I have one in place or will seek to put one in place ASAP.

Review Checklist

  • Issue: If a change was made to the FDC3 Standard, was an issue linked above?
  • CHANGELOG: Is a CHANGELOG.md entry included?
  • API changes: Does this PR include changes to any of the FDC3 APIs (DesktopAgent, Channel, PrivateChannel, Listener, Bridging)?
    • Docs & Sources: If yes, were both documentation (/docs) and sources updated?

      JSDoc comments on interfaces and types should be matched to the main documentation in /docs
    • Conformance tests: If yes, are conformance test definitions (/toolbox/fdc3-conformance) still correct and complete?

      Conformance test definitions should cover all required aspects of an FDC3 Desktop Agent implementation, which are usually marked with a MUST keyword, and optional features (SHOULD or MAY) where the format of those features is defined
    • Schemas: If yes, were changes applied to the Bridging and FDC3 for Web protocol schemas?

      The Web Connection protocol and Desktop Agent Communication Protocol schemas must be able to support all necessary aspects of the Desktop Agent API, while Bridging must support those aspects necessary for Desktop Agents to communicate with each other
      • If yes, was code generation (npm run build) run and the results checked in?

        Generated code will be found at /src/api/BrowserTypes.ts and/or /src/bridging/BridgingTypes.ts
  • Context types: Were new Context type schemas created or modified in this PR?
    • Were the field type conventions adhered to?
    • Was the BaseContext schema applied via allOf (as it is in existing types)?
    • Was a title and description provided for all properties defined in the schema?
    • Was at least one example provided?
    • Was code generation (npm run build) run and the results checked in?

      Generated code will be found at /src/context/ContextTypes.ts
  • Intents: Were new Intents created in this PR?

@kriswest kriswest requested review from a team and mistryvinay January 30, 2025 18:08
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Coverage Report

Commit: 7a113d3
Base: main@003faaa

Type Base This PR
Total Statements Coverage  97.41%  97.41% (+0%)
Total Branches Coverage  86.53%  86.53% (+0%)
Total Functions Coverage  96.85%  96.85% (+0%)
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packages/fdc3-agent-proxy/src/channels/DefaultChannel.ts 100% 100% 100% 100%
packages/fdc3-agent-proxy/src/channels/DefaultChannelSupport.ts 100% 100% 100% 100%
packages/fdc3-agent-proxy/src/channels/DefaultPrivateChannel.ts 97.29% 66.66% 100% 97.29%
packages/fdc3-agent-proxy/src/heartbeat/DefaultHeartbeatSupport.ts 100% 100% 100% 100%
packages/fdc3-agent-proxy/src/intents/DefaultIntentResolution.ts 100% 100% 100% 100%
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@kriswest kriswest changed the base branch from main to fdc3-for-web-impl January 30, 2025 19:31
@kriswest kriswest changed the base branch from fdc3-for-web-impl to fdc3-web-impl-update-docusaurus January 30, 2025 19:31
@kriswest kriswest changed the title Trade order product rfq context updates Trade, Order, Product and RFQ context types Jan 30, 2025
@kriswest
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@VedPrakashJha-FMR @nemery @dominicgifford Perhaps you could contribute your expertise to this. I can't help much with the field definitions (I've done my best to figure them out from Vinay's example) but I can facilitate on schema definition etc.

Product is where we most need input, where need to be able model all possible product types:

@dominicgifford
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@VedPrakashJha-FMR @nemery @dominicgifford Perhaps you could contribute your expertise to this. I can't help much with the field definitions (I've done my best to figure them out from Vinay's example) but I can facilitate on schema definition etc.

Product is where we most need input, where need to be able model all possible product types:

I'm not sure I am up-to-date with current discussions on this area but we've previously discussed trade-offs between simplicity, which potentially aids adoption, and complexity (sometimes provided by prior art), which potentially provides better coverage.

As noted above, the Common Domain Model under FINOS already has a schema for product: https://cdm.finos.org/docs/product-model

Is there a reason why FDC3 couldn't adopt this?

Additionally, I would question if an RFQ should be a wrapper around a product or a proposed transaction (Order). For example, if I am trading an EFP such as sell ETF/buy Future, I would want quotes for the entire transaction, not just one of the products. Equity Program Trades and Bond Portfolio Trades would be similar since they contain multiple products.

@robmoffat
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Is there a reason why FDC3 couldn't adopt this?

We've been talking a bit about this in @mistryvinay's Workflows meeting - I think it's the only sane way to go to avoid duplicating work

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