tradepose-models 1.1.0__py3-none-any.whl

tradepose_models/commands/trader_command.py

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+"""Trader command model (Issue #307).
+
+Command model for Redis Stream messages sent to Trader.
+Stream pattern: trader:commands:{user_id}:{node_seq}:{slot_idx}
+"""
+
+from datetime import datetime, timezone
+from decimal import Decimal
+from enum import Enum
+from typing import Optional
+from uuid import UUID
+
+from pydantic import BaseModel, Field
+
+
+class CommandType(str, Enum):
+    """Types of commands that can be sent to Trader."""
+
+    EXECUTE_ORDER = "execute_order"
+    """Execute an order (entry, exit, SL, TP)."""
+
+    CANCEL_ORDER = "cancel_order"
+    """Cancel an existing order."""
+
+    MODIFY_ORDER = "modify_order"
+    """Modify an existing order (SL/TP levels)."""
+
+    SYNC_BROKER_STATUS = "sync_broker_status"
+    """Synchronize broker account status (positions, orders)."""
+
+
+class TraderCommand(BaseModel):
+    """Command sent to Trader via Redis Stream.
+
+    Attributes:
+        command_type: Type of command
+        engagement_id: Associated engagement (optional for sync commands)
+        account_id: Target account
+        symbol: Trading symbol (for order commands)
+        direction: Trade direction 1=Long, -1=Short (for order commands)
+        quantity: Order quantity (for order commands)
+        entry_price: Entry price (for execute commands)
+        sl_price: Stop loss price (optional)
+        tp_price: Take profit price (optional)
+        broker_order_id: Broker's order ID (for cancel/modify)
+        new_sl_price: New SL price (for modify)
+        new_tp_price: New TP price (for modify)
+        timestamp: Command timestamp
+    """
+
+    command_type: CommandType = Field(..., description="Type of command")
+    engagement_id: Optional[UUID] = Field(None, description="Engagement UUID")
+    account_id: UUID = Field(..., description="Target account UUID")
+
+    # Order details (for EXECUTE_ORDER)
+    symbol: Optional[str] = Field(None, description="Trading symbol")
+    direction: Optional[int] = Field(None, description="Trade direction: 1=Long, -1=Short")
+    quantity: Optional[Decimal] = Field(None, description="Order quantity")
+    entry_price: Optional[Decimal] = Field(None, description="Entry price")
+    sl_price: Optional[Decimal] = Field(None, description="Stop loss price")
+    tp_price: Optional[Decimal] = Field(None, description="Take profit price")
+
+    # Cancel/Modify details
+    broker_order_id: Optional[str] = Field(None, description="Broker's order ID")
+    new_sl_price: Optional[Decimal] = Field(None, description="New stop loss price")
+    new_tp_price: Optional[Decimal] = Field(None, description="New take profit price")
+
+    timestamp: datetime = Field(
+        default_factory=lambda: datetime.now(timezone.utc),
+        description="Command timestamp",
+    )
+
+    class Config:
+        """Pydantic config."""
+
+        json_encoders = {
+            Decimal: str,
+            UUID: str,
+            datetime: lambda v: v.isoformat(),
+        }

tradepose_models/datafeed/__init__.py

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+"""DataFeed event models for Redis Stream communication."""
+
+from tradepose_models.datafeed.events import (
+    BatchOHLCVDownloadEvent,
+    DatafeedEvent,
+    DatafeedEventType,
+    InstrumentCrudEvent,
+    InstrumentOperation,
+    OHLCVDownloadEvent,
+)
+
+__all__ = [
+    "DatafeedEventType",
+    "InstrumentOperation",
+    "InstrumentCrudEvent",
+    "OHLCVDownloadEvent",
+    "BatchOHLCVDownloadEvent",
+    "DatafeedEvent",
+]

tradepose_models/datafeed/events.py

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+"""DataFeed event models for Redis Stream communication.
+
+Security Design Principle:
+    Events carry entity IDs only, never sensitive data like credentials.
+    The consuming service (DataFeed) queries the database directly
+    to retrieve sensitive data when needed.
+"""
+
+from datetime import datetime, timezone
+from enum import StrEnum
+from typing import Literal, Union
+from uuid import UUID
+
+from pydantic import BaseModel, Field
+
+
+def _utc_now() -> datetime:
+    """Return current UTC datetime (timezone-aware)."""
+    return datetime.now(timezone.utc)
+
+
+class DatafeedEventType(StrEnum):
+    """DataFeed 事件類型"""
+
+    INSTRUMENT_CRUD = "instrument_crud"
+    OHLCV_DOWNLOAD = "ohlcv_download"
+    BATCH_OHLCV_DOWNLOAD = "batch_ohlcv_download"
+
+
+class InstrumentOperation(StrEnum):
+    """Instrument CRUD 操作類型"""
+
+    CREATE = "create"
+    UPDATE = "update"
+    DELETE = "delete"
+    SYNC = "sync"  # Scheduler 觸發的全量同步
+
+
+class InstrumentCrudEvent(BaseModel):
+    """Instrument CRUD 事件
+
+    用於管理金融商品資料的新增、更新、刪除操作。
+    - SYNC: 需要 account_id 來從 broker 下載所有商品
+    - CREATE/UPDATE/DELETE: 需要 instrument_id 來操作單一商品
+
+    Note: Uses IDs only - DataFeed queries DB for full objects.
+    """
+
+    event_type: Literal[DatafeedEventType.INSTRUMENT_CRUD] = DatafeedEventType.INSTRUMENT_CRUD
+    task_id: str = Field(..., description="任務唯一識別碼")
+    operation: InstrumentOperation = Field(..., description="CRUD 操作類型")
+
+    # SYNC 操作需要 account_id 來連接 broker
+    account_id: UUID | None = Field(default=None, description="Account UUID（SYNC 操作必填）")
+    # CREATE/UPDATE/DELETE 操作需要 instrument_id
+    instrument_id: int | None = Field(default=None, description="Instrument ID")
+
+    created_at: datetime = Field(default_factory=_utc_now)
+    retry_count: int = Field(default=0, description="重試次數")
+
+
+class OHLCVDownloadEvent(BaseModel):
+    """OHLCV 資料下載事件
+
+    用於透過 BrokerAdapter 下載 OHLCV 資料並儲存到 PostgreSQL。
+
+    Note: Uses IDs only - DataFeed queries DB for full objects.
+    """
+
+    event_type: Literal[DatafeedEventType.OHLCV_DOWNLOAD] = DatafeedEventType.OHLCV_DOWNLOAD
+    task_id: str = Field(..., description="任務唯一識別碼")
+    account_id: UUID = Field(..., description="Account UUID")
+
+    # Instrument 識別（二選一）
+    instrument_id: int | None = Field(default=None, description="Instrument ID")
+    instrument_key: str | None = Field(
+        default=None,
+        description="Unique key: {source}:{market_type}:{symbol}",
+    )
+
+    timeframe: str = Field(..., description="時間框架 e.g., '1h', '4h', '1d'")
+    start_time: datetime = Field(..., description="下載開始時間")
+    end_time: datetime = Field(..., description="下載結束時間")
+    created_at: datetime = Field(default_factory=_utc_now)
+    retry_count: int = Field(default=0, description="重試次數")
+
+
+class BatchOHLCVDownloadEvent(BaseModel):
+    """批次 OHLCV 資料下載事件
+
+    由 Scheduler 發送，包含多個 instruments 的下載任務。
+    DataFeed 根據 broker_type 決定下載方式（MT5、Binance 等）。
+
+    下載邏輯（由 DataFeed 處理）:
+    1. 如果 force_full=True，忽略 DB 資料，從 start_time 完整下載
+    2. 如果 DB 有該 instrument+freq 的資料，從 last_ts 開始增量下載
+    3. 如果沒有資料且有 start_time，從 start_time 開始下載
+    4. 否則使用 bars_count 從最新往回下載
+
+    Note: Uses IDs only - DataFeed queries DB for full objects.
+    """
+
+    event_type: Literal[DatafeedEventType.BATCH_OHLCV_DOWNLOAD] = (
+        DatafeedEventType.BATCH_OHLCV_DOWNLOAD
+    )
+    task_id: str = Field(..., description="任務唯一識別碼")
+    account_id: UUID = Field(..., description="Account UUID")
+    instrument_ids: list[int] = Field(..., description="Instrument ID 列表")
+
+    # 下載參數
+    timeframe: str = Field(default="1m", description="時間框架 e.g., '1m', '5m', '1h'")
+    start_time: datetime | None = Field(
+        default=None, description="起始時間（從 config 傳入，當 DB 無資料時使用）"
+    )
+    end_time: datetime | None = Field(
+        default=None,
+        description="結束時間（None = 下載到最新，自動填為 now + 30 天）",
+    )
+    bars_count: int | None = Field(
+        default=None, description="K 線數量（從最新往回，當無 start_time 時的備用方案）"
+    )
+    force_full: bool = Field(
+        default=False,
+        description="強制完整下載（忽略 DB 現有資料，從 start_time 重新下載）",
+    )
+
+    created_at: datetime = Field(default_factory=_utc_now)
+    retry_count: int = Field(default=0, description="重試次數")
+
+
+# Union Type for Worker event dispatching
+DatafeedEvent = Union[InstrumentCrudEvent, OHLCVDownloadEvent, BatchOHLCVDownloadEvent]

tradepose_models/enums/__init__.py

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+"""
+Enumerations for TradePose platform
+
+All enums are aligned with Rust backend types for JSON serialization.
+"""
+
+from .account_source import AccountSource
+from .broker_type import BrokerType
+from .currency import Currency
+from .engagement_phase import EngagementPhase
+from .execution_mode import ExecutionMode
+from .export_type import ExportType
+from .freq import Freq
+from .indicator_type import IndicatorType
+from .operation_type import OperationType
+from .order_strategy import OrderStrategy
+from .orderbook_event_type import OrderbookEventType
+from .persist_mode import PersistMode
+from .stream import RedisStream
+from .task_status import TaskStatus
+from .trade_direction import TradeDirection
+from .trend_type import TrendType
+from .weekday import Weekday
+
+# Backwards compatibility alias (deprecated, use BrokerType instead)
+Platform = BrokerType
+
+__all__ = [
+    "AccountSource",
+    "BrokerType",
+    "Currency",
+    "EngagementPhase",
+    "ExecutionMode",
+    "ExportType",
+    "Freq",
+    "IndicatorType",
+    "OperationType",
+    "OrderStrategy",
+    "OrderbookEventType",
+    "PersistMode",
+    "Platform",  # Deprecated alias for BrokerType
+    "RedisStream",
+    "TaskStatus",
+    "TradeDirection",
+    "TrendType",
+    "Weekday",
+]

tradepose_models/enums/account_source.py

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+"""AccountSource enumeration for brokers and prop firms."""
+
+from datetime import datetime
+from enum import StrEnum
+from zoneinfo import ZoneInfo
+
+
+class AccountSource(StrEnum):
+    """帳戶來源 / Broker / Prop firm"""
+
+    FTMO = "FTMO"
+    IB = "IB"
+    FIVEPERCENT = "FIVEPERCENT"
+    BINANCE = "BINANCE"
+    SHIOAJI = "SHIOAJI"
+
+    def timezone(self) -> str:
+        """Returns IANA timezone string for this account source.
+
+        Returns:
+            IANA timezone string (e.g., "Europe/Athens", "America/New_York")
+        """
+        timezones = {
+            AccountSource.FTMO: "Europe/Athens",
+            AccountSource.IB: "America/New_York",
+            AccountSource.FIVEPERCENT: "Europe/Moscow",
+            AccountSource.BINANCE: "Etc/UTC",
+            AccountSource.SHIOAJI: "Asia/Taipei",
+        }
+        return timezones.get(self, "Etc/UTC")
+
+    def tz_offset(self) -> int:
+        """動態計算當前 UTC 偏移（考慮 DST）
+
+        Returns:
+            Current UTC offset in hours (DST-aware)
+        """
+        tz = ZoneInfo(self.timezone())
+        offset = datetime.now(tz).utcoffset()
+        if offset is None:
+            return 0
+        return int(offset.total_seconds() / 3600)

tradepose_models/enums/broker_type.py

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+"""Broker type enumeration for trading platforms."""
+
+from enum import StrEnum
+
+
+class BrokerType(StrEnum):
+    """Supported broker types for trading platforms.
+
+    This enum represents the different trading platforms/brokers that can be used.
+    Use this instead of the deprecated Platform enum.
+
+    Values are lowercase to match database enum values.
+    """
+
+    MT5 = "mt5"
+    BINANCE = "binance"
+    OKX = "okx"
+    SHIOAJI = "shioaji"  # Taiwan Sinopac
+    CCXT = "ccxt"  # Generic CCXT adapter
+    INTERACTIVE_BROKERS = "ib"
+    TRADEPOSE_MOCK = "tradepose_mock"  # Mock broker for testing

tradepose_models/enums/currency.py

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+"""Currency enumeration for trading platforms."""
+
+from enum import StrEnum
+
+
+class Currency(StrEnum):
+    """貨幣類型"""
+
+    USD = "USD"
+    USDT = "USDT"
+    TWD = "TWD"
+    EUR = "EUR"
+    JPY = "JPY"
+    BTC = "BTC"
+    ETH = "ETH"
+    XAU = "XAU"  # Gold
+    TAIEX = "TAIEX"  # Taiwan Index

tradepose_models/enums/engagement_phase.py

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+"""Engagement phase enum for 8-state lifecycle (Issue #305).
+
+Represents the complete lifecycle of a trade engagement from creation
+to closure, including failure states.
+"""
+
+from enum import IntEnum
+
+
+class EngagementPhase(IntEnum):
+    """Engagement phase (aligned with Rust #[repr(i16)]).
+
+    8-state lifecycle for engagement execution tracking.
+    Stored as SMALLINT in PostgreSQL.
+
+    State transitions:
+        PENDING(0) → ENTERING(1) → HOLDING(2) → EXITING(3) → CLOSED(4)
+                         │                           │
+                         ▼                           ▼
+                     FAILED(5)                 EXIT_FAILED(7)
+
+        CANCELLED(6) - Signal cancelled before execution
+    """
+
+    PENDING = 0
+    """Initial state: Engagement created, awaiting entry order submission."""
+
+    ENTERING = 1
+    """Entry order submitted, waiting for fill."""
+
+    HOLDING = 2
+    """Entry filled, position is open and being held."""
+
+    EXITING = 3
+    """Exit order submitted (SL, TP, or manual), waiting for fill."""
+
+    CLOSED = 4
+    """Position fully closed (exit filled successfully)."""
+
+    FAILED = 5
+    """Entry failed (rejected, expired, or cancelled)."""
+
+    CANCELLED = 6
+    """Signal cancelled before entry (user or system action)."""
+
+    EXIT_FAILED = 7
+    """Exit failed but position may still be open (requires manual intervention)."""

tradepose_models/enums/execution_mode.py

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+"""Execution mode enum for account-portfolio bindings."""
+
+from enum import Enum
+
+
+class ExecutionMode(str, Enum):
+    """Binding execution mode.
+
+    Determines how orders are executed when binding an account to a portfolio.
+    """
+
+    PRICE_PRIORITY = "price_priority"
+    """Prioritize price execution (default). Wait for better price."""
+
+    SIGNAL_PRIORITY = "signal_priority"
+    """Prioritize signal execution. Execute immediately at market."""

tradepose_models/enums/export_type.py

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+"""
+Export type enumeration for export tasks
+"""
+
+from enum import Enum
+
+
+class ExportType(int, Enum):
+    """導出類型枚舉（與 Rust ExportType enum 一致）
+
+    對應 Rust 的 ExportType enum，定義支援的導出格式
+
+    Rust 對應關係（#[repr(i16)]）:
+    - Rust: ExportType::BacktestResults = 0 → Python: ExportType.BACKTEST_RESULTS = 0
+    - Rust: ExportType::LatestTrades    = 1 → Python: ExportType.LATEST_TRADES    = 1
+    - Rust: ExportType::EnhancedOhlcv   = 2 → Python: ExportType.ENHANCED_OHLCV   = 2
+    - Rust: ExportType::OnDemandOhlcv   = 3 → Python: ExportType.ON_DEMAND_OHLCV  = 3
+    """
+
+    BACKTEST_RESULTS = 0  # 完整回測結果（trades + performance）
+    LATEST_TRADES = 1  # 最新持倉狀態
+    ENHANCED_OHLCV = 2  # 增強 OHLCV（包含所有指標和信號）
+    ON_DEMAND_OHLCV = 3  # 按需 OHLCV（無需註冊策略）

tradepose_models/enums/freq.py

@@ -0,0 +1,32 @@
+"""
+Time frequency enumeration
+"""
+
+from enum import Enum
+
+
+class Freq(str, Enum):
+    """
+    Time frequency enum (aligned with Rust Freq enum)
+
+    Values:
+        MIN_1: 1 minute
+        MIN_5: 5 minutes
+        MIN_15: 15 minutes
+        MIN_30: 30 minutes
+        HOUR_1: 1 hour
+        HOUR_4: 4 hours
+        DAY_1: 1 day
+        WEEK_1: 1 week
+        MONTH_1: 1 month
+    """
+
+    MIN_1 = "1min"
+    MIN_5 = "5min"
+    MIN_15 = "15min"
+    MIN_30 = "30min"
+    HOUR_1 = "1h"
+    HOUR_4 = "4h"
+    DAY_1 = "1D"
+    WEEK_1 = "1W"
+    MONTH_1 = "1M"

tradepose_models/enums/indicator_type.py

@@ -0,0 +1,46 @@
+"""
+Indicator type enumeration
+"""
+
+from enum import Enum
+
+
+class IndicatorType(str, Enum):
+    """
+    Indicator type enum
+
+    Maps to Indicator factory methods in models.py.
+
+    Values:
+        SMA: Simple Moving Average
+        EMA: Exponential Moving Average
+        SMMA: Smoothed Moving Average
+        WMA: Weighted Moving Average
+        ATR: Average True Range
+        ATR_QUANTILE: ATR Rolling Quantile
+        SUPERTREND: SuperTrend
+        MARKET_PROFILE: Market Profile
+        CCI: Commodity Channel Index
+        RSI: Relative Strength Index
+        BOLLINGER_BANDS: Bollinger Bands
+        MACD: Moving Average Convergence Divergence
+        STOCHASTIC: Stochastic Oscillator
+        ADX: Average Directional Index
+        RAW_OHLCV: Raw OHLCV column
+    """
+
+    SMA = "sma"
+    EMA = "ema"
+    SMMA = "smma"
+    WMA = "wma"
+    ATR = "atr"
+    ATR_QUANTILE = "atr_quantile"
+    SUPERTREND = "supertrend"
+    MARKET_PROFILE = "market_profile"
+    CCI = "cci"
+    RSI = "rsi"
+    BOLLINGER_BANDS = "bollinger_bands"
+    MACD = "macd"
+    STOCHASTIC = "stochastic"
+    ADX = "adx"
+    RAW_OHLCV = "raw_ohlcv"

tradepose_models/enums/operation_type.py

@@ -0,0 +1,19 @@
+"""Operation type enum for task operations."""
+
+from enum import Enum
+
+
+class OperationType(str, Enum):
+    """Task operation types for Gateway."""
+
+    # Backtest operations
+    BACKTEST_RESULTS = "backtest-results"
+    ENHANCED_OHLCV = "enhanced-ohlcv"
+    LATEST_TRADES = "latest-trades"
+    ON_DEMAND_OHLCV = "on-demand-ohlcv"
+
+    # Strategy operations
+    REGISTER_STRATEGY = "register_strategy"
+    LIST_STRATEGIES = "list_strategies"
+    GET_STRATEGY = "get_strategy"
+    DELETE_STRATEGY = "delete_strategy"

tradepose_models/enums/order_strategy.py

@@ -0,0 +1,47 @@
+"""
+Order strategy enumeration
+"""
+
+from enum import Enum
+
+
+class OrderStrategy(str, Enum):
+    """
+    Order strategy enum (aligned with Rust OrderStrategy enum)
+
+    Used to specify the execution strategy for entry/exit triggers.
+
+    Rust mapping:
+    - Rust: OrderStrategy::ImmediateEntry      → Python: OrderStrategy.IMMEDIATE_ENTRY      (u32: 0)
+    - Rust: OrderStrategy::FavorableDelayEntry → Python: OrderStrategy.FAVORABLE_DELAY_ENTRY (u32: 1)
+    - Rust: OrderStrategy::AdverseDelayEntry   → Python: OrderStrategy.ADVERSE_DELAY_ENTRY   (u32: 2)
+    - Rust: OrderStrategy::ImmediateExit       → Python: OrderStrategy.IMMEDIATE_EXIT        (u32: 3)
+    - Rust: OrderStrategy::StopLoss            → Python: OrderStrategy.STOP_LOSS             (u32: 4)
+    - Rust: OrderStrategy::TakeProfit          → Python: OrderStrategy.TAKE_PROFIT           (u32: 5)
+    - Rust: OrderStrategy::TrailingStop        → Python: OrderStrategy.TRAILING_STOP         (u32: 6)
+    - Rust: OrderStrategy::Breakeven           → Python: OrderStrategy.BREAKEVEN             (u32: 7)
+    - Rust: OrderStrategy::TimeoutExit         → Python: OrderStrategy.TIMEOUT_EXIT          (u32: 8)
+
+    Entry Strategies:
+        IMMEDIATE_ENTRY: Immediate entry on signal (required for Base Blueprint)
+        FAVORABLE_DELAY_ENTRY: Wait for favorable price (pullback/retracement)
+        ADVERSE_DELAY_ENTRY: Wait for breakout/aggressive entry
+
+    Exit Strategies:
+        IMMEDIATE_EXIT: Immediate exit on signal (required for Base Blueprint)
+        STOP_LOSS: Fixed stop loss
+        TAKE_PROFIT: Fixed take profit
+        TRAILING_STOP: Dynamic trailing stop
+        BREAKEVEN: Move stop to breakeven after profit
+        TIMEOUT_EXIT: Exit after time limit
+    """
+
+    IMMEDIATE_ENTRY = "ImmediateEntry"
+    FAVORABLE_DELAY_ENTRY = "FavorableDelayEntry"
+    ADVERSE_DELAY_ENTRY = "AdverseDelayEntry"
+    IMMEDIATE_EXIT = "ImmediateExit"
+    STOP_LOSS = "StopLoss"
+    TAKE_PROFIT = "TakeProfit"
+    TRAILING_STOP = "TrailingStop"
+    BREAKEVEN = "Breakeven"
+    TIMEOUT_EXIT = "TimeoutExit"

tradepose_models/enums/orderbook_event_type.py

@@ -0,0 +1,29 @@
+"""Orderbook event type enum for event sourcing."""
+
+from enum import IntEnum
+
+
+class OrderbookEventType(IntEnum):
+    """Orderbook event type (aligned with Rust #[repr(i16)]).
+
+    Represents events in the order lifecycle for event sourcing.
+    Stored as SMALLINT in PostgreSQL.
+    """
+
+    ORDER_CREATED = 0
+    """Order created and submitted to broker."""
+
+    ORDER_MODIFIED = 1
+    """Order modified (price, quantity, etc.)."""
+
+    ORDER_CANCELLED = 2
+    """Order cancelled by user or system."""
+
+    PARTIAL_FILL = 3
+    """Order partially filled."""
+
+    FULLY_FILLED = 4
+    """Order fully filled."""
+
+    REJECTED = 5
+    """Order rejected by broker."""

tradepose_models/enums/persist_mode.py

@@ -0,0 +1,28 @@
+"""
+PersistMode enum for export task persistence options.
+
+Determines where backtest results are stored:
+- REDIS: Default, stores Parquet in Redis (7-day TTL)
+- PSQL: Dual-write to Redis + PostgreSQL trades table
+"""
+
+from enum import IntEnum
+
+
+class PersistMode(IntEnum):
+    """Persistence mode for backtest results.
+
+    Used in ExportRequest to control where Worker stores trades data.
+
+    Values:
+        REDIS (0): Store only in Redis (Parquet format, default)
+        PSQL (1): Dual-write to Redis (Parquet) + PostgreSQL (trades table)
+
+    Examples:
+        >>> from tradepose_models.enums import PersistMode
+        >>> mode = PersistMode.REDIS  # Default
+        >>> mode = PersistMode.PSQL   # Persist to PostgreSQL
+    """
+
+    REDIS = 0  # Default: Redis only (Parquet)
+    PSQL = 1  # Dual-write: Redis + PostgreSQL trades table

tradepose_models/enums/stream.py

@@ -0,0 +1,14 @@
+"""Redis Stream name enums."""
+
+from enum import Enum
+
+
+class RedisStream(str, Enum):
+    """Redis Stream names used across the platform."""
+
+    BACKTEST_TASKS = "backtest:tasks"
+    DATAFEED_TASKS = "datafeed:tasks"
+    TRADER_COMMANDS = (
+        "trader:commands"  # Base, actual format: trader:commands:{user_id}:{node_seq}:{slot_idx}
+    )
+    ORDER_EVENTS = "order:events"  # Base, actual format: order:events:{user_id}:{account_id}