R1-04: Messages, events, and reason codes

[aravgarg28]

R1-04: Messages, events, and reason codes — Completion Report

Status: complete
Branch/PR: task/R1-04-events

What was built

The exchange's message and event vocabulary, translated from EXCHANGE_RULES.md and the MATCHING_ENGINE_SPEC I/O lists.

• core/messages.hpp: OrderType enum; NewOrder (R-3.2), CancelOrder (R-6.1), ModifyOrder (R-7.1), SessionEnd (R-12) structs; Inbound variant.
• core/events.hpp: complete RejectReason (17) and CancelReason (5) enumerations (R-14) plus LiquidityFlag; EventHeader (R-10.2, kept separate so payloads stay ≤64 B); OrderAccepted/OrderRejected/OrderCanceled/OrderModified/Fill/Trade payloads; Outbound variant.
• core/src/enums.cpp: to_cstr tables (switch, no default → -Wswitch enforces exhaustiveness) and from_cstr round-trip parsers.

Acceptance criteria

• All inbound messages + outbound events matching R-3.2/R-4.3/R-14 and the spec I/O lists — present
• RejectReason/CancelReason complete enumerations — 17 + 5, static_assert pins array size to enum count
• Trivially-copyable + sizeof ≤ 64 static_asserts — on every payload struct + variants
• enum↔string tables (logs/tests) — to_cstr + from_cstr, round-trip tested
• Excludes respected — no MD messages (TradeMD/book deltas → R2), no serialization (→ R1-11)

Verification output

ctest --preset debug        → 100% tests passed out of 39
ctest --preset asan-ubsan   → 100% tests passed out of 39   (no ASan/UBSan findings)
-DMICROSIM_WERROR=ON build   → clean (no warnings)
./scripts/format.sh --check → clang-format: 48 files OK

Tests added

Test	Covers	Type
static_assert (headers + test_events.cpp)	trivial-copyability, ≤64 B, array/enum-count sync	compile-time
NewOrder.*, Inbound.*, Outbound.*	field wiring, variant dispatch, MARKET price=0 (R-3.2)	unit
RejectReason.*, CancelReason.*	every value uniquely named, spec-canonical strings, name round-trip	unit
OrderTypeAndLiquidity.Names	enum string tables	unit

Deviations / Questions

1. EventHeader (seq_out/seq_in/ts_event) is a separate struct, not embedded in each event payload. R-10.2 says every event "carries" the header; embedding its 24 bytes would push Trade (49 B of ids) past the 64-byte payload budget from MEMORY_MODEL.md. Keeping payloads header-free preserves ≤64 B and trivial-copyability; the sequencer (R1-11) pairs header+payload. Flagging as a conscious structural choice consistent with both docs.
2. No OrderFilled event — the FILLED-terminal state is implicit per R-4.3 (the fill that brings remaining to zero), matching the spec's state machine. Noted so it's clearly intentional.

Notes for reviewer

• Fill.fee is a signed Cash (taker fee > 0 cost, maker rebate < 0 cost) so accounting (R2) can apply it uniformly; the audit Trade carries full identities while the anonymized public TradeMD is deferred to md (R2).