feat: add UserID to orders and implement self-trade prevention

[Copilot]

• Explore codebase and understand structure
• Add UserID type and SelfTrade error to types.hpp, update ExecutionReport with user ID fields
• Add user_id field to Order struct and update constructor
• Update TradeNotification signature and OrderQueue::process() to skip self-trade orders (STP applies only when user_id != 0)
• Update PriceLevel method signatures and implementations to thread UserID, handle STP queue advancement
• Thread UserID through OrderBook (addOrder, processOrder, putTradeNotification, cancelOrder/eraseOrder)
• Update tests: fix Order constructors, TradeNotification lambdas, processLine (optional 7th column for user_id), add 5 STP test cases
• Add missing #include <tuple> to orderbook.hpp
• Fix TestPriceFinding: replace raw new Order(...) with std::unique_ptr<Order> in a vector
• Add failing tests: AoN/FoK with STP where self-liquidity causes pre-check to incorrectly pass
• Add availableQty(UserID) to OrderQueue (header + impl) — returns non-self qty
• Fix processMarketOrder AoN/FoK pre-check to use STP-aware volume
• Fix processLimitOrder AoN/FoK canFill loop to use availableQty instead of totalQty
• Build succeeds, all test suites pass (100%)

[Copilot]

Pull request overview

This PR extends the core order model to carry a UserID and threads it through the matching engine to implement self-trade prevention (STP), including new tests that validate STP behavior for limit/market orders.

Changes:

• Added UserID type plus new ExecutionReport fields for order/trade user attribution.
• Added user_id to Order and updated matching pipeline (OrderBook → PriceLevel → OrderQueue) to skip self-matches when user_id != 0.
• Updated test suite and added new STP-specific test cases.

Reviewed changes

Copilot reviewed 14 out of 14 changed files in this pull request and generated 4 comments.

Show a summary per file

File	Description
include/types.hpp	Introduces UserID and adds user-id fields to ExecutionReport.
src/types.cpp	Adds stringification for the new Error::SelfTrade enum value.
include/order.hpp	Adds user_id to Order and updates its constructor.
include/orderqueue.hpp	Extends TradeNotification and OrderQueue::process() to include maker/taker user IDs.
src/orderqueue.cpp	Implements STP skipping inside the per-price FIFO queue matching loop.
include/pricelevel.hpp	Threads taker UserID through price-level processing APIs.
src/pricelevel.cpp	Updates limit/market processing loops to avoid infinite loops when STP causes “no progress”.
include/orderbook.hpp	Updates addOrder/processOrder/putTradeNotification/eraseOrder to carry and report UserID.
main.cpp	Updates benchmark harness to pass user_id=0.
test/util.cpp	Imports UserID into the test notification utility compilation unit.
test/orderqueue_test.cpp	Updates tests for new process() and TradeNotification signatures.
test/pricelevel_test.cpp	Updates order construction to include user_id.
test/determinism_test.cpp	Adds user_id to actions and threads it into addOrder.
test/orderbook_test.cpp	Extends input parsing with optional user_id column and adds STP test cases.

Comments suppressed due to low confidence (2)

src/pricelevel.cpp:82

• AoN/FoK pre-check compares requested qty against volume_, but with self-trade prevention enabled (takerUserID != 0) volume_ can include quantity that will be skipped (same-user resting orders). This can allow partial fills on FoK/AoN orders when only self-volume makes the pre-check pass. Compute the available volume excluding maker.user_id == takerUserID (or otherwise make the all-or-nothing checks STP-aware) before allowing any fills.

Decimal PriceLevel<P>::processMarketOrder(const TradeNotification& tn, const PostOrderFill& pf, OrderID takerOrderID, UserID takerUserID, Decimal qty, Flag flag) {
    static_assert(Q == PriceType::Bid || Q == PriceType::Ask, "Unsupported PriceType");

    if ((flag & (AoN | FoK)) != 0 && qty > volume_) {
        // AoN/FoK must match the full requested quantity; return zero processed when aggregate volume is insufficient.
        return Decimal{};
    }

include/orderbook.hpp:216

• Trade reports now carry maker_user_id/taker_user_id, but the unit tests only assert stringified output that omits these fields, so the new UserID plumbing isn't actually verified. Add at least one test assertion that inspects ExecutionReport.maker_user_id/taker_user_id (and order-event user_id) to prevent regressions.

void OrderBook<Notification>::putTradeNotification(OrderID mOrderID, OrderID tOrderID, UserID mUserID, UserID tUserID, OrderStatus mStatus, OrderStatus tStatus, Decimal qty, Decimal price) {
    notification_.onExecutionReport(ExecutionReport{
        .exec_type = ExecType::Trade,
        .maker_order_id = mOrderID,
        .taker_order_id = tOrderID,
        .maker_user_id = mUserID,
        .taker_user_id = tUserID,
        .maker_status = mStatus,
        .taker_status = tStatus,
        .last_qty = qty,
        .last_price = price,
    });

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