Base for a per-session portfolio subscriber.

use FixAlchemy.Portfolio gives a GenServer that owns positions, orders, and account state for one FIX session. It subscribes to the session's execution, position, and reject message types on the FixAlchemy.Client dispatch bus and processes each off the socket loop, so trading state and the TCP session survive independently of any single message's decoding.

The defaults implement plain-FIX portfolio tracking: working orders from ExecutionReports, net-per-symbol positions from fills and PositionReports, and an account summary derived from the account in force.

Accounts

A session holds every account the venue names on the messages it sends, in the order they were first seen. list_accounts/2 returns them; get_account/2 returns the one in force — the account set_active_account/3 selected, else the first reported, else the :account given at start, which applies only while the venue has reported none. set_active_account/3 accepts an account drawn from list_accounts/2 and rejects any other with {:error, :unknown_account}.

An adapter records an account the base does not see with observe_account/2, and files a CollateralReport under the account it belongs to with put_collateral/3; collateral/1 reads back the report for the account in force.

A broker adapter overrides the callbacks with @impl FixAlchemy.Portfolio to add proprietary identity (e.g. a position id tag), collateral handling, or extra message types, while reusing the get/broadcast machinery:

defmodule MyBroker.Portfolio do
  use FixAlchemy.Portfolio

  @impl FixAlchemy.Portfolio
  def subscribed_types, do: super() ++ ["BA"]

  @impl FixAlchemy.Portfolio
  def handle_message("BA", raw, meta, state), do: apply_collateral(raw, state)
  def handle_message(type, raw, meta, state), do: super(type, raw, meta, state)
end

Adapter state

State the base does not model — a trade blotter, per-asset-class bookkeeping — goes in the :extra map, read back with get_extra/2,3:

def handle_message("AE", raw, _meta, state) do
  trade = raw |> FixAlchemy.Portfolio.decode(state) |> Map.delete(:raw)
  update_in(state.extra, &Map.update(&1, :trades, [trade], fn ts -> [trade | ts] end))
end

:extra is deliberately outside the change-detection that broadcasts positions, orders, and the account summary, so holding state there costs nothing per message. An adapter that wants its own updates published calls FixAlchemy.Portfolio.broadcast/3.