Struct BaseExecutionClient

pub struct BaseExecutionClient {
    pub trader_id: TraderId,
    pub client_id: ClientId,
    pub venue: Venue,
    pub oms_type: OmsType,
    pub account_id: AccountId,
    pub account_type: AccountType,
    pub base_currency: Option<Currency>,
    pub is_connected: bool,
    /* private fields */
}

Fields

trader_id: TraderId

client_id: ClientId

venue: Venue

oms_type: OmsType

account_id: AccountId

account_type: AccountType

base_currency: Option<Currency>

is_connected: bool

Implementations

impl BaseExecutionClient

pub const fn new( trader_id: TraderId, client_id: ClientId, venue: Venue, oms_type: OmsType, account_id: AccountId, account_type: AccountType, base_currency: Option<Currency>, clock: Rc<RefCell<dyn Clock>>, cache: Rc<RefCell<Cache>>, ) -> Self

pub const fn set_connected(&mut self, is_connected: bool)

pub const fn set_account_id(&mut self, account_id: AccountId)

pub fn get_account(&self) -> Option<AccountAny>

pub fn generate_account_state( &self, balances: Vec<AccountBalance>, margins: Vec<MarginBalance>, reported: bool, ts_event: UnixNanos, ) -> Result<()>

Generates and publishes the account state event.

Errors

Returns an error if constructing or sending the account state fails.

pub fn generate_order_submitted( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, ts_event: UnixNanos, )

pub fn generate_order_rejected( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, reason: &str, ts_event: UnixNanos, )

pub fn generate_order_accepted( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, ts_event: UnixNanos, )

pub fn generate_order_modify_rejected( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, reason: &str, ts_event: UnixNanos, )

pub fn generate_order_cancel_rejected( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, reason: &str, ts_event: UnixNanos, )

pub fn generate_order_updated( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, quantity: Quantity, price: Price, trigger_price: Option<Price>, ts_event: UnixNanos, venue_order_id_modified: bool, )

pub fn generate_order_canceled( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, ts_event: UnixNanos, )

pub fn generate_order_triggered( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, ts_event: UnixNanos, )

pub fn generate_order_expired( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, ts_event: UnixNanos, )

pub fn generate_order_filled( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, venue_position_id: PositionId, trade_id: TradeId, order_side: OrderSide, order_type: OrderType, last_qty: Quantity, last_px: Price, quote_currency: Currency, commission: Money, liquidity_side: LiquiditySide, ts_event: UnixNanos, )

Trait Implementations

impl Debug for BaseExecutionClient

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.