nautilus_execution::client

Trait LiveExecutionClient

Source 
pub trait LiveExecutionClient: ExecutionClient {
    // Required methods
    fn connect(&self) -> Result<()>;
    fn disconnect(&self) -> Result<()>;
    fn generate_order_status_report(
        &self,
        cmd: &GenerateOrderStatusReport,
    ) -> Result<Option<OrderStatusReport>>;
    fn generate_order_status_reports(
        &self,
        cmd: &GenerateOrderStatusReport,
    ) -> Result<Vec<OrderStatusReport>>;
    fn generate_fill_reports(
        &self,
        report: GenerateFillReports,
    ) -> Result<Vec<FillReport>>;
    fn generate_position_status_reports(
        &self,
        cmd: &GeneratePositionReports,
    ) -> Result<Vec<PositionStatusReport>>;
    fn generate_mass_status(
        &self,
        lookback_mins: Option<u64>,
    ) -> Result<Option<ExecutionMassStatus>>;
}

Required Methods§

Source

fn connect(&self) -> Result<()>

Establishes a connection for live execution.

§Errors

Returns an error if connection fails.

Source

fn disconnect(&self) -> Result<()>

Disconnects the live execution client.

§Errors

Returns an error if disconnection fails.

Source

fn generate_order_status_report( &self, cmd: &GenerateOrderStatusReport, ) -> Result<Option<OrderStatusReport>>

Generates a single order status report.

§Errors

Returns an error if report generation fails.

Source

fn generate_order_status_reports( &self, cmd: &GenerateOrderStatusReport, ) -> Result<Vec<OrderStatusReport>>

Generates multiple order status reports.

§Errors

Returns an error if report generation fails.

Source

fn generate_fill_reports( &self, report: GenerateFillReports, ) -> Result<Vec<FillReport>>

Generates fill reports based on execution results.

§Errors

Returns an error if fill report generation fails.

Source

fn generate_position_status_reports( &self, cmd: &GeneratePositionReports, ) -> Result<Vec<PositionStatusReport>>

Generates position status reports.

§Errors

Returns an error if generation fails.

Source

fn generate_mass_status( &self, lookback_mins: Option<u64>, ) -> Result<Option<ExecutionMassStatus>>

Generates mass status for executions.

§Errors

Returns an error if status generation fails.

Implementors§