Struct OrderMatchingCore

pub struct OrderMatchingCore {
    pub instrument_id: InstrumentId,
    pub price_increment: Price,
    pub bid: Option<Price>,
    pub ask: Option<Price>,
    pub last: Option<Price>,
    pub is_bid_initialized: bool,
    pub is_ask_initialized: bool,
    pub is_last_initialized: bool,
    /* private fields */
}

A generic order matching core.

Fields

instrument_id: InstrumentId

The instrument ID for the matching core.

price_increment: Price

The price increment for the matching core.

bid: Option<Price>

The current bid price for the matching core.

ask: Option<Price>

The current ask price for the matching core.

last: Option<Price>

The last price for the matching core.

is_bid_initialized: bool

is_ask_initialized: bool

is_last_initialized: bool

Implementations

impl OrderMatchingCore

pub const fn new( instrument_id: InstrumentId, price_increment: Price, trigger_stop_order: Option<ShareableTriggerStopOrderHandler>, fill_market_order: Option<ShareableFillMarketOrderHandler>, fill_limit_order: Option<ShareableFillLimitOrderHandler>, ) -> Self

pub fn set_fill_limit_order_handler( &mut self, handler: ShareableFillLimitOrderHandler, )

pub fn set_trigger_stop_order_handler( &mut self, handler: ShareableTriggerStopOrderHandler, )

pub fn set_fill_market_order_handler( &mut self, handler: ShareableFillMarketOrderHandler, )

pub const fn price_precision(&self) -> u8

pub fn get_order( &self, client_order_id: ClientOrderId, ) -> Option<&PassiveOrderAny>

pub const fn get_orders_bid(&self) -> &[PassiveOrderAny]

pub const fn get_orders_ask(&self) -> &[PassiveOrderAny]

pub fn get_orders(&self) -> Vec<PassiveOrderAny>

pub fn order_exists(&self, client_order_id: ClientOrderId) -> bool

pub const fn set_last_raw(&mut self, last: Price)

pub const fn set_bid_raw(&mut self, bid: Price)

pub const fn set_ask_raw(&mut self, ask: Price)

pub fn reset(&mut self)

pub fn add_order(&mut self, order: PassiveOrderAny) -> Result<(), OrderError>

Adds a passive order to the matching core.

Errors

Returns an [OrderError::NotFound] if the order cannot be added.

pub fn delete_order( &mut self, order: &PassiveOrderAny, ) -> Result<(), OrderError>

Deletes a passive order from the matching core.

Errors

Returns an [OrderError::NotFound] if the order is not present.

pub fn iterate(&mut self)

pub fn iterate_bids(&mut self)

pub fn iterate_asks(&mut self)

pub fn match_order(&mut self, order: &PassiveOrderAny, _initial: bool)

pub fn match_limit_order(&mut self, order: &LimitOrderAny)

pub fn match_stop_order(&mut self, order: &StopOrderAny)

pub fn is_limit_matched(&self, side: OrderSideSpecified, price: Price) -> bool

pub fn is_stop_matched(&self, side: OrderSideSpecified, price: Price) -> bool

pub fn is_touch_triggered( &self, side: OrderSideSpecified, trigger_price: Price, ) -> bool

Trait Implementations

impl Clone for OrderMatchingCore

fn clone(&self) -> OrderMatchingCore

Returns a duplicate of the value.

const fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for OrderMatchingCore

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

Formats the value using the given formatter.