Struct LiveExecEngineConfig

pub struct LiveExecEngineConfig {

    pub reconciliation: bool,
    pub reconciliation_lookback_mins: Option<u32>,
    pub filter_unclaimed_external_orders: bool,
    pub filter_position_reports: bool,
    pub generate_missing_orders: bool,
    pub inflight_check_interval_ms: u32,
    pub inflight_check_threshold_ms: u32,
    pub inflight_check_retries: u32,
    pub own_books_audit_interval_secs: Option<f64>,
    pub open_check_interval_secs: Option<f64>,
    pub open_check_open_only: bool,
    pub purge_closed_orders_interval_mins: Option<u32>,
    pub purge_closed_orders_buffer_mins: Option<u32>,
    pub purge_closed_positions_interval_mins: Option<u32>,
    pub purge_closed_positions_buffer_mins: Option<u32>,
    pub purge_account_events_interval_mins: Option<u32>,
    pub purge_account_events_lookback_mins: Option<u32>,
    pub qsize: u32,
}

Configuration for live execution engines.

Fields

reconciliation: bool

If reconciliation is active at start-up.

reconciliation_lookback_mins: Option<u32>

The maximum lookback minutes to reconcile state for.

filter_unclaimed_external_orders: bool

If unclaimed order events with an EXTERNAL strategy ID should be filtered/dropped.

filter_position_reports: bool

If position status reports are filtered from reconciliation.

generate_missing_orders: bool

If MARKET order events will be generated during reconciliation to align discrepancies.

inflight_check_interval_ms: u32

The interval (milliseconds) between checking whether in-flight orders have exceeded their threshold.

inflight_check_threshold_ms: u32

The threshold (milliseconds) beyond which an in-flight order’s status is checked with the venue.

inflight_check_retries: u32

The number of retry attempts for verifying in-flight order status.

own_books_audit_interval_secs: Option<f64>

The interval (seconds) between auditing own books against public order books.

open_check_interval_secs: Option<f64>

The interval (seconds) between checks for open orders at the venue.

open_check_open_only: bool

If the check_open_orders requests only currently open orders from the venue.

purge_closed_orders_interval_mins: Option<u32>

The interval (minutes) between purging closed orders from the in-memory cache.

purge_closed_orders_buffer_mins: Option<u32>

The time buffer (minutes) before closed orders can be purged.

purge_closed_positions_interval_mins: Option<u32>

The interval (minutes) between purging closed positions from the in-memory cache.

purge_closed_positions_buffer_mins: Option<u32>

The time buffer (minutes) before closed positions can be purged.

purge_account_events_interval_mins: Option<u32>

The interval (minutes) between purging account events from the in-memory cache.

purge_account_events_lookback_mins: Option<u32>

The time buffer (minutes) before account events can be purged.

qsize: u32

The queue size for the engine’s internal queue buffers.

Trait Implementations

impl Clone for LiveExecEngineConfig

fn clone(&self) -> LiveExecEngineConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LiveExecEngineConfig

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

Formats the value using the given formatter.

impl Default for LiveExecEngineConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for LiveExecEngineConfig

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl From<LiveExecEngineConfig> for ExecutionEngineConfig

fn from(_config: LiveExecEngineConfig) -> Self

Converts to this type from the input type.

impl PartialEq for LiveExecEngineConfig

fn eq(&self, other: &LiveExecEngineConfig) -> bool

Tests for self and other values to be equal, and is used by ==.

const fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for LiveExecEngineConfig

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for LiveExecEngineConfig