Struct Portfolio

pub struct Portfolio { /* private fields */ }

Implementations

impl Portfolio

pub fn new( cache: Rc<RefCell<Cache>>, clock: Rc<RefCell<dyn Clock>>, config: Option<PortfolioConfig>, ) -> Self

pub fn reset(&mut self)

pub fn is_initialized(&self) -> bool

pub fn balances_locked(&self, venue: &Venue) -> HashMap<Currency, Money>

pub fn margins_init(&self, venue: &Venue) -> HashMap<InstrumentId, Money>

pub fn margins_maint(&self, venue: &Venue) -> HashMap<InstrumentId, Money>

pub fn unrealized_pnls(&mut self, venue: &Venue) -> HashMap<Currency, Money>

pub fn realized_pnls(&mut self, venue: &Venue) -> HashMap<Currency, Money>

pub fn net_exposures(&self, venue: &Venue) -> Option<HashMap<Currency, Money>>

pub fn unrealized_pnl(&mut self, instrument_id: &InstrumentId) -> Option<Money>

pub fn realized_pnl(&mut self, instrument_id: &InstrumentId) -> Option<Money>

pub fn net_exposure(&self, instrument_id: &InstrumentId) -> Option<Money>

pub fn net_position(&self, instrument_id: &InstrumentId) -> Decimal

pub fn is_net_long(&self, instrument_id: &InstrumentId) -> bool

pub fn is_net_short(&self, instrument_id: &InstrumentId) -> bool

pub fn is_flat(&self, instrument_id: &InstrumentId) -> bool

pub fn is_completely_flat(&self) -> bool

pub fn initialize_orders(&mut self)

Initializes account margin based on existing open orders.

Panics

Panics if updating the cache with a mutated account fails.

pub fn initialize_positions(&mut self)

Initializes account margin based on existing open positions.

Panics

Panics if calculation of PnL or updating the cache with a mutated account fails.

pub fn update_quote_tick(&mut self, quote: &QuoteTick)

pub fn update_bar(&mut self, bar: &Bar)

pub fn update_account(&mut self, event: &AccountState)

pub fn update_order(&mut self, event: &OrderEventAny)

pub fn update_position(&mut self, event: &PositionEvent)

Trait Implementations

impl Debug for Portfolio

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

Formats the value using the given formatter.