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 */
}

Base implementation for execution clients providing common functionality.

This struct provides the foundation for all execution clients, handling account state generation, order event creation, and message routing. Execution clients can inherit this base functionality and extend it with venue-specific implementations.

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

Creates a new BaseExecutionClient instance.

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

Sets the connection status of the execution client.

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

Sets the account identifier for the execution client.

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

Returns the account associated with this execution client.

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.