FixClient

alpaca_fix::client

Struct FixClient 

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pub struct FixClient { /* private fields */ }
Expand description

FIX protocol client for Alpaca.

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impl FixClient

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pub fn new(credentials: Credentials, config: FixConfig) -> Self

Create a new FIX client.

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pub async fn state(&self) -> SessionState

Get the current session state.

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

Connect to the FIX server and establish a session.

§Errors

Returns error if connection or logon fails.

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

Disconnect from the FIX server.

§Errors

Returns error if disconnect fails.

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pub async fn send_order(&self, order: &NewOrderSingle) -> Result<String>

Send a new order.

§Arguments
  • order - New order single message
§Errors

Returns error if order submission fails.

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pub async fn cancel_order(&self, cancel: &OrderCancelRequest) -> Result<String>

Cancel an order.

§Arguments
  • cancel - Order cancel request
§Errors

Returns error if cancel request fails.

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pub async fn replace_order( &self, replace: &OrderCancelReplaceRequest, ) -> Result<String>

Replace an order.

§Arguments
  • replace - Order cancel/replace request
§Errors

Returns error if replace request fails.

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pub async fn request_market_data( &self, request: &MarketDataRequest, ) -> Result<String>

Request market data.

§Arguments
  • request - Market data request
§Errors

Returns error if request fails.

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pub async fn next_message(&self) -> Result<FixMessage>

Receive the next message from the server.

§Errors

Returns error if no message is available or channel is closed.

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pub async fn process_message(&self, msg: &FixMessage) -> Result<()>

Process an incoming message.

§Arguments
  • msg - FIX message
§Errors

Returns error if message processing fails.

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pub fn parse_execution_report( &self, msg: &FixMessage, ) -> Result<ExecutionReport>

Parse an execution report from a FIX message.

§Arguments
  • msg - FIX message
§Errors

Returns error if parsing fails.

Trait Implementations§

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impl Debug for FixClient

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

Formats the value using the given formatter. Read more

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