Skip to main content

PendingClientOrders

apple_quant_algorithmic::order_manager

Struct PendingClientOrders 

Source 
pub struct PendingClientOrders<IS: InstrumentSpec, CS: OrdersCapacitySpec>(/* private fields */);
Expand description

Unordered list of pending client orders (eg. stop orders), where only this client knows the order and its intent. When the condition is tripped, it will be converted into a pending remote order, the state transition will take place, and the OrdersBackend used will become aware of the order.

Implementations§

Source§

impl<IS: InstrumentSpec, CS: OrdersCapacitySpec> PendingClientOrders<IS, CS>

Source

pub fn submit<OB: OrdersBackend<IS>>( &mut self, tick_timestamp: &TickTimestamp, directional_exposure: &mut DirectionalExposure<IS>, client_order_tracker: &ClientOrderTracker, client_order: ClientOrder<IS>, client_deployed_remote_dependency: ClientDeployedRemoteDependency<IS>, ) -> Result<(), DesiredVolumeOrderError>
where IS: Send,

Source

pub fn get( &self, local_order_id: &LocalOrderId, ) -> Result<&PendingClientOrder<IS>, OrderIdError>

Source

pub fn tick_client_orders<'a>( &mut self, deferred_order_actions: &mut DeferredOrderActions<IS>, directional_exposure: &mut DirectionalExposure<IS>, just_added: impl ExactSizeIterator<Item = &'a TradeTradeTimestamp<IS>> + Clone, )
where IS: 'a,

Trait Implementations§

Source§

impl<IS: Debug + InstrumentSpec, CS: Debug + OrdersCapacitySpec> Debug for PendingClientOrders<IS, CS>

Source§

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

Formats the value using the given formatter. Read more
Source§

impl<IS: InstrumentSpec, CS: OrdersCapacitySpec> Default for PendingClientOrders<IS, CS>

Source§

fn default() -> Self

Returns the “default value” for a type. Read more

Auto Trait Implementations§

Blanket Implementations§

Source§

impl<T> Any for T
where T: 'static + ?Sized,

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

impl<T, U> AsBindGroupShaderType<U> for T
where U: ShaderType, &'a T: for<'a> Into<U>,

Source§

fn as_bind_group_shader_type(&self, _images: &RenderAssets<GpuImage>) -> U

Return the T ShaderType for self. When used in AsBindGroup derives, it is safe to assume that all images in self exist.
Source§

impl<T> Az for T

Source§

fn az<Dst>(self) -> Dst
where T: Cast<Dst>,

Casts the value.
Source§

impl<T> Borrow<T> for T
where T: ?Sized,

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

impl<T> BorrowMut<T> for T
where T: ?Sized,

Source§

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
Source§

impl<Src, Dst> CastFrom<Src> for Dst
where Src: Cast<Dst>,

Source§

fn cast_from(src: Src) -> Dst

Casts the value.
Source§

impl<T> CheckedAs for T

Source§

fn checked_as<Dst>(self) -> Option<Dst>
where T: CheckedCast<Dst>,

Casts the value.
Source§

impl<Src, Dst> CheckedCastFrom<Src> for Dst
where Src: CheckedCast<Dst>,

Source§

fn checked_cast_from(src: Src) -> Option<Dst>

Casts the value.
Source§

impl<T> ConditionalSend for T
where T: Send,

Source§

impl<T> Downcast for T
where T: Any,

Source§

fn into_any(self: Box<T>) -> Box<dyn Any>

Converts Box<dyn Trait> (where Trait: Downcast) to Box<dyn Any>, which can then be downcast into Box<dyn ConcreteType> where ConcreteType implements Trait.
Source§

fn into_any_rc(self: Rc<T>) -> Rc<dyn Any>

Converts Rc<Trait> (where Trait: Downcast) to Rc<Any>, which can then be further downcast into Rc<ConcreteType> where ConcreteType implements Trait.
Source§

fn as_any(&self) -> &(dyn Any + 'static)

Converts &Trait (where Trait: Downcast) to &Any. This is needed since Rust cannot generate &Any’s vtable from &Trait’s.
Source§

fn as_any_mut(&mut self) -> &mut (dyn Any + 'static)

Converts &mut Trait (where Trait: Downcast) to &Any. This is needed since Rust cannot generate &mut Any’s vtable from &mut Trait’s.
Source§

impl<T> Downcast for T
where T: Any,

Source§

fn into_any(self: Box<T>) -> Box<dyn Any>

Convert Box<dyn Trait> (where Trait: Downcast) to Box<dyn Any>. Box<dyn Any> can then be further downcast into Box<ConcreteType> where ConcreteType implements Trait.
Source§

fn into_any_rc(self: Rc<T>) -> Rc<dyn Any>

Convert Rc<Trait> (where Trait: Downcast) to Rc<Any>. Rc<Any> can then be further downcast into Rc<ConcreteType> where ConcreteType implements Trait.
Source§

fn as_any(&self) -> &(dyn Any + 'static)

Convert &Trait (where Trait: Downcast) to &Any. This is needed since Rust cannot generate &Any’s vtable from &Trait’s.
Source§

fn as_any_mut(&mut self) -> &mut (dyn Any + 'static)

Convert &mut Trait (where Trait: Downcast) to &Any. This is needed since Rust cannot generate &mut Any’s vtable from &mut Trait’s.
Source§

impl<T> Downcast<T> for T

Source§

fn downcast(&self) -> &T

Source§

impl<T> DowncastSend for T
where T: Any + Send,

Source§

fn into_any_send(self: Box<T>) -> Box<dyn Any + Send>

Converts Box<Trait> (where Trait: DowncastSend) to Box<dyn Any + Send>, which can then be downcast into Box<ConcreteType> where ConcreteType implements Trait.
Source§

impl<T> DowncastSync for T
where T: Any + Send + Sync,

Source§

fn into_any_arc(self: Arc<T>) -> Arc<dyn Any + Send + Sync> ⓘ

Convert Arc<Trait> (where Trait: Downcast) to Arc<Any>. Arc<Any> can then be further downcast into Arc<ConcreteType> where ConcreteType implements Trait.
Source§

impl<S, T> Duplex<S> for T
where T: FromSample<S> + ToSample<S>,

Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

Source§

impl<S> FromSample<S> for S

Source§

fn from_sample_(s: S) -> S

Source§

impl<T> FromWorld for T
where T: Default,

Source§

fn from_world(_world: &mut World) -> T

Creates Self using default().

Source§

impl<T, W> HasTypeWitness<W> for T
where W: MakeTypeWitness<Arg = T>, T: ?Sized,

Source§

const WITNESS: W = W::MAKE

A constant of the type witness
Source§

impl<T> Identity for T
where T: ?Sized,

Source§

const TYPE_EQ: TypeEq<T, <T as Identity>::Type> = TypeEq::NEW

Proof that Self is the same type as Self::Type, provides methods for casting between Self and Self::Type.
Source§

type Type = T

The same type as Self, used to emulate type equality bounds (T == U) with associated type equality constraints (T: Identity<Type = U>).
Source§

impl<T> Instrument for T

Source§

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more
Source§

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more
Source§

impl<T, U> Into<U> for T
where U: From<T>,

Source§

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

Source§

impl<T> IntoEither for T

Source§

fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
Source§

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
Source§

impl<T> IntoResult<T> for T

Source§

fn into_result(self) -> Result<T, RunSystemError>

Converts this type into the system output type.
Source§

impl<A> Is for A
where A: Any,

Source§

fn is<T>() -> bool
where T: Any,

Checks if the current type “is” another type, using a TypeId equality comparison. This is most useful in the context of generic logic. Read more
Source§

impl<Src, Dst> LosslessTryInto<Dst> for Src
where Dst: LosslessTryFrom<Src>,

Source§

fn lossless_try_into(self) -> Option<Dst>

Performs the conversion.
Source§

impl<Src, Dst> LossyInto<Dst> for Src
where Dst: LossyFrom<Src>,

Source§

fn lossy_into(self) -> Dst

Performs the conversion.
Source§

impl<T> OverflowingAs for T

Source§

fn overflowing_as<Dst>(self) -> (Dst, bool)
where T: OverflowingCast<Dst>,

Casts the value.
Source§

impl<Src, Dst> OverflowingCastFrom<Src> for Dst
where Src: OverflowingCast<Dst>,

Source§

fn overflowing_cast_from(src: Src) -> (Dst, bool)

Casts the value.
Source§

impl<T> PolicyExt for T
where T: ?Sized,

Source§

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Sized + Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow only if self and other return Action::Follow. Read more
Source§

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Sized + Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow if either self or other returns Action::Follow. Read more
Source§

impl<T> Same for T

Source§

type Output = T

Should always be Self
Source§

impl<T> SaturatingAs for T

Source§

fn saturating_as<Dst>(self) -> Dst
where T: SaturatingCast<Dst>,

Casts the value.
Source§

impl<Src, Dst> SaturatingCastFrom<Src> for Dst
where Src: SaturatingCast<Dst>,

Source§

fn saturating_cast_from(src: Src) -> Dst

Casts the value.
Source§

impl<T> Settings for T
where T: 'static + Send + Sync,

Source§

impl<T> StrictAs for T

Source§

fn strict_as<Dst>(self) -> Dst
where T: StrictCast<Dst>,

Casts the value.
Source§

impl<Src, Dst> StrictCastFrom<Src> for Dst
where Src: StrictCast<Dst>,

Source§

fn strict_cast_from(src: Src) -> Dst

Casts the value.
Source§

impl<T, U> ToSample<U> for T
where U: FromSample<T>,

Source§

fn to_sample_(self) -> U

Source§

impl<T, U> TryFrom<U> for T
where U: Into<T>,

Source§

type Error = Infallible

The type returned in the event of a conversion error.
Source§

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
Source§

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

Source§

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
Source§

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
Source§

impl<T> UnwrappedAs for T

Source§

fn unwrapped_as<Dst>(self) -> Dst
where T: UnwrappedCast<Dst>,

Casts the value.
Source§

impl<Src, Dst> UnwrappedCastFrom<Src> for Dst
where Src: UnwrappedCast<Dst>,

Source§

fn unwrapped_cast_from(src: Src) -> Dst

Casts the value.
Source§

impl<T> Upcast<T> for T

Source§

fn upcast(&self) -> Option<&T>

Source§

impl<T> WasmNotSend for T
where T: Send,

Source§

impl<T> WasmNotSendSync for T
where T: WasmNotSend + WasmNotSync,

Source§

impl<T> WasmNotSync for T
where T: Sync,

Source§

impl<T> WithSubscriber for T

Source§

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more
Source§

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more
Source§

impl<T> WrappingAs for T

Source§

fn wrapping_as<Dst>(self) -> Dst
where T: WrappingCast<Dst>,

Casts the value.
Source§

impl<Src, Dst> WrappingCastFrom<Src> for Dst
where Src: WrappingCast<Dst>,

Source§

fn wrapping_cast_from(src: Src) -> Dst

Casts the value.