apple_quant_algorithmic/order/dependency/
deferred.rs

1use crate::{
2	backend::{OrderIdGenerator, OrdersBackend},
3	instrument::InstrumentSpec,
4	order::{ActiveOrderGoals, ActiveStateGoal},
5	order_manager::{OrderManager, OrdersCapacitySpec},
6	timestamp::TickTimestamp,
7	volume::DirectionalExposure,
8};
9
10use super::{OrderAction, OrderDependency, TriggerError};
11
12#[derive(Debug)]
13pub struct DeferredOrderActions<IS: InstrumentSpec>(Vec<OrderAction<IS>>);
14
15impl<IS: InstrumentSpec> DeferredOrderActions<IS> {
16	pub fn push(
17		&mut self,
18		order_action: OrderAction<IS>,
19	) {
20		self.0.push(order_action);
21	}
22
23	pub(crate) async fn trigger<OB: OrdersBackend<IS>, CS: OrdersCapacitySpec>(
24		&mut self,
25		tick_timestamp: &TickTimestamp,
26		order_manager: &mut OrderManager<IS, CS>,
27		orders_backend: &mut OB,
28		order_id_generator: &mut OrderIdGenerator,
29		directional_exposure: &mut DirectionalExposure<IS>,
30		active_order_goals: &mut ActiveOrderGoals<IS>,
31		active_state_goal: &mut ActiveStateGoal,
32	) -> Result<(), TriggerError>
33	where
34		IS: Send,
35	{
36		for order_action in self.0.drain(..) {
37			order_action
38				.trigger(
39					tick_timestamp,
40					order_manager,
41					orders_backend,
42					order_id_generator,
43					directional_exposure,
44					active_order_goals,
45					active_state_goal,
46				)
47				.await?;
48		}
49
50		Ok(())
51	}
52}
53
54impl<IS: InstrumentSpec> Default for DeferredOrderActions<IS> {
55	fn default() -> Self {
56		Self(Vec::default())
57	}
58}
apple_quant_algorithmic/order/dependency/deferred.rs

apple_quant_algorithmic/order/dependency/
deferred.rs
