apple_quant_algorithmic/backend/
orders.rs

1mod id;
2mod update;
3
4use thiserror::Error;
5
6use crate::order_manager::OrdersCapacitySpec;
7
8use crate::{
9	instrument::InstrumentSpec, order::RemoteOrder,
10	order_manager::CancelRemoteOrderError, timestamp::Timestamp,
11	volume::DirectionlessVolume,
12};
13
14use super::MarketDataDecoderProvider;
15
16pub use id::*;
17pub use update::*;
18
19#[derive(Debug, Error)]
20pub enum OrdersBackendSubmitRemoteOrderError {}
21
22pub trait OrdersBackend<IS: InstrumentSpec> {
23	fn new<
24		OrdersCS: OrdersCapacitySpec,
25		MDDP: MarketDataDecoderProvider<IS>,
26	>(
27		market_data_decoder: Option<MDDP::MarketDataDecoder>,
28	) -> impl Future<Output = (
29		thingbuf::mpsc::Receiver<OrdersBackendUpdate<IS>, OrdersBackendUpdateRecycle>,
30		Self,
31	)>
32	where
33		Self: Sized;
34
35	fn submit_order(
36		&mut self,
37		local_order_id: &LocalOrderId,
38		client_submission_timestamp: &Timestamp,
39		remote_order: RemoteOrder<IS>,
40	) -> impl Future<Output = Result<(), OrdersBackendSubmitRemoteOrderError>>;
41
42	fn modify_order_volume(
43		&mut self,
44		remote_order_id: &RemoteOrderId,
45		volume: &DirectionlessVolume<IS>,
46	) -> impl Future<Output = ()>;
47
48	fn initiate_cancel_order(
49		&mut self,
50		remote_order_id: &RemoteOrderId,
51	) -> impl Future<Output = Result<(), CancelRemoteOrderError>>;
52
53	fn initiate_cancel_all(
54		&mut self,
55	) -> impl Future<Output = ()>;
56
57	fn initiate_cancel_flatten_all(
58		&mut self,
59	) -> impl Future<Output = ()>;
60}
apple_quant_algorithmic/backend/orders.rs

apple_quant_algorithmic/backend/
orders.rs
