architect_api::folio

Enum FolioMessage

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pub enum FolioMessage {

Show 17 variants    GetFillsQuery(MarketFilter, HalfOpenRange<Option<DateTime<Utc>>>),
    GetFillsQueryResponse(MarketFilter, HalfOpenRange<Option<DateTime<Utc>>>, Arc<Vec<Result<Fill, AberrantFill>>>),
    GetFills(Uuid, GetFills),
    Fills(Option<Uuid>, CptyId, Result<Fills, GetFillsError>),
    RealtimeFill(Result<Fill, AberrantFill>),
    GetAllAccountSummaries(Uuid, Option<Arc<BTreeSet<AccountId>>>),
    AllAccountSummaries(Uuid, Vec<(CptyId, Arc<AccountSummaries>)>),
    GetAccountSummaries(Uuid, CptyId, Option<Arc<BTreeSet<AccountId>>>),
    AccountSummaries(Option<Uuid>, CptyId, Option<Arc<AccountSummaries>>),
    UpdateAccountSummaries,
    SyncFillsForward,
    SyncFillsBackward(CptyId),
    InvalidateSyncBefore(CptyId, DateTime<Utc>),
    InvalidateSyncAfter(CptyId, DateTime<Utc>),
    GetSyncStatus(Uuid, CptyId),
    GetSyncStatusResponse(Uuid, FolioSyncStatus),
    SnapshotBalances,

}
Expand description

Cpty should implement the following RPCs/messages for Folio integration:

  • GetFills/Fills
  • GetAccountSummaries/AccountSummaries
  • Fills (realtime unsolicited fill dropcopy)

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GetFillsQuery(MarketFilter, HalfOpenRange<Option<DateTime<Utc>>>)

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GetFillsQueryResponse(MarketFilter, HalfOpenRange<Option<DateTime<Utc>>>, Arc<Vec<Result<Fill, AberrantFill>>>)

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GetFills(Uuid, GetFills)

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Fills(Option<Uuid>, CptyId, Result<Fills, GetFillsError>)

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RealtimeFill(Result<Fill, AberrantFill>)

Cptys should dropcopy realtime fills to Folio as they become known

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GetAllAccountSummaries(Uuid, Option<Arc<BTreeSet<AccountId>>>)

Request account summaries snapshot from all cptys, grouped by cpty

  • request id
  • account ids (None for all accounts)
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AllAccountSummaries(Uuid, Vec<(CptyId, Arc<AccountSummaries>)>)

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GetAccountSummaries(Uuid, CptyId, Option<Arc<BTreeSet<AccountId>>>)

Request account summaries snapshot; can be called internally (as Folio <-> Cpty), or externally (client <-> Folio)

  • request id
  • cpty id
  • account ids (None for all accounts)
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AccountSummaries(Option<Uuid>, CptyId, Option<Arc<AccountSummaries>>)

Response from cpty with balances snapshot; may be unsolicited (response_id = None) from cptys

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UpdateAccountSummaries

Control message to folio to update balances

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SyncFillsForward

Control messages to folio to sync fills

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SyncFillsBackward(CptyId)

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InvalidateSyncBefore(CptyId, DateTime<Utc>)

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InvalidateSyncAfter(CptyId, DateTime<Utc>)

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GetSyncStatus(Uuid, CptyId)

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GetSyncStatusResponse(Uuid, FolioSyncStatus)

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SnapshotBalances

Take a snapshot of balances and upsert

Trait Implementations§

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impl Clone for FolioMessage

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fn clone(&self) -> FolioMessage

Returns a copy of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for FolioMessage

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

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for FolioMessage

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl JsonSchema for FolioMessage

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fn schema_name() -> String

The name of the generated JSON Schema. Read more
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fn json_schema(gen: &mut SchemaGenerator) -> Schema

Generates a JSON Schema for this type. Read more
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fn is_referenceable() -> bool

Whether JSON Schemas generated for this type should be re-used where possible using the $ref keyword. Read more
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impl MaybeRequest for FolioMessage

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fn request_id(&self) -> Option<Uuid>

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fn response_id(&self) -> Option<Uuid>

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impl Serialize for FolioMessage

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more
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impl TryFrom<&BinanceMessage> for FolioMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_from(value: &BinanceMessage) -> Result<Self, Self::Error>

Performs the conversion.
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impl TryFrom<&FolioMessage> for BinanceMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_from(value: &FolioMessage) -> Result<Self, Self::Error>

Performs the conversion.
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impl TryFrom<&FolioMessage> for CoinbaseMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_from(f: &FolioMessage) -> Result<Self, ()>

Performs the conversion.
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impl TryFrom<&FolioMessage> for CoinbasePrimeMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_from(f: &FolioMessage) -> Result<Self, ()>

Performs the conversion.
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impl TryFrom<&FolioMessage> for CqgMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_from(f: &FolioMessage) -> Result<Self, ()>

Performs the conversion.
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impl TryFrom<&FolioMessage> for DeribitMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_from(f: &FolioMessage) -> Result<Self, ()>

Performs the conversion.
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impl TryFrom<&FolioMessage> for FalconXMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_from(f: &FolioMessage) -> Result<Self, ()>

Performs the conversion.
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impl TryFrom<&FolioMessage> for KalshiMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_from(f: &FolioMessage) -> Result<Self, ()>

Performs the conversion.
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impl TryFrom<&FolioMessage> for KrakenMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_from(f: &FolioMessage) -> Result<Self, ()>

Performs the conversion.
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impl TryFrom<&FolioMessage> for OkxMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_from(value: &FolioMessage) -> Result<Self, Self::Error>

Performs the conversion.
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impl TryFrom<&FolioMessage> for WintermuteMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_from(f: &FolioMessage) -> Result<Self, ()>

Performs the conversion.
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impl TryFrom<&OkxMessage> for FolioMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_from(value: &OkxMessage) -> Result<Self, Self::Error>

Performs the conversion.
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impl TryInto<CboeDigitalMessage> for &FolioMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<CboeDigitalMessage, Self::Error>

Performs the conversion.
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impl TryInto<CumberlandMessage> for &FolioMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<CumberlandMessage, Self::Error>

Performs the conversion.
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impl TryInto<FolioMessage> for &CboeDigitalMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<FolioMessage, Self::Error>

Performs the conversion.
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impl TryInto<FolioMessage> for &CoinbaseMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<FolioMessage, ()>

Performs the conversion.
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impl TryInto<FolioMessage> for &CoinbasePrimeMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<FolioMessage, ()>

Performs the conversion.
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impl TryInto<FolioMessage> for &CqgMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<FolioMessage, ()>

Performs the conversion.
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impl TryInto<FolioMessage> for &CumberlandMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<FolioMessage, Self::Error>

Performs the conversion.
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impl TryInto<FolioMessage> for &DeribitMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<FolioMessage, ()>

Performs the conversion.
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impl TryInto<FolioMessage> for &FalconXMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<FolioMessage, ()>

Performs the conversion.
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impl TryInto<FolioMessage> for &KalshiMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<FolioMessage, ()>

Performs the conversion.
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impl TryInto<FolioMessage> for &KrakenMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<FolioMessage, ()>

Performs the conversion.
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impl TryInto<FolioMessage> for &WintermuteMessage

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type Error = ()

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<FolioMessage, ()>

Performs the conversion.

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