Enum EngineEvent

pub enum EngineEvent<MarketKind = DataKind, ExchangeKey = ExchangeIndex, AssetKey = AssetIndex, InstrumentKey = InstrumentIndex> {
    Shutdown(Shutdown),
    Command(Command<ExchangeKey, AssetKey, InstrumentKey>),
    TradingStateUpdate(TradingState),
    Account(AccountStreamEvent<ExchangeKey, AssetKey, InstrumentKey>),
    Market(MarketStreamEvent<InstrumentKey, MarketKind>),
}

Default Engine event that encompasses market events, account/execution events, and Engine commands.

Note that the Engine can be configured to process custom events.

Variants

Shutdown(Shutdown)

Command(Command<ExchangeKey, AssetKey, InstrumentKey>)

TradingStateUpdate(TradingState)

Account(AccountStreamEvent<ExchangeKey, AssetKey, InstrumentKey>)

Market(MarketStreamEvent<InstrumentKey, MarketKind>)

Implementations

impl<MarketKind, ExchangeKey, AssetKey, InstrumentKey> EngineEvent<MarketKind, ExchangeKey, AssetKey, InstrumentKey>

pub fn shutdown() -> Self

Trait Implementations

impl<MarketKind: Clone, ExchangeKey: Clone, AssetKey: Clone, InstrumentKey: Clone> Clone for EngineEvent<MarketKind, ExchangeKey, AssetKey, InstrumentKey>

fn clone(&self) -> EngineEvent<MarketKind, ExchangeKey, AssetKey, InstrumentKey>

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<MarketKind: Debug, ExchangeKey: Debug, AssetKey: Debug, InstrumentKey: Debug> Debug for EngineEvent<MarketKind, ExchangeKey, AssetKey, InstrumentKey>

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

Formats the value using the given formatter.

impl<'de, MarketKind, ExchangeKey, AssetKey, InstrumentKey> Deserialize<'de> for EngineEvent<MarketKind, ExchangeKey, AssetKey, InstrumentKey>

where MarketKind: Deserialize<'de>, ExchangeKey: Deserialize<'de>, AssetKey: Deserialize<'de>, InstrumentKey: Deserialize<'de>,

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<MarketKind, ExchangeKey, AssetKey, InstrumentKey> From<AccountEvent<ExchangeKey, AssetKey, InstrumentKey>> for EngineEvent<MarketKind, ExchangeKey, AssetKey, InstrumentKey>

fn from(value: AccountEvent<ExchangeKey, AssetKey, InstrumentKey>) -> Self

Converts to this type from the input type.

impl<MarketKind, ExchangeKey, AssetKey, InstrumentKey> From<Command<ExchangeKey, AssetKey, InstrumentKey>> for EngineEvent<MarketKind, ExchangeKey, AssetKey, InstrumentKey>

fn from(value: Command<ExchangeKey, AssetKey, InstrumentKey>) -> Self

Converts to this type from the input type.

impl<MarketKind, ExchangeKey, AssetKey, InstrumentKey> From<Event<ExchangeId, AccountEvent<ExchangeKey, AssetKey, InstrumentKey>>> for EngineEvent<MarketKind, ExchangeKey, AssetKey, InstrumentKey>

fn from(value: AccountStreamEvent<ExchangeKey, AssetKey, InstrumentKey>) -> Self

Converts to this type from the input type.

impl<MarketKind, ExchangeKey, AssetKey, InstrumentKey> From<Event<ExchangeId, MarketEvent<InstrumentKey, MarketKind>>> for EngineEvent<MarketKind, ExchangeKey, AssetKey, InstrumentKey>

fn from(value: MarketStreamEvent<InstrumentKey, MarketKind>) -> Self

Converts to this type from the input type.

impl<MarketKind, ExchangeKey, AssetKey, InstrumentKey> From<MarketEvent<InstrumentKey, MarketKind>> for EngineEvent<MarketKind, ExchangeKey, AssetKey, InstrumentKey>

fn from(value: MarketEvent<InstrumentKey, MarketKind>) -> Self

Converts to this type from the input type.

impl<MarketKind, ExchangeKey, AssetKey, InstrumentKey> From<Shutdown> for EngineEvent<MarketKind, ExchangeKey, AssetKey, InstrumentKey>

fn from(value: Shutdown) -> Self

Converts to this type from the input type.

impl<MarketKind, ExchangeKey, AssetKey, InstrumentKey> From<TradingState> for EngineEvent<MarketKind, ExchangeKey, AssetKey, InstrumentKey>

fn from(value: TradingState) -> Self

Converts to this type from the input type.

impl<MarketKind: PartialEq, ExchangeKey: PartialEq, AssetKey: PartialEq, InstrumentKey: PartialEq> PartialEq for EngineEvent<MarketKind, ExchangeKey, AssetKey, InstrumentKey>

fn eq( &self, other: &EngineEvent<MarketKind, ExchangeKey, AssetKey, InstrumentKey>, ) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl<Clock, InstrumentData, StrategyState, RiskState, ExecutionTxs, Strategy, Risk> Processor<EngineEvent<<InstrumentData as InstrumentDataState>::MarketEventKind>> for Engine<Clock, EngineState<InstrumentData, StrategyState, RiskState>, ExecutionTxs, Strategy, Risk>

where Clock: EngineClock + for<'a> Processor<&'a EngineEvent<InstrumentData::MarketEventKind>>, InstrumentData: InstrumentDataState, StrategyState: for<'a> Processor<&'a AccountEvent> + for<'a> Processor<&'a MarketEvent<InstrumentIndex, InstrumentData::MarketEventKind>>, RiskState: for<'a> Processor<&'a AccountEvent> + for<'a> Processor<&'a MarketEvent<InstrumentIndex, InstrumentData::MarketEventKind>>, ExecutionTxs: ExecutionTxMap<ExchangeIndex, InstrumentIndex>, Strategy: OnTradingDisabled<Clock, EngineState<InstrumentData, StrategyState, RiskState>, ExecutionTxs, Risk> + OnDisconnectStrategy<Clock, EngineState<InstrumentData, StrategyState, RiskState>, ExecutionTxs, Risk> + AlgoStrategy<State = EngineState<InstrumentData, StrategyState, RiskState>> + ClosePositionsStrategy<State = EngineState<InstrumentData, StrategyState, RiskState>>, Risk: RiskManager<State = EngineState<InstrumentData, StrategyState, RiskState>>,

type Audit = EngineAudit<EngineState<InstrumentData, StrategyState, RiskState>, EngineEvent<<InstrumentData as InstrumentDataState>::MarketEventKind>, EngineOutput<<Strategy as OnTradingDisabled<Clock, EngineState<InstrumentData, StrategyState, RiskState>, ExecutionTxs, Risk>>::OnTradingDisabled, <Strategy as OnDisconnectStrategy<Clock, EngineState<InstrumentData, StrategyState, RiskState>, ExecutionTxs, Risk>>::OnDisconnect>>

fn process( &mut self, event: EngineEvent<InstrumentData::MarketEventKind>, ) -> Self::Audit

impl<MarketKind, ExchangeKey, AssetKey, InstrumentKey> Serialize for EngineEvent<MarketKind, ExchangeKey, AssetKey, InstrumentKey>

where MarketKind: Serialize, ExchangeKey: Serialize, AssetKey: Serialize, InstrumentKey: Serialize,

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl<MarketEventKind> TimeExchange for EngineEvent<MarketEventKind>

fn time_exchange(&self) -> Option<DateTime<Utc>>

impl<MarketKind, ExchangeKey, AssetKey, InstrumentKey> StructuralPartialEq for EngineEvent<MarketKind, ExchangeKey, AssetKey, InstrumentKey>