Struct EngineState 

pub struct EngineState<GlobalData, InstrumentData> {
    pub trading: TradingState,
    pub global: GlobalData,
    pub connectivity: ConnectivityStates,
    pub assets: AssetStates,
    pub instruments: InstrumentStates<InstrumentData, ExchangeIndex, AssetIndex, InstrumentIndex>,
}

Algorithmic trading Engine state.

Fields

trading: TradingState

Current TradingState of the Engine.

global: GlobalData

Configurable GlobalData state.

connectivity: ConnectivityStates

Global connection Health, and health of the market data and account connections for each exchange.

assets: AssetStates

State of every asset (eg/ “btc”, “usdt”, etc.) being tracked by the Engine.

instruments: InstrumentStates<InstrumentData, ExchangeIndex, AssetIndex, InstrumentIndex>

State of every instrument (eg/ “okx_spot_btc_usdt”, “bybit_perpetual_btc_usdt”, etc.) being tracked by the Engine.

Implementations

impl<GlobalData, InstrumentData> EngineState<GlobalData, InstrumentData>

pub const fn new( trading: TradingState, global: GlobalData, connectivity: ConnectivityStates, assets: AssetStates, instruments: InstrumentStates<InstrumentData, ExchangeIndex, AssetIndex, InstrumentIndex>, ) -> EngineState<GlobalData, InstrumentData>

impl<GlobalData, InstrumentData> EngineState<GlobalData, InstrumentData>

pub fn builder<FnInstrumentData>( instruments: &IndexedInstruments, global: GlobalData, instrument_data_init: FnInstrumentData, ) -> EngineStateBuilder<'_, GlobalData, FnInstrumentData>

where FnInstrumentData: Fn(&Keyed<InstrumentIndex, Instrument<Keyed<ExchangeIndex, ExchangeId>, AssetIndex>>) -> InstrumentData,

Construct an EngineStateBuilder to assist with EngineState initialisation.

pub fn update_from_account( &mut self, event: &AccountEvent, ) -> Option<PositionExited<QuoteAsset>>

where GlobalData: for<'a> Processor<&'a AccountEvent>, InstrumentData: for<'a> Processor<&'a AccountEvent>,

Updates the internal state from an AccountEvent.

If the AccountEvent results in a new PositionExited, that is returned.

This method:

• Sets the account ConnectivityState to Health::Healthy if it was not previously.
• Updates the GlobalData with the AccountEvent.
• Updates the associated AssetStates and InstrumentStates with the AccountEvent.

pub fn update_from_market( &mut self, event: &MarketEvent<InstrumentIndex, InstrumentData::MarketEventKind>, )

where GlobalData: for<'a> Processor<&'a MarketEvent<InstrumentIndex, InstrumentData::MarketEventKind>>, InstrumentData: InstrumentDataState,

Updates the internal state from a MarketEvent.

This method:

• Sets the market data ConnectivityState to Health::Healthy if it was not previously.
• Updates the GlobalData with the MarketEvent.
• Updates the associated InstrumentDataState with the MarketEvent.

Trait Implementations

impl<GlobalData: Clone, InstrumentData: Clone> Clone for EngineState<GlobalData, InstrumentData>

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<GlobalData: Debug, InstrumentData: Debug> Debug for EngineState<GlobalData, InstrumentData>

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

Formats the value using the given formatter.

impl<'de, GlobalData, InstrumentData> Deserialize<'de> for EngineState<GlobalData, InstrumentData>

where GlobalData: Deserialize<'de>, InstrumentData: Deserialize<'de>,

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<GlobalData, InstrumentData> From<&EngineState<GlobalData, InstrumentData>> for FnvHashMap<ExchangeId, UnindexedAccountSnapshot>

fn from(value: &EngineState<GlobalData, InstrumentData>) -> Self

Converts to this type from the input type.

impl<GlobalData, InstrumentData> InFlightRequestRecorder for EngineState<GlobalData, InstrumentData>

where InstrumentData: InFlightRequestRecorder<ExchangeIndex, InstrumentIndex>,

fn record_in_flight_cancel( &mut self, request: &OrderRequestCancel<ExchangeIndex, InstrumentIndex>, )

fn record_in_flight_open( &mut self, request: &OrderRequestOpen<ExchangeIndex, InstrumentIndex>, )

fn record_in_flight_cancels<'a>( &mut self, requests: impl IntoIterator<Item = &'a OrderRequestCancel<ExchangeKey, InstrumentKey>>, )

where ExchangeKey: 'a, InstrumentKey: 'a,

fn record_in_flight_opens<'a>( &mut self, requests: impl IntoIterator<Item = &'a OrderRequestOpen<ExchangeKey, InstrumentKey>>, )

where ExchangeKey: 'a, InstrumentKey: 'a,

impl<GlobalData: PartialEq, InstrumentData: PartialEq> PartialEq for EngineState<GlobalData, InstrumentData>

fn eq(&self, other: &Self) -> bool

Equality operator ==.

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

Inequality operator !=.

impl<GlobalData, InstrumentData> Serialize for EngineState<GlobalData, InstrumentData>

where GlobalData: Serialize, InstrumentData: Serialize,

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl<GlobalData: PartialEq, InstrumentData: PartialEq> StructuralPartialEq for EngineState<GlobalData, InstrumentData>