Struct InstrumentState 

pub struct InstrumentState<InstrumentData, ExchangeKey = ExchangeIndex, AssetKey = AssetIndex, InstrumentKey = InstrumentIndex> {
    pub key: InstrumentKey,
    pub instrument: Instrument<ExchangeKey, AssetKey>,
    pub tear_sheet: TearSheetGenerator,
    pub position: PositionManager<InstrumentKey>,
    pub orders: Orders<ExchangeKey, InstrumentKey>,
    pub data: InstrumentData,
}

Represents the current state of an instrument, including its Position, Orders, and user provided instrument data.

This aggregates all the state and data for a single instrument, providing a comprehensive view of the instrument.

Fields

key: InstrumentKey

Unique InstrumentKey identifier for the instrument this state is associated with.

instrument: Instrument<ExchangeKey, AssetKey>

Complete instrument definition.

tear_sheet: TearSheetGenerator

TearSheet generator for summarising the trading performance associated with an Instrument.

position: PositionManager<InstrumentKey>

Current PositionManager.

orders: Orders<ExchangeKey, InstrumentKey>

Active orders and associated order management.

data: InstrumentData

User provided instrument level data state. This can include market data, strategy data, risk data, option pricing data, or any other instrument-specific information.

Implementations

impl<InstrumentData, ExchangeKey, AssetKey, InstrumentKey> InstrumentState<InstrumentData, ExchangeKey, AssetKey, InstrumentKey>

pub const fn new( key: InstrumentKey, instrument: Instrument<ExchangeKey, AssetKey>, tear_sheet: TearSheetGenerator, position: PositionManager<InstrumentKey>, orders: Orders<ExchangeKey, InstrumentKey>, data: InstrumentData, ) -> InstrumentState<InstrumentData, ExchangeKey, AssetKey, InstrumentKey>

impl<InstrumentData, ExchangeKey, AssetKey, InstrumentKey> InstrumentState<InstrumentData, ExchangeKey, AssetKey, InstrumentKey>

pub fn update_from_account_snapshot( &mut self, snapshot: &InstrumentAccountSnapshot<ExchangeKey, AssetKey, InstrumentKey>, )

where ExchangeKey: Debug + Clone, InstrumentKey: Debug + Clone, AssetKey: Debug + Clone,

Updates the instrument state using an account snapshot from the exchange.

This updates active orders for the instrument, using timestamps where relevant to ensure the most recent order state is applied.

pub fn update_from_order_snapshot( &mut self, order: Snapshot<&Order<ExchangeKey, InstrumentKey, OrderState<AssetKey, InstrumentKey>>>, )

where ExchangeKey: Debug + Clone, AssetKey: Debug + Clone, InstrumentKey: Debug + Clone,

Updates the instrument state from an Order snapshot.

pub fn update_from_cancel_response( &mut self, response: &OrderResponseCancel<ExchangeKey, AssetKey, InstrumentKey>, )

where ExchangeKey: Debug + Clone, AssetKey: Debug + Clone, InstrumentKey: Debug + Clone,

Updates the instrument state from an OrderRequestCancel response.

pub fn update_from_trade( &mut self, trade: &Trade<QuoteAsset, InstrumentKey>, ) -> Option<PositionExited<QuoteAsset, InstrumentKey>>

where InstrumentKey: Debug + Clone + PartialEq,

Updates the instrument state based on a new trade.

This method handles:

• Opening/updating the current position state based on a new trade.
• Updating the internal TearSheetGenerator if a position is exited.

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

where InstrumentData: InstrumentDataState<ExchangeKey, AssetKey, InstrumentKey>,

Updates the instrument state based on a new market event.

If the market event has a price associated with it (eg/ PublicTrade, OrderBookL1), any open Position pnl_unrealised is re-calculated.

Trait Implementations

impl<InstrumentData: Clone, ExchangeKey: Clone, AssetKey: Clone, InstrumentKey: Clone> Clone for InstrumentState<InstrumentData, ExchangeKey, AssetKey, InstrumentKey>

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<InstrumentData: Debug, ExchangeKey: Debug, AssetKey: Debug, InstrumentKey: Debug> Debug for InstrumentState<InstrumentData, ExchangeKey, AssetKey, InstrumentKey>

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

Formats the value using the given formatter.

impl<'de, InstrumentData, ExchangeKey, AssetKey, InstrumentKey> Deserialize<'de> for InstrumentState<InstrumentData, ExchangeKey, AssetKey, InstrumentKey>

where InstrumentData: 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<InstrumentData: PartialEq, ExchangeKey: PartialEq, AssetKey: PartialEq, InstrumentKey: PartialEq> PartialEq for InstrumentState<InstrumentData, ExchangeKey, AssetKey, InstrumentKey>

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

Equality operator ==.

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

Inequality operator !=.

impl<InstrumentData, ExchangeKey, AssetKey, InstrumentKey> Serialize for InstrumentState<InstrumentData, ExchangeKey, AssetKey, InstrumentKey>

where InstrumentData: 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<InstrumentData: PartialEq, ExchangeKey: PartialEq, AssetKey: PartialEq, InstrumentKey: PartialEq> StructuralPartialEq for InstrumentState<InstrumentData, ExchangeKey, AssetKey, InstrumentKey>