Struct EngineState 

pub struct EngineState { /* private fields */ }

In-memory engine state used by the facade.

Implementations

impl EngineState

pub fn new( venue: Venue, product: Product, state_policy: StatePolicy, instruments: impl IntoIterator<Item = InstrumentSpec>, ) -> Self

pub fn apply_public_event(&mut self, event: PublicLaneEvent) -> Result<()>

pub fn apply_private_event(&mut self, event: PrivateLaneEvent)

pub fn apply_command_receipt(&mut self, receipt: &CommandReceipt)

pub fn replace_instruments( &mut self, instruments: impl IntoIterator<Item = InstrumentSpec>, )

pub fn replace_account_snapshot(&mut self, snapshot: AccountSnapshot)

pub fn replace_positions(&mut self, positions: Vec<Position>)

pub fn replace_open_orders(&mut self, open_orders: Vec<Order>)

pub fn merge_order_history(&mut self, orders: Vec<Order>)

pub fn merge_executions(&mut self, executions: Vec<Execution>)

pub fn apply_private_snapshot(&mut self, snapshot: PrivateSnapshot)

pub fn apply_reconcile_report(&mut self, report: &ReconcileReport)

pub fn mark_rest_success(&mut self, clock_skew_ms: Option<i64>)

pub fn mark_public_disconnect(&mut self)

pub fn mark_private_disconnect(&mut self)

pub fn mark_reconnect(&mut self)

pub fn mark_snapshot_age(&mut self, age_ms: u64, stale_after_ms: u64)

pub fn ticker(&self, instrument_id: &InstrumentId) -> Option<&Ticker>

pub fn recent_trades( &self, instrument_id: &InstrumentId, ) -> Option<Vec<TradeTick>>

pub fn book_top(&self, instrument_id: &InstrumentId) -> Option<&BookTop>

pub fn funding_rate(&self, instrument_id: &InstrumentId) -> Option<&FundingRate>

pub fn mark_price(&self, instrument_id: &InstrumentId) -> Option<&MarkPrice>

pub fn open_interest( &self, instrument_id: &InstrumentId, ) -> Option<&OpenInterest>

pub fn liquidations( &self, instrument_id: &InstrumentId, ) -> Option<Vec<Liquidation>>

pub fn balances(&self) -> Vec<Balance>

pub fn account_summary(&self) -> Option<AccountSummary>

pub fn positions(&self) -> Vec<Position>

pub fn orders(&self) -> Vec<Order>

pub fn open_orders(&self) -> Vec<Order>

pub fn executions(&self) -> Vec<Execution>

pub fn latest_order_update_at( &self, instrument_id: &InstrumentId, ) -> Option<TimestampMs>

pub fn latest_execution_at( &self, instrument_id: &InstrumentId, ) -> Option<TimestampMs>

pub const fn health(&self) -> &HealthReport

pub fn instrument_specs(&self) -> Vec<InstrumentSpec>

pub const fn venue(&self) -> Venue

pub const fn product(&self) -> Product

Trait Implementations

impl Clone for EngineState

fn clone(&self) -> EngineState

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for EngineState

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

Formats the value using the given formatter.