Trait StrategyContext 

pub trait StrategyContext {
    // Required methods
    fn place_order(&mut self, cmd: PlaceOrder);
    fn place_orders(&mut self, cmds: Vec<PlaceOrder>);
    fn cancel_order(&mut self, cmd: CancelOrder);
    fn cancel_all(&mut self, cmd: CancelAll);
    fn stop_strategy(&mut self, strategy_id: StrategyId, reason: &str);
    fn set_timer(&mut self, delay: Duration) -> TimerId;
    fn set_interval(&mut self, interval: Duration) -> TimerId;
    fn cancel_timer(&mut self, timer_id: TimerId);
    fn mid_price(&self, instrument: &InstrumentId) -> Option<Price>;
    fn quote(&self, instrument: &InstrumentId) -> Option<Quote>;
    fn instrument_meta(
        &self,
        instrument: &InstrumentId,
    ) -> Option<&InstrumentMeta>;
    fn balance(&self, asset: &AssetId) -> Balance;
    fn position(&self, instrument: &InstrumentId) -> Position;
    fn exchange_health(&self, exchange: &ExchangeInstance) -> ExchangeHealth;
    fn order(&self, client_id: &ClientOrderId) -> Option<&LiveOrder>;
    fn now_ms(&self) -> i64;
    fn log_info(&self, msg: &str);
    fn log_warn(&self, msg: &str);
    fn log_error(&self, msg: &str);
    fn log_debug(&self, msg: &str);
}

Strategy context - what strategies use to interact with the engine.

This is passed to strategy methods and provides:

• Command emission (place/cancel orders)
• Timer management
• Read-only access to market data and state
• Logging

Required Methods

fn place_order(&mut self, cmd: PlaceOrder)

Place a new order. Returns immediately; acceptance/rejection comes via events.

fn place_orders(&mut self, cmds: Vec<PlaceOrder>)

Place multiple orders in a single batch. Returns immediately; acceptance/rejection comes via events.

fn cancel_order(&mut self, cmd: CancelOrder)

Cancel an existing order by client_id.

fn cancel_all(&mut self, cmd: CancelAll)

Cancel all open orders (optionally for an instrument).

fn stop_strategy(&mut self, strategy_id: StrategyId, reason: &str)

Request strategy stop. This will trigger on_stop callback after current event processing.

fn set_timer(&mut self, delay: Duration) -> TimerId

Register a one-shot timer that fires after delay.

fn set_interval(&mut self, interval: Duration) -> TimerId

Register a repeating timer that fires every interval.

fn cancel_timer(&mut self, timer_id: TimerId)

Cancel a previously set timer.

fn mid_price(&self, instrument: &InstrumentId) -> Option<Price>

Get the current mid price for an instrument (if available from quote poller)

fn quote(&self, instrument: &InstrumentId) -> Option<Quote>

Get the current best bid/ask quote for an instrument

fn instrument_meta(&self, instrument: &InstrumentId) -> Option<&InstrumentMeta>

Get instrument metadata

fn balance(&self, asset: &AssetId) -> Balance

Get this strategy’s current balance for an asset

fn position(&self, instrument: &InstrumentId) -> Position

Get the current position for an instrument

fn exchange_health(&self, exchange: &ExchangeInstance) -> ExchangeHealth

Check if exchange is Active or Halted

fn order(&self, client_id: &ClientOrderId) -> Option<&LiveOrder>

Get an order by client_id (if tracked)

fn now_ms(&self) -> i64

Current time in milliseconds (deterministic in backtests)

fn log_info(&self, msg: &str)

Log an info message

fn log_warn(&self, msg: &str)

Log a warning message

fn log_error(&self, msg: &str)

Log an error message

fn log_debug(&self, msg: &str)

Log a debug message

Dyn Compatibility

This trait is dyn compatible.

In older versions of Rust, dyn compatibility was called "object safety".

Implementors