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Exchange

bot_core::exchange

Trait Exchange 

Source 
pub trait Exchange:
    Send
    + Sync
    + 'static {
    // Required methods
    fn exchange_id(&self) -> &ExchangeId;
    fn environment(&self) -> Environment;
    fn place_orders<'life0, 'life1, 'async_trait>(
        &'life0 self,
        orders: &'life1 [OrderInput],
    ) -> Pin<Box<dyn Future<Output = Result<Vec<PlaceOrderResult>, ExchangeError>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn cancel_order<'life0, 'life1, 'life2, 'life3, 'life4, 'async_trait>(
        &'life0 self,
        instrument: &'life1 InstrumentId,
        market_index: &'life2 MarketIndex,
        client_id: &'life3 ClientOrderId,
        exchange_order_id: Option<&'life4 ExchangeOrderId>,
    ) -> Pin<Box<dyn Future<Output = Result<(), ExchangeError>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait,
             'life2: 'async_trait,
             'life3: 'async_trait,
             'life4: 'async_trait;
    fn cancel_all_orders<'life0, 'life1, 'life2, 'async_trait>(
        &'life0 self,
        instrument: &'life1 InstrumentId,
        market_index: &'life2 MarketIndex,
    ) -> Pin<Box<dyn Future<Output = Result<u32, ExchangeError>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait,
             'life2: 'async_trait;
    fn poll_user_fills<'life0, 'life1, 'async_trait>(
        &'life0 self,
        cursor: Option<&'life1 str>,
    ) -> Pin<Box<dyn Future<Output = Result<Vec<Fill>, ExchangeError>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn poll_quotes<'life0, 'life1, 'async_trait>(
        &'life0 self,
        instruments: &'life1 [InstrumentId],
    ) -> Pin<Box<dyn Future<Output = Result<Vec<Quote>, ExchangeError>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn poll_account_state<'life0, 'async_trait>(
        &'life0 self,
    ) -> Pin<Box<dyn Future<Output = Result<AccountState, ExchangeError>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;

    // Provided methods
    fn instance(&self) -> ExchangeInstance { ... }
    fn init<'life0, 'async_trait>(
        &'life0 self,
    ) -> Pin<Box<dyn Future<Output = Result<(), ExchangeError>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait { ... }
}
Expand description

Exchange adapter trait - what each exchange must implement.

All methods are async and return Results to handle network errors. The engine calls these methods and translates results into canonical events.

Required Methods§

Source

fn exchange_id(&self) -> &ExchangeId

Get the exchange ID

Source

fn environment(&self) -> Environment

Get the environment (mainnet/testnet)

Source

fn place_orders<'life0, 'life1, 'async_trait>( &'life0 self, orders: &'life1 [OrderInput], ) -> Pin<Box<dyn Future<Output = Result<Vec<PlaceOrderResult>, ExchangeError>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Place multiple limit orders in a single batch API call. Returns a Vec of results, one for each order in the same order as the input.

Source

fn cancel_order<'life0, 'life1, 'life2, 'life3, 'life4, 'async_trait>( &'life0 self, instrument: &'life1 InstrumentId, market_index: &'life2 MarketIndex, client_id: &'life3 ClientOrderId, exchange_order_id: Option<&'life4 ExchangeOrderId>, ) -> Pin<Box<dyn Future<Output = Result<(), ExchangeError>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait, 'life2: 'async_trait, 'life3: 'async_trait, 'life4: 'async_trait,

Cancel an order by client_id or exchange_order_id.

Source

fn cancel_all_orders<'life0, 'life1, 'life2, 'async_trait>( &'life0 self, instrument: &'life1 InstrumentId, market_index: &'life2 MarketIndex, ) -> Pin<Box<dyn Future<Output = Result<u32, ExchangeError>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait, 'life2: 'async_trait,

Cancel all orders for an instrument. Returns number of orders canceled.

Source

fn poll_user_fills<'life0, 'life1, 'async_trait>( &'life0 self, cursor: Option<&'life1 str>, ) -> Pin<Box<dyn Future<Output = Result<Vec<Fill>, ExchangeError>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Poll user fills since cursor. This is the primary execution event source. cursor is opaque string (implementation-specific).

Source

fn poll_quotes<'life0, 'life1, 'async_trait>( &'life0 self, instruments: &'life1 [InstrumentId], ) -> Pin<Box<dyn Future<Output = Result<Vec<Quote>, ExchangeError>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Poll current quotes/prices.

Source

fn poll_account_state<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<AccountState, ExchangeError>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Poll account state (absolute). Used for snapshot-based synchronization.

Provided Methods§

Source

fn instance(&self) -> ExchangeInstance

Get the exchange instance key

Source

fn init<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<(), ExchangeError>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Initialize the exchange connection and perform startup validations. Called by the runner before entering the main loop. Implementations can validate: connectivity, vault ownership, account balance, etc.

Dyn Compatibility§

This trait is dyn compatible.

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

Implementors§