Struct Engine 

pub struct Engine { /* private fields */ }

The main trading engine.

Owns:

• Order state (OrderManager)
• Inventory/balance state (InventoryLedger)
• Exchange adapters
• Strategies
• Exchange health state

Implementations

impl Engine

pub fn new(config: EngineConfig) -> Self

Create an empty engine with the supplied polling/backoff config.

pub fn register_exchange(&mut self, exchange: Arc<dyn Exchange>)

Register an exchange adapter

pub fn register_instrument(&mut self, meta: InstrumentMeta)

Register an instrument

pub fn register_strategy(&mut self, strategy: Box<dyn Strategy>)

Register a strategy

pub fn dispatch_event(&mut self, event: &Event) -> Vec<Command>

Dispatch an event to all strategies.

Returns all commands emitted by strategies while handling this event.

pub fn update_quote(&mut self, quote: Quote)

Update quote for an instrument

pub fn set_exchange_health( &mut self, instance: &ExchangeInstance, health: ExchangeHealth, )

Update exchange health

pub fn start_strategies(&mut self) -> Vec<Command>

Start all strategies

pub fn stop_strategies(&mut self) -> Vec<Command>

Stop all strategies

pub fn is_strategy_stopped(&self, strategy_id: &StrategyId) -> bool

Check if a strategy has been stopped

pub fn stopped_strategies(&self) -> &HashSet<StrategyId>

Get all stopped strategies

pub fn order_manager(&self) -> &OrderManager

Get reference to order manager

pub fn order_manager_mut(&mut self) -> &mut OrderManager

Get mutable reference to order manager

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

Get instrument metadata (needed for command execution).

pub fn inventory(&self) -> &InventoryLedger

Get reference to inventory ledger

pub fn inventory_mut(&mut self) -> &mut InventoryLedger

Get mutable reference to inventory ledger

pub fn apply_position_fill( &mut self, instrument: &InstrumentId, side: OrderSide, qty: Qty, price: Price, )

Apply a fill to position tracking (for perpetuals).

• Buy fill: increases position (adds qty)
• Sell fill: decreases position (subtracts qty)
• Tracks realized PnL when reducing/closing position

pub fn apply_fill_fee(&mut self, instrument: &InstrumentId, fee: Decimal)

Apply fee from a fill to position tracking

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

Get current position for an instrument. Automatically computes unrealized_pnl from current quotes if available.

pub fn get_positions(&self) -> HashMap<InstrumentId, Position>

Get all positions (for testing/WASM/UI snapshots). Computes unrealized_pnl for each position from current quotes.

pub fn sync_mechanism(&self) -> SyncMechanism

Get the sync mechanism from the first strategy (assumes all strategies use the same mechanism)

pub fn apply_snapshot( &mut self, instrument: &InstrumentId, qty: Decimal, avg_entry_px: Option<Price>, unrealized_pnl: Option<Decimal>, )

Apply a position snapshot (absolute update)

Used for snapshot-based synchronization (e.g., clearinghouseState)

pub fn record_fill(&mut self, fill: OrderFilledEvent)

Record a fill in the engine’s fill history. This is called when processing OrderFilled events (e.g., from exchange or paper_exchange).

pub fn get_fills(&self) -> &[OrderFilledEvent]

Get all recorded fills (for backtesting/reporting).

pub fn clear_fills(&mut self)

Clear fill history (e.g., on reset).