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OrderManager

Struct OrderManager 

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pub struct OrderManager { /* private fields */ }
Expand description

Manages order state and fill deduplication.

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impl OrderManager

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pub fn new() -> Self

Create an empty order manager.

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

Get an order by client_id

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pub fn get_mut(&mut self, client_id: &ClientOrderId) -> Option<&mut LiveOrder>

Get a mutable order by client_id

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pub fn contains(&self, client_id: &ClientOrderId) -> bool

Check if we’re tracking an order

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pub fn create_order( &mut self, client_id: ClientOrderId, instrument: InstrumentId, side: OrderSide, price: Price, qty: Qty, ) -> &LiveOrder

Create a new order (when PlaceOrder command is emitted)

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pub fn accept_order( &mut self, client_id: &ClientOrderId, exchange_order_id: Option<ExchangeOrderId>, ) -> bool

Mark order as accepted

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pub fn reject_order(&mut self, client_id: &ClientOrderId) -> Option<LiveOrder>

Mark order as rejected and remove it

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pub fn apply_fill( &mut self, client_id: &ClientOrderId, trade_id: &TradeId, fill_qty: Qty, fill_px: Price, ) -> bool

Apply a fill to an order Returns true if this is a new fill (not a duplicate)

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pub fn cancel_order(&mut self, client_id: &ClientOrderId) -> Option<LiveOrder>

Mark order as canceled and remove it

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pub fn is_complete(&self, client_id: &ClientOrderId) -> bool

Check if an order is complete (fully filled)

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pub fn remove_terminal( &mut self, client_id: &ClientOrderId, ) -> Option<LiveOrder>

Remove completed/terminal orders

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pub fn client_id_from_exchange_id( &self, exchange_id: &ExchangeOrderId, ) -> Option<&ClientOrderId>

Look up client_id from exchange_order_id

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pub fn is_trade_seen(&self, trade_id: &TradeId) -> bool

Check if a trade_id has been seen (for external dedupe)

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pub fn order_count(&self) -> usize

Get the number of orders currently tracked

Trait Implementations§

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impl Default for OrderManager

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fn default() -> Self

Returns the “default value” for a type. Read more

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