apple-quant-algorithmic 0.2.0

Apple Quant's algorithmic trading api
Documentation 
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use crate::{
	backend::{LocalOrderId, OrderIdGenerator, OrdersBackend},
	instrument::InstrumentSpec,
	order::{ActiveOrderGoals, ActiveStateGoal, OrderDependency, TriggerError},
	order_manager::{OrderManager, OrdersCapacitySpec},
	timestamp::TickTimestamp,
	volume::DirectionalExposure,
};

#[derive(Debug, Clone, PartialEq, Eq, Hash)]
pub struct CancelRemoteOrder {
	pub local_order_id: LocalOrderId,
	pub attempt_exposure_revertion: bool,
}

impl CancelRemoteOrder {
	pub fn new(
		local_order_id: LocalOrderId,
		attempt_exposure_revertion: bool,
	) -> Self {
		Self {
			local_order_id,
			attempt_exposure_revertion,
		}
	}
}

impl<IS: InstrumentSpec> OrderDependency<IS> for CancelRemoteOrder {
	async fn trigger<OB: OrdersBackend<IS>, CS: OrdersCapacitySpec>(
		&self,
		tick_timestamp: &TickTimestamp,
		order_manager: &mut OrderManager<IS, CS>,
		orders_backend: &mut OB,
		order_id_generator: &mut OrderIdGenerator,
		directional_exposure: &mut DirectionalExposure<IS>,
		active_order_goals: &mut ActiveOrderGoals<IS>,
		active_state_goal: &mut ActiveStateGoal,
	) -> Result<(), TriggerError>
	where
		IS: Send,
	{
		let working_remote_order = order_manager
			.working_remote_orders
			.get_with_local(&self.local_order_id)?;

		orders_backend
			.initiate_cancel_order(&working_remote_order.remote_order_id)
			.await?;

		Ok(())
	}
}