rustrade-execution

Execution client library for streaming private account data and executing orders (live or mock).

Supported Exchanges

Positions means account_snapshot reports each open position in InstrumentAccountSnapshot::position: signed quantity, entry price and unrealised PnL, plus margin, liquidation price and leverage where the venue has them, as PositionReport::Open. Each requested instrument whose position the client can establish is listed, as PositionReport::Flat when it holds none; an instrument left out is unknown, never flat. On Binance (Spot and Margin) and Hyperliquid Spot a holding is an asset balance instead, and position is PositionReport::Unreported.

• Hyperliquid reports every field for its perpetuals.
• Alpaca reports equity and option holdings as positions, each with its entry price (for an option, the premium per share, not per contract) and its unrealised PnL in USD. Crypto holdings are balances of the base asset, since Alpaca crypto is spot-only. The USD balance's total is cash, which is negative while the account borrows on margin, and its free amount is the cash that can be spent without borrowing: the lesser of cash and non-marginable buying power. Account equity is cash plus the positions' value, and is not reported separately.
• IBKR reports each position's quantity and entry price (its average cost divided by the contract multiplier, commissions included). It reports no unrealised PnL. With several accounts, the first account holding an instrument is kept; positions are never summed.

OrderRecovery means the client implements OrderStatusClient::fetch_ended_orders, which reads how the listed orders ended at the venue. After an account-stream outage, each client uses it to report the orders that ended while the stream was down.

The new constructors are ExecutionClient::new. Each connector is behind a Cargo feature, and none is enabled by default: alpaca, binance (Spot and Margin), hyperliquid (perpetuals and spot), and ibkr. The mock client is always available.

• Hyperliquid perpetuals are named {coin}-{collateral}-PERP (BTC-USDC-PERP, xyz:TSLA-USDC-PERP). HyperliquidClient::connect reads the default DEX, plus each builder-deployed (HIP-3) DEX in HyperliquidConfig::dexes (with_dexes, or HYPERLIQUID_DEXES for from_env), on the configured network. Spot pairs are named {base}-{quote}-SPOT from the pair's tokens, spelled as Hyperliquid spells them (kPEPE-USDC-SPOT, not KPEPE-USDC-SPOT); HyperliquidSpotClient refuses an order on a {base}-{quote}-SPOT name Hyperliquid does not list, a case variant included, unsent, with ApiError::InstrumentInvalid.
• IBKR connect_sync fails if any contract in IbkrConfig::contracts cannot be built, resolved or registered, listing every one. connect_sync_lenient connects without them and returns them instead.

Order Types

All connectors support Limit orders. Market orders are supported everywhere except Hyperliquid (use a Limit order with ImmediateOrCancel time-in-force instead). Additional order types:

⚠️ Binance TrailingStop supports BasisPoints and Percentage offsets only; Absolute offsets are rejected as unsupported, and an offset that does not come to a positive whole number of basis points is refused (OrderError::InvalidPrecision), not rounded. ⚠️ Alpaca TrailingStop supports Percentage and Absolute offsets only; BasisPoints is rejected as unsupported. Hyperliquid requires every order it accepts to carry a client order ID in ClientOrderId::uuid() form; an order with any other ID is rejected. It also refuses, unsent, an order whose quantity or price is not positive or has more precision than the market allows (OrderError::InvalidPrecision), and never rounds one: read the rules with order_precision and round first. BinanceMargin matches Binance spot, TrailingStop included. Its REST order queries do not report a trailing delta, so fetch_open_orders and account_snapshot leave out its conditional orders (stop, stop-limit, take-profit and take-profit-limit). account_snapshot reports such a listing incomplete; fetch_open_orders has no completeness flag, so there only a warning shows it. The account stream reports these orders in full.

See the workspace README for documentation, examples, and contributing guidelines.