rustrade_execution/lib.rs
1#![forbid(unsafe_code)]
2#![deny(
3 clippy::unwrap_used,
4 clippy::expect_used,
5 clippy::cast_possible_truncation,
6 clippy::cast_sign_loss
7)]
8#![warn(
9 unused,
10 clippy::cognitive_complexity,
11 unused_crate_dependencies,
12 unused_extern_crates,
13 clippy::unused_self,
14 clippy::useless_let_if_seq,
15 missing_debug_implementations,
16 rust_2018_idioms
17)]
18// Inherited from the barter-rs upstream: the generic, trait-heavy public API legitimately produces
19// complex nested types and many-argument constructors, and `type_alias_bounds` fires on
20// documentation-bearing alias bounds kept intentionally. Denying these adds churn without improving
21// the API.
22#![allow(clippy::type_complexity, clippy::too_many_arguments, type_alias_bounds)]
23// Clippy 1.99 checks each field's span rather than the whole expression's, so the
24// `Self { field: field }` that `derive_more::Constructor` expands to is reported at our own
25// field declarations. Remove once rust-lang/rust-clippy#17525 is fixed in a stable release.
26#![allow(clippy::redundant_field_names)]
27
28//! # Barter-Execution
29//! Stream private account data from financial venues, and execute (live or mock) orders. Also provides
30//! a feature rich MockExchange and MockExecutionClient to assist with backtesting and paper-trading.
31//!
32//! **It is:**
33//! * **Easy**: ExecutionClient trait provides a unified and simple language for interacting with exchanges.
34//! * **Normalised**: Allow your strategy to communicate with every real or MockExchange using the same interface.
35//! * **Extensible**: Barter-Execution is highly extensible, making it easy to contribute by adding new exchange integrations!
36//!
37//! See `README.md` for more information and examples.
38
39// Silence unused_crate_dependencies for dev-dependencies used only in tests
40#[cfg(test)]
41use serial_test as _;
42#[cfg(test)]
43use temp_env as _;
44#[cfg(test)]
45use tokio_tungstenite as _;
46#[cfg(test)]
47use tracing_subscriber as _;
48#[cfg(test)]
49use wiremock as _;
50
51use crate::{
52 balance::{AssetBalance, AssetBalanceUpdate},
53 error::StreamTerminationReason,
54 order::{Order, OrderSnapshot, request::OrderResponseCancel},
55 position::PositionReport,
56 trade::Trade,
57};
58use chrono::{DateTime, Utc};
59use derive_more::{Constructor, From};
60use order::state::OrderState;
61use rust_decimal::Decimal;
62use rustrade_instrument::{
63 asset::{AssetIndex, name::AssetNameExchange},
64 exchange::{ExchangeId, ExchangeIndex},
65 instrument::{InstrumentIndex, name::InstrumentNameExchange},
66};
67use rustrade_integration::collection::snapshot::Snapshot;
68use serde::{Deserialize, Serialize};
69// Only `emit_stream_terminated` (and its tests) name `mpsc`, both gated to the venue features —
70// gate the import the same way so the default-empty feature set does not warn it as unused.
71#[cfg(any(
72 feature = "alpaca",
73 feature = "binance",
74 feature = "ibkr",
75 feature = "hyperliquid"
76))]
77use tokio::sync::mpsc;
78
79pub mod balance;
80pub mod borrow_capacity;
81pub use borrow_capacity::BorrowCapacity;
82pub mod cash_flow;
83pub use cash_flow::{CashFlow, CashFlowId, CashFlowKind, CashFlowsRead};
84pub mod client;
85pub mod error;
86pub mod exchange;
87pub mod fee;
88pub use fee::{
89 FeeModel, FeeModelConfig, Liquidity, PerContractFeeModel, PercentageFeeModel, ZeroFeeModel,
90};
91pub mod fill;
92pub use fill::{
93 BidAskFillModel, FillContext, FillModel, LastPriceFillModel, MidpointFillModel, SimFillConfig,
94};
95pub mod fill_recovery;
96pub use fill_recovery::{FillRecoveryFailure, FillRecoveryGap, FillRecoveryScope};
97pub mod holding_cost;
98pub use holding_cost::{
99 AccrualDays, BorrowFeeModel, DailyAccrual, DayCount, FinancingModel, FinancingRates,
100 FundingModel, HeldPosition, HoldingCharge, HoldingCostModel, HolidayCalendar, RateSeries,
101 RateSeriesUnsorted, SettlementCalendar, WeekendsOnly,
102};
103pub mod indexer;
104pub mod map;
105pub mod market;
106pub use market::{MarketDepth, MarketSnapshot};
107pub mod notice;
108pub use notice::{AccountNotice, NoticeKind};
109pub mod order;
110pub mod position;
111pub mod shortability;
112pub use shortability::{Shortability, ShortabilityProvider, ShortabilityTable};
113pub mod trade;
114
115/// Convenient type alias for an [`AccountEvent`] keyed with [`ExchangeId`],
116/// [`AssetNameExchange`], and [`InstrumentNameExchange`].
117pub type UnindexedAccountEvent =
118 AccountEvent<ExchangeId, AssetNameExchange, InstrumentNameExchange>;
119
120/// Convenient type alias for an [`AccountSnapshot`] keyed with [`ExchangeId`],
121/// [`AssetNameExchange`], and [`InstrumentNameExchange`].
122pub type UnindexedAccountSnapshot =
123 AccountSnapshot<ExchangeId, AssetNameExchange, InstrumentNameExchange>;
124
125#[derive(Debug, Clone, PartialEq, Deserialize, Serialize)]
126pub struct AccountEvent<
127 ExchangeKey = ExchangeIndex,
128 AssetKey = AssetIndex,
129 InstrumentKey = InstrumentIndex,
130> {
131 pub exchange: ExchangeKey,
132 pub kind: AccountEventKind<ExchangeKey, AssetKey, InstrumentKey>,
133}
134
135impl<ExchangeKey, AssetKey, InstrumentKey> AccountEvent<ExchangeKey, AssetKey, InstrumentKey> {
136 pub fn new<K>(exchange: ExchangeKey, kind: K) -> Self
137 where
138 K: Into<AccountEventKind<ExchangeKey, AssetKey, InstrumentKey>>,
139 {
140 Self {
141 exchange,
142 kind: kind.into(),
143 }
144 }
145
146 /// Named constructor for the terminal [`StreamTerminated`](AccountEventKind::StreamTerminated)
147 /// event carrying the given [`StreamTerminationReason`].
148 pub(crate) fn stream_terminated(
149 exchange: ExchangeKey,
150 reason: StreamTerminationReason,
151 ) -> Self {
152 Self {
153 exchange,
154 kind: AccountEventKind::StreamTerminated(reason),
155 }
156 }
157}
158
159/// Best-effort in-band emit of a terminal
160/// [`StreamTerminated`](AccountEventKind::StreamTerminated) on the account-event channel, sent just
161/// before a venue's stream task exits so stream death is delivered in-band rather than inferred from
162/// channel EOF.
163///
164/// Shared by the channel-based venue connectors (Binance spot/margin, Alpaca, IBKR, Hyperliquid)
165/// so the single send of the terminal event lives in one place, at the abstraction level where
166/// [`AccountEvent`] is defined rather than inside any one vendor module. (The Mock client yields
167/// into a `Stream` rather than an mpsc channel, so it builds the terminal event via
168/// `UnindexedAccountEvent::stream_terminated` directly and does not funnel through this helper.)
169/// The send is best-effort: if the consumer already dropped the receiver it is a silent no-op —
170/// which is the consumer-initiated-drop case, deliberately *not* signalled (there is no one left
171/// to deliver to).
172//
173// Gated to the venues that send terminal events through an mpsc channel from a spawned stream task,
174// so the crate's default-empty feature set does not warn this as unused (mirrors `parse_env_bool`
175// below). The Mock client is always compiled but is excluded by design — see the note above.
176#[cfg(any(
177 feature = "alpaca",
178 feature = "binance",
179 feature = "ibkr",
180 feature = "hyperliquid"
181))]
182pub(crate) fn emit_stream_terminated(
183 tx: &mpsc::UnboundedSender<UnindexedAccountEvent>,
184 exchange: ExchangeId,
185 reason: StreamTerminationReason,
186) {
187 let _ = tx.send(UnindexedAccountEvent::stream_terminated(exchange, reason));
188}
189
190/// Parse a boolean environment-variable value using the single cross-venue policy.
191///
192/// Accepts only `"true"` / `"false"` (case-insensitive, surrounding whitespace trimmed); every other
193/// value returns `None` so the caller can surface an explicit "must be true or false" error rather
194/// than silently coercing. Deliberately does **not** accept `"1"`/`"0"` or other truthy spellings —
195/// one strict, unambiguous spelling shared by every venue's `from_env` (Alpaca `ALPACA_PAPER`,
196/// Binance `BINANCE_TESTNET`, Hyperliquid `HYPERLIQUID_TESTNET`) keeps the network-selection toggle
197/// impossible to misread.
198//
199// Gated to the venues that read env-bool toggles so the crate's default-empty feature set does not
200// warn this as unused.
201#[cfg(any(feature = "alpaca", feature = "binance", feature = "hyperliquid"))]
202pub(crate) fn parse_env_bool(value: &str) -> Option<bool> {
203 let trimmed = value.trim();
204 if trimmed.eq_ignore_ascii_case("true") {
205 Some(true)
206 } else if trimmed.eq_ignore_ascii_case("false") {
207 Some(false)
208 } else {
209 None
210 }
211}
212
213#[derive(Debug, Clone, PartialEq, Deserialize, Serialize, From)]
214#[non_exhaustive]
215pub enum AccountEventKind<ExchangeKey, AssetKey, InstrumentKey> {
216 /// Full [`AccountSnapshot`] - replaces all existing state.
217 Snapshot(AccountSnapshot<ExchangeKey, AssetKey, InstrumentKey>),
218
219 /// Single [`AssetBalance`] snapshot - replaces existing balance state.
220 ///
221 /// Sourced from a REST account snapshot: carries the **full** balance including any per-asset
222 /// margin debt (`borrowed`/`interest`). This is the authoritative source for debt totals.
223 BalanceSnapshot(Snapshot<AssetBalance<AssetKey>>),
224
225 /// Single [`AssetBalanceUpdate`] - applies a WS partial (`free`/`locked` only).
226 ///
227 /// Sourced from an exchange WS user-data stream (e.g. Binance `outboundAccountPosition`). It
228 /// carries **no** margin debt, so applying it updates `free`/`locked` while **preserving** any
229 /// existing [`MarginDetails`](balance::MarginDetails) — debt cannot be silently clobbered by a
230 /// stream update. Debt totals remain as fresh as the last [`BalanceSnapshot`](Self::BalanceSnapshot).
231 BalanceStreamUpdate(Snapshot<AssetBalanceUpdate<AssetKey>>),
232
233 /// Live per-instrument isolated-margin balance update (`free`/`locked` per side).
234 ///
235 /// The stream counterpart of [`InstrumentAccountSnapshot::isolated`] for venues with per-pair
236 /// isolated sub-accounts (e.g. Binance isolated margin). Carries a point-in-time `free`/`locked`
237 /// **snapshot** for the pair's `base` and `quote` assets — NOT a delta — keyed by instrument
238 /// rather than asset, because isolated balances are per-`(pair, asset)` and cannot be folded
239 /// into the asset-keyed balance state without collision (see [`InstrumentBalanceUpdate`]).
240 ///
241 /// The engine deliberately does **not** store this (the per-asset balance state is informational
242 /// only and the engine never reads it for sizing/gating); a consumer reads it off the account
243 /// event feed. Debt totals stay as fresh as the last
244 /// [`BalanceSnapshot`](Self::BalanceSnapshot) per the debt-freshness contract.
245 InstrumentBalanceUpdate(InstrumentBalanceUpdate<AssetKey, InstrumentKey>),
246
247 /// Single [`Order`] snapshot - used to upsert existing order state if it's more recent.
248 ///
249 /// This variant covers general order updates, and open order responses.
250 OrderSnapshot(Snapshot<Order<ExchangeKey, InstrumentKey, OrderState<AssetKey, InstrumentKey>>>),
251
252 /// Response to an [`OrderRequestCancel<ExchangeKey, InstrumentKey>`](order::request::OrderRequestOpen).
253 OrderCancelled(OrderResponseCancel<ExchangeKey, AssetKey, InstrumentKey>),
254
255 /// [`Order<ExchangeKey, InstrumentKey, Open>`] partial or full-fill.
256 ///
257 /// The fee asset (`AssetKey`) may be the quote asset, base asset, or a third-party
258 /// asset (e.g., BNB on Binance). Use `fees.fees_quote` for quote-equivalent value
259 /// when available.
260 Trade(Trade<AssetKey, InstrumentKey>),
261
262 /// The account event stream has ended; no further events will arrive on it.
263 ///
264 /// This is the in-band, programmatic signal that a stream died — delivered on the **same**
265 /// account feed as every other event rather than being inferred from channel EOF or read from
266 /// logs. The [`StreamTerminationReason`] distinguishes a venue that exhausted its reconnect
267 /// budget from an unrecoverable error, so the consumer can apply its own recovery policy
268 /// (re-establish the stream, re-sync via REST, halt trading). The library reports *that* and
269 /// *why* the stream ended; it does not prescribe the response.
270 ///
271 /// Only terminations deliverable while the consumer is still listening are signalled: a
272 /// consumer-initiated drop closes the receiver, so there is no one left to deliver to (see
273 /// [`StreamTerminationReason`] for the deliverable-only rationale).
274 StreamTerminated(StreamTerminationReason),
275
276 /// Fill recovery gave up on a span of fills: fills in it may not have been delivered.
277 ///
278 /// Sent by venues that recover missed fills after a reconnect (Binance Spot and Margin,
279 /// Alpaca) when a recovery read fails for good, once per failed read. The stream carries on.
280 /// The engine logs it and changes no state; reconciling is the consumer's policy. See
281 /// [`FillRecoveryGap`] for what the span covers and how to read it again.
282 FillRecoveryGaveUp(FillRecoveryGap<InstrumentKey>),
283
284 /// A trade delivered earlier was busted or corrected by the venue.
285 ///
286 /// The earlier [`Trade`](Self::Trade) is not withdrawn, so state built on it is wrong until
287 /// the consumer applies this. The engine logs it and changes no state; reversing the trade is
288 /// the consumer's policy. See [`TradeAmendment`](trade::TradeAmendment).
289 TradeAmended(trade::TradeAmendment<AssetKey, InstrumentKey>),
290
291 /// An attempt to re-initialise the account stream after it ended failed. Attempts continue
292 /// with backoff.
293 ///
294 /// Sent by a consumer that re-initialises the account stream itself, such as the `rustrade`
295 /// crate's `ExecutionManager`, once per failed attempt and in order with the other account
296 /// events. It reports that the account link is still down, so it is not evidence the link is
297 /// up. The engine logs it and changes no state. How long to keep waiting, and whether to halt
298 /// or alert, is the consumer's policy. See [`AccountReinitFailure`](error::AccountReinitFailure).
299 ReinitFailed(error::AccountReinitFailure<AssetKey, InstrumentKey>),
300
301 /// Cash moved into or out of the account other than by a trade: funding, interest, a borrow
302 /// fee or a rebate, as the venue posted it.
303 ///
304 /// A flow is a delta, signed positive when the account received it. The engine adds a flow
305 /// attributed to an instrument to the `carry` of that instrument's open position (see
306 /// `Position::carry` in `rustrade`), and applies none to balances: the venue's balances already
307 /// include what it has posted. See [`CashFlow`] for which venues send it.
308 CashFlow(cash_flow::CashFlow<AssetKey, InstrumentKey>),
309
310 /// The venue reported a change in the account's margin or liquidation state: a margin call, a
311 /// liquidation warning, a liquidation under way, or that one of those no longer holds.
312 ///
313 /// A notice changes no balance or position. The engine logs it, at `warn` when
314 /// [`NoticeKind::is_escalation`] and at `info` otherwise, and changes no state; what to do
315 /// about it is the consumer's policy. A notice sent while the stream was disconnected is not
316 /// recovered. See [`AccountNotice`] for which venues send it.
317 Notice(notice::AccountNotice<InstrumentKey>),
318}
319
320impl<ExchangeKey, AssetKey, InstrumentKey> AccountEvent<ExchangeKey, AssetKey, InstrumentKey>
321where
322 AssetKey: Eq,
323 InstrumentKey: Eq,
324{
325 pub fn snapshot(self) -> Option<AccountSnapshot<ExchangeKey, AssetKey, InstrumentKey>> {
326 match self.kind {
327 AccountEventKind::Snapshot(snapshot) => Some(snapshot),
328 _ => None,
329 }
330 }
331}
332
333#[derive(
334 Debug, Clone, PartialEq, Eq, PartialOrd, Ord, Hash, Deserialize, Serialize, Constructor,
335)]
336pub struct AccountSnapshot<
337 ExchangeKey = ExchangeIndex,
338 AssetKey = AssetIndex,
339 InstrumentKey = InstrumentIndex,
340> {
341 pub exchange: ExchangeKey,
342 pub balances: Vec<AssetBalance<AssetKey>>,
343 pub instruments: Vec<InstrumentAccountSnapshot<ExchangeKey, AssetKey, InstrumentKey>>,
344}
345
346/// serde `default` for an `Option` field whose inner type is generic — returns `None` without
347/// requiring the inner type to be `Default` (see the `isolated` field below).
348fn none_option<T>() -> Option<T> {
349 None
350}
351
352/// One instrument's slice of an [`AccountSnapshot`]: its orders, and its position or isolated
353/// balances where the venue has them.
354#[derive(
355 Debug, Clone, PartialEq, Eq, PartialOrd, Ord, Hash, Deserialize, Serialize, Constructor,
356)]
357pub struct InstrumentAccountSnapshot<
358 ExchangeKey = ExchangeIndex,
359 AssetKey = AssetIndex,
360 InstrumentKey = InstrumentIndex,
361> {
362 pub instrument: InstrumentKey,
363 /// Orders the venue reported for this instrument, keyed by the `ClientOrderId` the order was
364 /// placed with where the venue reports it.
365 ///
366 /// Whether this is **every** order open at the venue is stated by
367 /// [`orders_complete`](Self::orders_complete), not implied by the list.
368 #[serde(default = "Vec::new")]
369 pub orders: Vec<OrderSnapshot<ExchangeKey, AssetKey, InstrumentKey>>,
370 /// `true` only when [`orders`](Self::orders) lists every order open at the venue for this
371 /// instrument when it was read, each under the `ClientOrderId` it was placed with.
372 ///
373 /// A consumer may then read an order's **absence** as "no longer open": it filled, was
374 /// cancelled or expired. The engine does exactly that, retiring a tracked order a complete
375 /// list omits. A wrong `true` therefore retires live orders, so a client sets it only when
376 /// nothing can be missing:
377 /// - the read covered every open order, with no page cap or partial result;
378 /// - no open order was dropped on conversion;
379 /// - each order carries the id it was placed with, so a tracked order can be found in it.
380 ///
381 /// `false` claims nothing about absent orders, and is the default for a snapshot that does not
382 /// say.
383 #[serde(default)]
384 pub orders_complete: bool,
385 /// The venue's position in this instrument, for any instrument whose holding the venue
386 /// tracks separately from cash balances: perpetuals, futures, options, and equities (e.g.
387 /// Alpaca).
388 ///
389 /// [`PositionReport::Unreported`] when the venue does not report positions, for holdings
390 /// reported as asset balances instead, such as spot crypto, and when the read could not
391 /// establish the position. [`PositionReport::Flat`] is a claim that the venue holds none, so
392 /// a client reports it only when it read every position the venue has for the instrument. See
393 /// each client's `account_snapshot` for what it reports.
394 ///
395 /// A client that reports positions lists each instrument it was asked for whose position it
396 /// can establish, flat ones included. An instrument it leaves out, like one it reports as
397 /// `Unreported`, is unknown, never flat: a client can be unable to establish a position (see
398 /// its `account_snapshot`). Asked for all instruments (an empty list), it may list only those
399 /// with something to report.
400 #[serde(default, skip_serializing_if = "PositionReport::is_unreported")]
401 pub position: PositionReport,
402 /// Per-pair isolated-margin balances and risk, for venues with isolated sub-accounts
403 /// (e.g. Binance isolated margin). `None` for cross margin, spot, and all other contexts.
404 ///
405 /// Surfaced here — attached to the instrument — rather than folded into the asset-keyed
406 /// [`AccountSnapshot::balances`] because isolated sub-accounts are per-`(pair, asset)`: the same
407 /// asset (e.g. `USDT`) in two isolated pairs is a separate pool, which the asset-keyed balance
408 /// model cannot represent without collision. The engine does not store this; a consumer reads
409 /// it off the snapshot to compose per-pair risk. See [`IsolatedInstrumentState`].
410 ///
411 // `default = "none_option"` (not a bare `#[serde(default)]`) avoids serde inferring a spurious
412 // `AssetKey: Default` bound: a bare default on a generic-typed field conservatively requires the
413 // field type to be `Default` (the `position` field escapes this only because `PositionReport` is
414 // concrete). Naming a function makes serde *call* it instead, requiring only `AssetKey: Deserialize`.
415 #[serde(default = "none_option", skip_serializing_if = "Option::is_none")]
416 pub isolated: Option<IsolatedInstrumentState<AssetKey>>,
417}
418
419/// Per-pair isolated-margin state attached to an [`InstrumentAccountSnapshot`].
420///
421/// Binance isolated margin (and other CEX isolated/per-pair sub-accounts) hold balances
422/// per-`(pair, asset)`, not per-asset, so they are surfaced attached to the instrument rather than
423/// in the asset-keyed [`AccountSnapshot::balances`]. A consumer composes per-pair risk from `base`,
424/// `quote`, and `risk`.
425#[derive(
426 Debug, Clone, PartialEq, Eq, PartialOrd, Ord, Hash, Deserialize, Serialize, Constructor,
427)]
428pub struct IsolatedInstrumentState<AssetKey = AssetIndex> {
429 /// Base-asset balance of the pair's isolated sub-account (carries per-asset debt).
430 pub base: AssetBalance<AssetKey>,
431 /// Quote-asset balance of the pair's isolated sub-account (carries per-asset debt).
432 pub quote: AssetBalance<AssetKey>,
433 /// Per-pair risk metrics — snapshot-fresh, not live (see [`IsolatedMarginRisk`]).
434 pub risk: IsolatedMarginRisk,
435}
436
437/// Per-pair isolated-margin risk metrics, surfaced on [`IsolatedInstrumentState`].
438///
439/// Every field is `Option` — a venue may omit any given metric, and a missing metric must not
440/// drop the surrounding balance snapshot.
441///
442/// # Freshness
443/// These are **snapshot-only**: authoritative as of the last `account_snapshot` and refreshed on
444/// snapshot. Unlike balances, there is **no live-stream twin** — the WS `outboundAccountPosition`
445/// frame carries no margin-level / liquidation data. The live signal for risk crossing a threshold
446/// is the venue's `MARGIN_LEVEL_STATUS_CHANGE` event (surfaced observably, not accumulated here).
447#[derive(
448 Debug,
449 Copy,
450 Clone,
451 PartialEq,
452 Eq,
453 PartialOrd,
454 Ord,
455 Hash,
456 Default,
457 Deserialize,
458 Serialize,
459 Constructor,
460)]
461pub struct IsolatedMarginRisk {
462 /// Margin level of the isolated pair (collateral-to-debt ratio); higher is safer.
463 pub margin_level: Option<Decimal>,
464 /// Margin ratio of the isolated pair.
465 pub margin_ratio: Option<Decimal>,
466 /// Estimated liquidation price for the isolated pair.
467 pub liquidation_price: Option<Decimal>,
468}
469
470/// Live per-instrument isolated-margin balance update payload (the
471/// [`AccountEventKind::InstrumentBalanceUpdate`] counterpart of [`IsolatedInstrumentState`]).
472///
473/// Carries a point-in-time `free`/`locked` **snapshot** for the pair's `base` and `quote` assets —
474/// NOT a delta — keyed by instrument. Structurally analogous to [`AssetBalanceUpdate`] but
475/// per-instrument: it carries no debt, so applying it keeps `free`/`locked` live while preserving
476/// any known per-asset debt (use [`Balance::apply_stream_update`](balance::Balance::apply_stream_update)).
477#[derive(
478 Debug, Clone, PartialEq, Eq, PartialOrd, Ord, Hash, Deserialize, Serialize, Constructor,
479)]
480pub struct InstrumentBalanceUpdate<AssetKey = AssetIndex, InstrumentKey = InstrumentIndex> {
481 /// Instrument (isolated pair) the update applies to.
482 pub instrument: InstrumentKey,
483 /// Base-asset `free`/`locked` update for the pair's isolated sub-account.
484 pub base: AssetBalanceUpdate<AssetKey>,
485 /// Quote-asset `free`/`locked` update for the pair's isolated sub-account.
486 pub quote: AssetBalanceUpdate<AssetKey>,
487}
488
489impl<ExchangeKey, AssetKey, InstrumentKey> AccountSnapshot<ExchangeKey, AssetKey, InstrumentKey> {
490 pub fn time_most_recent(&self) -> Option<DateTime<Utc>> {
491 let order_times = self.instruments.iter().flat_map(|instrument| {
492 instrument
493 .orders
494 .iter()
495 .filter_map(|order| order.state.time_exchange())
496 });
497 let balance_times = self.balances.iter().map(|balance| balance.time_exchange);
498
499 order_times.chain(balance_times).max()
500 }
501
502 pub fn assets(&self) -> impl Iterator<Item = &AssetKey> {
503 self.balances.iter().map(|balance| &balance.asset)
504 }
505
506 pub fn instruments(&self) -> impl Iterator<Item = &InstrumentKey> {
507 self.instruments.iter().map(|snapshot| &snapshot.instrument)
508 }
509}
510
511// Both tests exercise the feature-gated `emit_stream_terminated`, so this module compiles under the
512// same venue features — no feature → no function → no test for it.
513#[cfg(all(
514 test,
515 any(
516 feature = "alpaca",
517 feature = "binance",
518 feature = "ibkr",
519 feature = "hyperliquid"
520 )
521))]
522#[allow(clippy::unwrap_used, clippy::expect_used)] // Test code: panics on bad input are acceptable
523mod tests {
524 use super::*;
525
526 /// The shared terminal-emit helper every venue connector funnels through must deliver an
527 /// in-band [`AccountEventKind::StreamTerminated`] carrying the given exchange and reason.
528 #[test]
529 fn emit_stream_terminated_delivers_event_in_band() {
530 let (tx, mut rx) = mpsc::unbounded_channel::<UnindexedAccountEvent>();
531 let reason = StreamTerminationReason::ReconnectBudgetExhausted {
532 attempts: 7,
533 last_error: "socket reset".to_string(),
534 };
535
536 emit_stream_terminated(&tx, ExchangeId::BinanceSpot, reason.clone());
537
538 let event = rx.try_recv().expect("expected a terminal event");
539 assert_eq!(event.exchange, ExchangeId::BinanceSpot);
540 assert!(
541 matches!(event.kind, AccountEventKind::StreamTerminated(r) if r == reason),
542 "expected StreamTerminated carrying the supplied reason",
543 );
544 }
545
546 /// A failed re-init survives a serde round trip, so audit and replay keep it, error and all.
547 #[test]
548 fn a_reinit_failure_round_trips_through_serde() {
549 use crate::error::{
550 AccountReinitFailure, AccountStreamInitError, ClientError, ConnectivityError,
551 };
552
553 let event = AccountEvent::new(
554 ExchangeIndex::new(0),
555 AccountEventKind::ReinitFailed(AccountReinitFailure::new(
556 3,
557 AccountStreamInitError::Client(ClientError::Connectivity(
558 ConnectivityError::Timeout,
559 )),
560 )),
561 );
562
563 let json = serde_json::to_string(&event).unwrap();
564 let decoded: AccountEvent = serde_json::from_str(&json).unwrap();
565
566 assert_eq!(decoded, event);
567 }
568
569 /// Per the D6 consumer-drop decision, emitting after the consumer dropped the receiver is a
570 /// best-effort silent no-op — it must not panic (there is no one left to deliver to).
571 #[test]
572 fn emit_stream_terminated_is_noop_when_receiver_dropped() {
573 let (tx, rx) = mpsc::unbounded_channel::<UnindexedAccountEvent>();
574 drop(rx);
575
576 // Must not panic even though the send is dropped on the floor.
577 emit_stream_terminated(
578 &tx,
579 ExchangeId::HyperliquidPerp,
580 StreamTerminationReason::Error("stream closed".to_string()),
581 );
582 }
583}