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AccountEventDeduper

rustrade_execution::client::dedup

Struct AccountEventDeduper 

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pub struct AccountEventDeduper(/* private fields */);
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A shared, bounded record of the fills already delivered, for a consumer that takes the same fill from more than one source.

Fills reach a consumer by more than one path: the live stream, a read of the span the stream missed (see ExecutionClient::fetch_trades), and a replay when a stream reopens. Their spans overlap on purpose, so the same fill arrives twice. is_duplicate says whether a Trade event is one already seen, keyed by instrument and TradeId: whichever path delivered it, a fill has one id.

Only fills are recorded. An order snapshot, a cancellation or a notice can legitimately repeat (an order amended without a new fill is a second Open snapshot with the same quantity), so each is always passed on.

Clones share one record, which holds the 10,000 most recent keys and forgets the oldest first.

Call is_duplicate when the event is delivered, not when it is read: it records the event as seen, so an event read but never delivered would be dropped on its retry.

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impl AccountEventDeduper

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pub fn new() -> Self

An empty record.

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pub fn is_duplicate(&self, event: &UnindexedAccountEvent) -> bool

Whether event is a fill already seen. Records it as seen when it was not. Always false for an event that is not a fill.

Trait Implementations§

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impl Clone for AccountEventDeduper

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fn clone(&self) -> Self

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for AccountEventDeduper

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl Default for AccountEventDeduper

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fn default() -> Self

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

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