Struct OrderLatencyTracker 

pub struct OrderLatencyTracker { /* private fields */ }

Records open orders and accumulates latency samples for each lifecycle phase.

Example

use fin_primitives::latency::{OrderLatencyTracker, LatencyPhase};
use fin_primitives::types::NanoTimestamp;

let mut tracker = OrderLatencyTracker::new();
let t0 = NanoTimestamp::new(1_000_000_000);
let t1 = NanoTimestamp::new(1_000_001_000);
let t2 = NanoTimestamp::new(1_000_002_500);
let t3 = NanoTimestamp::new(1_000_003_000);

tracker.record_submit("ord1", t0);
tracker.record_ack("ord1", t1).unwrap();
tracker.record_fill("ord1", t2).unwrap();
tracker.record_book_update("ord1", t3).unwrap();

let stats = tracker.stats(LatencyPhase::SubmitToAck).unwrap();
assert_eq!(stats.count, 1);
assert_eq!(stats.p50_ns, 1000);

Implementations

impl OrderLatencyTracker

pub fn new() -> Self

Creates a new empty OrderLatencyTracker.

pub fn record_submit(&mut self, order_id: impl Into<String>, ts: NanoTimestamp)

Records the submission timestamp of order_id.

If a record for order_id already exists it is reset.

pub fn record_ack( &mut self, order_id: &str, ts: NanoTimestamp, ) -> Result<(), FinError>

Records the acknowledgement timestamp of order_id.

Stores the submit→ack latency sample.

Errors

• FinError::InvalidInput if order_id is unknown or submit was not recorded.
• FinError::InvalidInput if ack timestamp is before submit timestamp.

pub fn record_fill( &mut self, order_id: &str, ts: NanoTimestamp, ) -> Result<(), FinError>

Records the fill timestamp of order_id.

Stores the ack→fill latency sample.

Errors

• FinError::InvalidInput if order_id is unknown or ack was not recorded.
• FinError::InvalidInput if fill timestamp is before ack timestamp.

pub fn record_book_update( &mut self, order_id: &str, ts: NanoTimestamp, ) -> Result<(), FinError>

Records the book-update timestamp of order_id and removes it from pending.

Stores the fill→book-update latency sample.

Errors

• FinError::InvalidInput if order_id is unknown or fill was not recorded.
• FinError::InvalidInput if book_update timestamp is before fill timestamp.

pub fn stats(&self, phase: LatencyPhase) -> Option<PhaseStats>

Returns percentile statistics for phase, or None if no samples exist.

pub fn pending_count(&self) -> usize

Returns the number of orders still awaiting lifecycle completion.

pub fn samples(&self, phase: LatencyPhase) -> &[i64]

Returns all accumulated samples for phase.

Trait Implementations

impl Debug for OrderLatencyTracker

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

Formats the value using the given formatter.

impl Default for OrderLatencyTracker

fn default() -> Self

Returns the “default value” for a type.