RiskEngine

fx_risk::engine

Struct RiskEngine 

Source 
pub struct RiskEngine { /* private fields */ }
Expand description

Risk engine for pre-trade validation

Implementations§

Source§

impl RiskEngine

Source

pub fn new(limits: RiskLimits) -> Self

Source

pub fn check_order( &self, instrument: &str, side: Side, quantity: Quantity, order_id: OrderId, ) -> Result<()>

Source

pub fn update_position(&self, instrument: &str, side: Side, quantity: Quantity)

Source

pub fn remove_order(&self, order_id: OrderId)

Source

pub fn get_position(&self, instrument: &str) -> i64

Get current position for an instrument

Source

pub fn positions(&self) -> &DashMap<String, Position>

Get all positions (for exposure calculation)

Source

pub fn open_orders(&self) -> &DashMap<OrderId, Quantity>

Get open orders (for exposure calculation)

Source

pub fn limits(&self) -> &Arc<RiskLimits>

Get risk limits

Auto Trait Implementations§

Blanket Implementations§

Source§

impl<T> Any for T
where T: 'static + ?Sized,

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

impl<T> Borrow<T> for T
where T: ?Sized,

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

impl<T> BorrowMut<T> for T
where T: ?Sized,

Source§

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

Source§

impl<T, U> Into<U> for T
where U: From<T>,

Source§

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

Source§

impl<T, U> TryFrom<U> for T
where U: Into<T>,

Source§

type Error = Infallible

The type returned in the event of a conversion error.
Source§

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
Source§

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

Source§

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
Source§

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.