hyperliquid_backtest::live_trading

Struct LiveTradingEngine

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pub struct LiveTradingEngine {
Show 16 fields
    pub positions: HashMap<String, Position>,
    pub emergency_stop: Arc<AtomicBool>,
    pub account_balance: f64,
    pub retry_policy: RetryPolicy,
    pub pending_retries: HashMap<String, OrderRetryState>,
    pub retry_task: Option<JoinHandle<()>>,
    pub alert_sender: Option<Sender<AlertMessage>>,
    pub alert_receiver: Option<Receiver<AlertMessage>>,
    pub alert_task: Option<JoinHandle<()>>,
    pub safety_circuit_breaker_config: SafetyCircuitBreakerConfig,
    pub consecutive_failed_orders: u32,
    pub order_result_history: VecDeque<bool>,
    pub highest_account_value: f64,
    pub monitoring_task: Option<JoinHandle<()>>,
    pub detailed_logging: bool,
    pub monitoring_manager: Option<MonitoringManager>,
    /* private fields */

}
Expand description

Live trading engine for executing trades on Hyperliquid exchange

Fields§

§positions: HashMap<String, Position>

Current positions

§emergency_stop: Arc<AtomicBool>

Emergency stop flag

§account_balance: f64

Account balance

§retry_policy: RetryPolicy

Order retry policy

§pending_retries: HashMap<String, OrderRetryState>

Orders pending retry

§retry_task: Option<JoinHandle<()>>

Retry task

§alert_sender: Option<Sender<AlertMessage>>

Alert channel sender

§alert_receiver: Option<Receiver<AlertMessage>>

Alert channel receiver

§alert_task: Option<JoinHandle<()>>

Alert processing task

§safety_circuit_breaker_config: SafetyCircuitBreakerConfig

Safety circuit breaker configuration

§consecutive_failed_orders: u32

Consecutive failed orders count

§order_result_history: VecDeque<bool>

Recent order success/failure history

§highest_account_value: f64

Highest account value for drawdown calculation

§monitoring_task: Option<JoinHandle<()>>

Monitoring task

§detailed_logging: bool

Detailed logging enabled flag

§monitoring_manager: Option<MonitoringManager>

Monitoring manager

Implementations§

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impl LiveTradingEngine

Integration with LiveTradingEngine

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pub fn init_real_time_monitoring( &mut self, port: Option<u16>, ) -> Result<(), MonitoringError>

Initialize real-time monitoring

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pub fn send_monitoring_alert( &mut self, level: AlertLevel, message: &str, symbol: Option<&str>, order_id: Option<&str>, ) -> Result<(), MonitoringError>

Send monitoring alert

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pub fn record_trade_execution( &mut self, order_request: &OrderRequest, order_result: &OrderResult, execution_latency_ms: u64, ) -> Result<(), MonitoringError>

Record trade execution for monitoring

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pub fn update_performance_metrics(&mut self) -> Result<(), MonitoringError>

Update performance metrics for monitoring

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pub fn update_connection_metrics( &mut self, uptime_pct: f64, disconnection_count: usize, avg_reconnection_time_ms: f64, api_latency_ms: f64, ws_latency_ms: f64, ) -> Result<(), MonitoringError>

Update connection metrics for monitoring

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pub fn update_monitoring_dashboard(&mut self) -> Result<(), MonitoringError>

Update monitoring dashboard

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impl LiveTradingEngine

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pub async fn new( wallet: LocalWallet, risk_config: RiskConfig, api_config: ApiConfig, ) -> Result<Self, LiveTradingError>

Create a new live trading engine with the specified wallet and risk configuration

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pub async fn connect(&mut self) -> Result<(), LiveTradingError>

Connect to the exchange

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pub async fn disconnect(&mut self) -> Result<(), LiveTradingError>

Disconnect from the exchange

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pub async fn execute_order( &mut self, order: OrderRequest, ) -> Result<OrderResult, LiveTradingError>

Execute an order with safety mechanisms

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pub async fn cancel_order( &mut self, order_id: &str, ) -> Result<OrderResult, LiveTradingError>

Cancel an order

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pub fn get_positions(&self) -> &HashMap<String, Position>

Get current positions

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pub fn get_order_history(&self) -> &Vec<LiveOrder>

Get order history

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pub fn get_active_orders(&self) -> &HashMap<String, LiveOrder>

Get active orders

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pub fn get_account_balance(&self) -> f64

Get account balance

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pub fn get_portfolio_value(&self) -> f64

Get portfolio value (balance + position values)

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pub async fn emergency_stop(&mut self) -> Result<(), LiveTradingError>

Activate emergency stop with immediate order cancellation

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pub fn deactivate_emergency_stop(&self)

Deactivate emergency stop

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pub fn is_emergency_stop_active(&self) -> bool

Check if emergency stop is active

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pub async fn start_trading( &mut self, strategy: Box<dyn TradingStrategy>, ) -> Result<(), LiveTradingError>

Start trading with the given strategy

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pub fn stop_trading(&mut self)

Stop trading

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pub fn active_orders_count(&self) -> usize

Get active orders count

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pub fn active_order_ids(&self) -> Vec<String>

Get active order IDs

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pub fn monitoring_manager(&mut self) -> Option<&mut MonitoringManager>

Get monitoring manager

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pub async fn update_positions(&mut self) -> Result<(), LiveTradingError>

Update positions from exchange

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pub fn generate_account_summary(&self) -> AccountSummary

Generate account summary for monitoring

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pub fn generate_position_summary(&self) -> PositionSummary

Generate position summary for monitoring

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pub fn generate_order_summary(&self) -> OrderSummary

Generate order summary for monitoring

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pub fn generate_risk_summary(&self) -> RiskSummary

Generate risk summary for monitoring

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pub fn generate_system_status(&self) -> SystemStatus

Generate system status for monitoring

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pub fn get_recent_alerts(&self, limit: usize) -> Vec<AlertEntry>

Get recent alerts for monitoring

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pub fn generate_performance_snapshot(&self) -> PerformanceSnapshot

Generate performance snapshot for monitoring

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pub fn get_monitoring_manager(&mut self) -> &mut Option<MonitoringManager>

Get monitoring manager reference (accessor method)

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pub fn get_emergency_stop(&self) -> Arc<AtomicBool>

Get emergency stop flag (accessor)

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impl LiveTradingEngine

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pub async fn init_safety_mechanisms(&mut self) -> Result<(), LiveTradingError>

Initialize safety mechanisms

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pub fn send_alert( &self, level: AlertLevel, message: &str, symbol: Option<&str>, order_id: Option<&str>, )

Send an alert message

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pub fn schedule_retry( &mut self, order_request: OrderRequest, error: &str, ) -> Result<(), LiveTradingError>

Schedule an order for retry

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pub async fn cancel_all_orders(&mut self) -> Result<(), LiveTradingError>

Cancel all active orders

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pub fn check_safety_circuit_breakers(&mut self) -> Result<(), LiveTradingError>

Check safety circuit breakers

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pub fn update_order_result(&mut self, success: bool)

Update order result history

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pub fn log_order_details( &self, order_request: &OrderRequest, order_result: &OrderResult, )

Log detailed order information

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