Struct TradingRateLimiter 

pub struct TradingRateLimiter { /* private fields */ }

Trading rate limiter with order lifetime penalty tracking.

Tracks orders and calculates appropriate rate limit penalties when they are cancelled based on their age.

Implementations

impl TradingRateLimiter

pub fn new(max_counter: u32, decay_rate_per_sec: f64) -> Self

Create a new trading rate limiter.

Arguments

• max_counter - Maximum counter value
• decay_rate_per_sec - How much the counter decays per second

pub fn try_place_order( &mut self, order_id: &str, info: OrderTrackingInfo, ) -> Result<(), Duration>

Try to acquire capacity for a new order.

Returns Ok(()) if allowed, Err(wait_time) if rate limited.

pub fn track_order( &mut self, order_id: impl Into<String>, info: OrderTrackingInfo, )

Track an order that was placed (without rate limit check).

Use this when the order was already placed successfully.

pub fn cancel_penalty(age: Duration) -> u32

Calculate the penalty for cancelling an order.

Returns the penalty in points based on the order’s age.

pub fn try_cancel_order(&mut self, order_id: &str) -> Result<u32, Duration>

Try to cancel an order with rate limit penalty.

Returns Ok(penalty) if allowed (with the penalty that was applied), or Err(wait_time) if rate limited.

pub fn order_cancelled(&mut self, order_id: &str)

Notify the limiter that an order was cancelled (without rate limit check).

Use this when the cancellation was already processed.

pub fn order_filled(&mut self, order_id: &str)

Notify the limiter that an order was filled.

Filled orders don’t incur cancellation penalties.

pub fn current_counter(&self) -> f64

Get the current counter value (unscaled).

pub fn available_capacity(&self) -> f64

Get the available capacity (unscaled).

pub fn would_allow_place(&self) -> bool

Check if placing an order would be allowed.

pub fn tracked_orders(&self) -> usize

Get the number of tracked orders.

pub fn cleanup(&mut self)

Clean up expired order tracking entries.

Trait Implementations

impl Debug for TradingRateLimiter

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

Formats the value using the given formatter.

impl Default for TradingRateLimiter

fn default() -> Self

Returns the “default value” for a type.