Struct BitmexExecutionClient 

pub struct BitmexExecutionClient { /* private fields */ }

Implementations

impl BitmexExecutionClient

pub fn new( core: ExecutionClientCore, config: BitmexExecutionClientConfig, ) -> Result<Self>

Creates a new BitmexExecutionClient.

Errors

Returns an error if the broadcaster pool sizes are invalid, API credentials are unavailable, or either the HTTP or WebSocket client fails to construct.

Trait Implementations

impl Debug for BitmexExecutionClient

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

Formats the value using the given formatter.

impl ExecutionClient for BitmexExecutionClient

fn is_connected(&self) -> bool

fn client_id(&self) -> ClientId

fn account_id(&self) -> AccountId

fn venue(&self) -> Venue

fn oms_type(&self) -> OmsType

fn get_account(&self) -> Option<AccountAny>

fn generate_account_state( &self, balances: Vec<AccountBalance>, margins: Vec<MarginBalance>, reported: bool, ts_event: UnixNanos, info: Option<Params>, ) -> Result<()>

Generates and publishes the account state event.

fn start(&mut self) -> Result<()>

Starts the execution client.

fn stop(&mut self) -> Result<()>

Stops the execution client.

fn connect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Connects the client to the execution venue.

fn disconnect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Disconnects the client from the execution venue.

fn generate_order_status_report<'life0, 'life1, 'async_trait>( &'life0 self, cmd: &'life1 GenerateOrderStatusReport, ) -> Pin<Box<dyn Future<Output = Result<Option<OrderStatusReport>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Generates a single order status report.

fn generate_order_status_reports<'life0, 'life1, 'async_trait>( &'life0 self, cmd: &'life1 GenerateOrderStatusReports, ) -> Pin<Box<dyn Future<Output = Result<Vec<OrderStatusReport>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Generates multiple order status reports.

fn generate_fill_reports<'life0, 'async_trait>( &'life0 self, cmd: GenerateFillReports, ) -> Pin<Box<dyn Future<Output = Result<Vec<FillReport>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Generates fill reports based on execution results.

fn generate_position_status_reports<'life0, 'life1, 'async_trait>( &'life0 self, cmd: &'life1 GeneratePositionStatusReports, ) -> Pin<Box<dyn Future<Output = Result<Vec<PositionStatusReport>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Generates position status reports.

fn generate_mass_status<'life0, 'async_trait>( &'life0 self, lookback_mins: Option<u64>, ) -> Pin<Box<dyn Future<Output = Result<Option<ExecutionMassStatus>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Generates mass status for executions.

fn query_account(&self, _cmd: QueryAccount) -> Result<()>

Queries the status of an account.

fn query_order(&self, cmd: QueryOrder) -> Result<()>

Queries the status of an order.

fn submit_order(&self, cmd: SubmitOrder) -> Result<()>

Submits a single order command to the execution venue.

fn submit_order_list(&self, cmd: SubmitOrderList) -> Result<()>

Submits a list of orders to the execution venue.

fn modify_order(&self, cmd: ModifyOrder) -> Result<()>

Modifies an existing order.

fn cancel_order(&self, cmd: CancelOrder) -> Result<()>

Cancels a specific order.

fn cancel_all_orders(&self, cmd: CancelAllOrders) -> Result<()>

Cancels all orders.

fn batch_cancel_orders(&self, cmd: BatchCancelOrders) -> Result<()>

Cancels a batch of orders.

fn position_reconciliation_tolerance(&self) -> Decimal

Returns the maximum absolute position difference tolerated during reconciliation.

fn handles_order_venue(&self, venue: Venue) -> bool

Returns whether this client can execute orders for the given instrument venue.

fn provides_bulk_position_coverage(&self, _instrument_id: InstrumentId) -> bool

Returns whether a bulk position status report request provides complete coverage for the given instrument, so that an absent report is evidence the position is flat.

fn reset(&mut self) -> Result<(), Error>

Resets the execution client to its initial state.

fn dispose(&mut self) -> Result<(), Error>

Disposes of client resources and cleans up.

fn batch_modify_orders(&self, cmd: BatchModifyOrders) -> Result<(), Error>

Modifies a batch of orders.

fn register_external_order( &self, _client_order_id: ClientOrderId, _venue_order_id: VenueOrderId, _instrument_id: InstrumentId, _strategy_id: StrategyId, _ts_init: UnixNanos, )

Registers an external order for tracking by the execution client.

fn on_instrument(&mut self, _instrument: InstrumentAny)

Handles an instrument update received via the message bus.

fn calculate_commission( &self, instrument: &InstrumentAny, last_qty: Quantity, last_px: Price, liquidity_side: LiquiditySide, ) -> Result<Option<Money>, Error>

Calculates the commission for a reconciliation fill.