Struct ExecutionEngineConfig 

pub struct ExecutionEngineConfig {

    pub load_cache: bool,
    pub manage_own_order_books: bool,
    pub snapshot_orders: bool,
    pub snapshot_positions: bool,
    pub snapshot_positions_interval_secs: Option<f64>,
    pub carry_replay_events_on_reopen: bool,
    pub allow_overfills: bool,
    pub filter_unclaimed_external_orders: bool,
    pub external_clients: Option<Vec<ClientId>>,
    pub purge_closed_orders_interval_mins: Option<u32>,
    pub purge_closed_orders_buffer_mins: Option<u32>,
    pub purge_closed_positions_interval_mins: Option<u32>,
    pub purge_closed_positions_buffer_mins: Option<u32>,
    pub purge_account_events_interval_mins: Option<u32>,
    pub purge_account_events_lookback_mins: Option<u32>,
    pub purge_from_database: bool,
    pub debug: bool,
}

Configuration for ExecutionEngine instances.

Fields

load_cache: bool

If the cache should be loaded on initialization.

manage_own_order_books: bool

If the execution engine should maintain own/user order books based on commands and events.

snapshot_orders: bool

If order state snapshot lists are persisted to a backing database. Snapshots will be taken at every order state update (when events are applied).

snapshot_positions: bool

If position state snapshot lists are persisted to a backing database. Snapshots will be taken at position opened, changed, and closed (when events are applied).

snapshot_positions_interval_secs: Option<f64>

The interval (seconds) at which additional position state snapshots are persisted. If None then no additional snapshots will be taken.

carry_replay_events_on_reopen: bool

If position replay events and fill voids are carried across NETTING close/reopen cycles. Enable to keep fills from earlier cycles correctable by an OrderFillVoided.

allow_overfills: bool

If order fills exceeding order quantity are allowed (logs warning instead of raising). Useful when position reconciliation races with exchange fill events.

filter_unclaimed_external_orders: bool

If unclaimed venue orders should be filtered during execution reconciliation.

external_clients: Option<Vec<ClientId>>

The client IDs declared for external stream processing.

The execution engine will not attempt to send trading commands to these client IDs, assuming an external process will consume the serialized command messages from the bus and handle execution.

purge_closed_orders_interval_mins: Option<u32>

The interval (minutes) between purging closed orders from the in-memory cache.

purge_closed_orders_buffer_mins: Option<u32>

The time buffer (minutes) before closed orders can be purged.

purge_closed_positions_interval_mins: Option<u32>

The interval (minutes) between purging closed positions from the in-memory cache.

purge_closed_positions_buffer_mins: Option<u32>

The time buffer (minutes) before closed positions can be purged.

purge_account_events_interval_mins: Option<u32>

The interval (minutes) between purging account events from the in-memory cache.

purge_account_events_lookback_mins: Option<u32>

The time buffer (minutes) before account events can be purged.

purge_from_database: bool

If purge operations should also delete from the backing database.

debug: bool

If debug mode is active (will provide extra debug logging).

Implementations

impl ExecutionEngineConfig

pub fn builder() -> ExecutionEngineConfigBuilder

Create an instance of ExecutionEngineConfig using the builder syntax

impl ExecutionEngineConfig

pub fn validate(&self) -> ConfigResult<()>

Validates the execution engine configuration, collecting every field violation.

Errors

Returns a ConfigError (a ConfigError::Multiple when more than one field is invalid) if any field fails validation.

Trait Implementations

impl Clone for ExecutionEngineConfig

fn clone(&self) -> ExecutionEngineConfig

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for ExecutionEngineConfig

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

Formats the value using the given formatter.

impl Default for ExecutionEngineConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for ExecutionEngineConfig

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for ExecutionEngineConfig

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.