Struct ExecutionManagerConfig 

pub struct ExecutionManagerConfig {

    pub trader_id: TraderId,
    pub reconciliation: bool,
    pub lookback_mins: Option<u64>,
    pub reconciliation_instrument_ids: IndexSet<InstrumentId>,
    pub filter_unclaimed_external: bool,
    pub filter_position_reports: bool,
    pub filtered_client_order_ids: IndexSet<ClientOrderId>,
    pub generate_missing_orders: bool,
    pub inflight_check_interval_ms: u32,
    pub inflight_threshold_ms: u64,
    pub inflight_max_retries: u32,
    pub open_check_interval_secs: Option<f64>,
    pub open_check_lookback_mins: Option<u64>,
    pub open_check_threshold_ns: u64,
    pub open_check_missing_retries: u32,
    pub open_check_open_only: bool,
    pub max_single_order_queries_per_cycle: u32,
    pub single_order_query_delay_ms: u32,
    pub position_check_interval_secs: Option<f64>,
    pub position_check_lookback_mins: u64,
    pub position_check_threshold_ns: u64,
    pub position_check_retries: u32,
    pub purge_closed_orders_buffer_mins: Option<u32>,
    pub purge_closed_positions_buffer_mins: Option<u32>,
    pub purge_account_events_lookback_mins: Option<u32>,
    pub purge_from_database: bool,
}

Configuration for execution manager.

Fields

trader_id: TraderId

The trader ID for generated orders.

reconciliation: bool

If reconciliation is active at start-up.

lookback_mins: Option<u64>

Number of minutes to look back during reconciliation.

reconciliation_instrument_ids: IndexSet<InstrumentId>

Instrument IDs to include during reconciliation (empty => all).

filter_unclaimed_external: bool

Whether to filter unclaimed external orders.

filter_position_reports: bool

Whether to filter position status reports during reconciliation.

filtered_client_order_ids: IndexSet<ClientOrderId>

Client order IDs excluded from reconciliation.

generate_missing_orders: bool

Whether to generate missing orders from reports.

inflight_check_interval_ms: u32

The interval (milliseconds) between checking whether in-flight orders have exceeded their threshold.

inflight_threshold_ms: u64

Threshold in milliseconds for inflight order checks.

inflight_max_retries: u32

Maximum number of retries for inflight checks.

open_check_interval_secs: Option<f64>

The interval (seconds) between checks for open orders at the venue.

open_check_lookback_mins: Option<u64>

The lookback minutes for open order checks.

open_check_threshold_ns: u64

Threshold in nanoseconds before acting on venue discrepancies for open orders.

open_check_missing_retries: u32

Maximum retries before resolving an open order missing at the venue.

open_check_open_only: bool

Whether open-order polling should only request open orders from the venue.

max_single_order_queries_per_cycle: u32

The maximum number of single-order queries per consistency check cycle.

single_order_query_delay_ms: u32

The delay (milliseconds) between consecutive single-order queries.

position_check_interval_secs: Option<f64>

The interval (seconds) between checks for open positions at the venue.

position_check_lookback_mins: u64

The lookback minutes for position consistency checks.

position_check_threshold_ns: u64

Threshold in nanoseconds before acting on venue discrepancies for positions.

position_check_retries: u32

Maximum retries before stopping position discrepancy reconciliation.

purge_closed_orders_buffer_mins: Option<u32>

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

purge_closed_positions_buffer_mins: Option<u32>

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

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.

Implementations

impl ExecutionManagerConfig

pub fn with_trader_id(self, trader_id: TraderId) -> Self

Sets the trader ID on the configuration.

Trait Implementations

impl Clone for ExecutionManagerConfig

fn clone(&self) -> ExecutionManagerConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ExecutionManagerConfig

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

Formats the value using the given formatter.

impl Default for ExecutionManagerConfig

fn default() -> Self

Returns the “default value” for a type.

impl From<&LiveExecEngineConfig> for ExecutionManagerConfig

fn from(config: &LiveExecEngineConfig) -> Self

Converts to this type from the input type.