Struct LiveRiskEngineConfig 

pub struct LiveRiskEngineConfig {
    pub bypass: bool,
    pub max_order_submit_rate: String,
    pub max_order_modify_rate: String,
    pub max_notional_per_order: HashMap<String, String>,
    pub debug: bool,
    pub qsize: u32,
}

Configuration for live risk engines.

Fields

bypass: bool

If all pre-trade risk checks should be bypassed.

max_order_submit_rate: String

The maximum submit order rate as limit/HH:MM:SS.

max_order_modify_rate: String

The maximum modify order rate as limit/HH:MM:SS.

max_notional_per_order: HashMap<String, String>

The maximum notional per order keyed by instrument ID.

Entries map instrument ID strings to decimal notional strings.

debug: bool

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

qsize: u32

The queue size for the engine’s internal queue buffers.

Not implemented on the current live runtime; validate_runtime_support rejects any value other than the default.

Implementations

impl LiveRiskEngineConfig

pub fn builder() -> LiveRiskEngineConfigBuilder

Create an instance of LiveRiskEngineConfig using the builder syntax

Trait Implementations

impl Clone for LiveRiskEngineConfig

fn clone(&self) -> LiveRiskEngineConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LiveRiskEngineConfig

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

Formats the value using the given formatter.

impl Default for LiveRiskEngineConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for LiveRiskEngineConfig

where LiveRiskEngineConfig: Default,

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for LiveRiskEngineConfig

impl From<LiveRiskEngineConfig> for RiskEngineConfig

fn from(config: LiveRiskEngineConfig) -> Self

Converts to this type from the input type.

impl PartialEq for LiveRiskEngineConfig

fn eq(&self, other: &LiveRiskEngineConfig) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for LiveRiskEngineConfig

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for LiveRiskEngineConfig