Trait PluginStrategy

Source

pub trait PluginStrategy:
    'static
    + Send
    + Sized {
    const TYPE_NAME: &'static str;
Show 52 methods
    // Required method
    fn new(
        host: *const HostVTable,
        ctx: *const HostContext,
        config_json: &str,
    ) -> Self;

    // Provided methods
    fn on_start(&mut self) -> Result<()> { ... }
    fn on_stop(&mut self) -> Result<()> { ... }
    fn on_resume(&mut self) -> Result<()> { ... }
    fn on_reset(&mut self) -> Result<()> { ... }
    fn on_dispose(&mut self) -> Result<()> { ... }
    fn on_degrade(&mut self) -> Result<()> { ... }
    fn on_fault(&mut self) -> Result<()> { ... }
    fn on_time_event(&mut self, event: &TimeEvent) -> Result<()> { ... }
    fn on_data(&mut self, data: PluginCustomDataRef) -> Result<()> { ... }
    fn on_instrument(&mut self, instrument: &InstrumentAny) -> Result<()> { ... }
    fn on_book_deltas(&mut self, deltas: &OrderBookDeltas) -> Result<()> { ... }
    fn on_book(&mut self, book: &OrderBook) -> Result<()> { ... }
    fn on_quote(&mut self, quote: &QuoteTick) -> Result<()> { ... }
    fn on_trade(&mut self, trade: &TradeTick) -> Result<()> { ... }
    fn on_bar(&mut self, bar: &Bar) -> Result<()> { ... }
    fn on_mark_price(&mut self, mark_price: &MarkPriceUpdate) -> Result<()> { ... }
    fn on_index_price(&mut self, index_price: &IndexPriceUpdate) -> Result<()> { ... }
    fn on_funding_rate(
        &mut self,
        funding_rate: &FundingRateUpdate,
    ) -> Result<()> { ... }
    fn on_option_greeks(&mut self, greeks: &OptionGreeks) -> Result<()> { ... }
    fn on_option_chain(&mut self, chain: &OptionChainSlice) -> Result<()> { ... }
    fn on_instrument_status(&mut self, status: &InstrumentStatus) -> Result<()> { ... }
    fn on_instrument_close(&mut self, close: &InstrumentClose) -> Result<()> { ... }
    fn on_signal(&mut self, signal: &Signal) -> Result<()> { ... }
    fn on_order_initialized(&mut self, event: &OrderInitialized) -> Result<()> { ... }
    fn on_order_submitted(&mut self, event: &OrderSubmitted) -> Result<()> { ... }
    fn on_order_accepted(&mut self, event: &OrderAccepted) -> Result<()> { ... }
    fn on_order_rejected(&mut self, event: &OrderRejected) -> Result<()> { ... }
    fn on_order_filled(&mut self, event: &OrderFilled) -> Result<()> { ... }
    fn on_order_canceled(&mut self, event: &OrderCanceled) -> Result<()> { ... }
    fn on_order_expired(&mut self, event: &OrderExpired) -> Result<()> { ... }
    fn on_order_triggered(&mut self, event: &OrderTriggered) -> Result<()> { ... }
    fn on_order_denied(&mut self, event: &OrderDenied) -> Result<()> { ... }
    fn on_order_emulated(&mut self, event: &OrderEmulated) -> Result<()> { ... }
    fn on_order_released(&mut self, event: &OrderReleased) -> Result<()> { ... }
    fn on_order_pending_update(
        &mut self,
        event: &OrderPendingUpdate,
    ) -> Result<()> { ... }
    fn on_order_pending_cancel(
        &mut self,
        event: &OrderPendingCancel,
    ) -> Result<()> { ... }
    fn on_order_modify_rejected(
        &mut self,
        event: &OrderModifyRejected,
    ) -> Result<()> { ... }
    fn on_order_cancel_rejected(
        &mut self,
        event: &OrderCancelRejected,
    ) -> Result<()> { ... }
    fn on_order_updated(&mut self, event: &OrderUpdated) -> Result<()> { ... }
    fn on_position_opened(&mut self, event: &PositionOpened) -> Result<()> { ... }
    fn on_position_changed(&mut self, event: &PositionChanged) -> Result<()> { ... }
    fn on_position_closed(&mut self, event: &PositionClosed) -> Result<()> { ... }
    fn on_market_exit(&mut self) -> Result<()> { ... }
    fn on_historical_book_deltas(
        &mut self,
        deltas: &[OrderBookDelta],
    ) -> Result<()> { ... }
    fn on_historical_book_depth(
        &mut self,
        depths: &[OrderBookDepth10],
    ) -> Result<()> { ... }
    fn on_historical_quotes(&mut self, quotes: &[QuoteTick]) -> Result<()> { ... }
    fn on_historical_trades(&mut self, trades: &[TradeTick]) -> Result<()> { ... }
    fn on_historical_bars(&mut self, bars: &[Bar]) -> Result<()> { ... }
    fn on_historical_mark_prices(
        &mut self,
        mark_prices: &[MarkPriceUpdate],
    ) -> Result<()> { ... }
    fn on_historical_index_prices(
        &mut self,
        index_prices: &[IndexPriceUpdate],
    ) -> Result<()> { ... }
    fn on_historical_funding_rates(
        &mut self,
        funding_rates: &[FundingRateUpdate],
    ) -> Result<()> { ... }
}

Expand description

Author-facing trait for a plug-in strategy.

Strategies receive every callback an actor does plus position and order lifecycle events, and they have access to a HostContext pointer they can use to issue order commands through the host.

Every callback has a no-op default. Override only what you need.

Required Associated Constants§

Source

const TYPE_NAME: &'static str

Canonical type name. Must be unique across a Nautilus deployment.

Required Methods§

Source

fn new( host: const HostVTable, ctx: const HostContext, config_json: &str, ) -> Self

Constructs a fresh strategy instance bound to the supplied host vtable and instance context. Implementations typically store both pointers in fields so that order-command callbacks (submit_order, cancel_order, modify_order) can be issued through host.submit_order(ctx, ...) etc.

config_json is the per-instance JSON configuration the host constructed from the user’s TOML or builder API. The string is empty when no instance-specific configuration is supplied.