Struct ExecutionAlgorithmCore 

pub struct ExecutionAlgorithmCore {
    pub actor: DataActorCore,
    pub config: ExecutionAlgorithmConfig,
    pub exec_algorithm_id: ExecAlgorithmId,
    /* private fields */
}

The core component of an ExecutionAlgorithm.

This struct manages the internal state for execution algorithms including spawn ID tracking and strategy subscriptions. It wraps a DataActorCore to provide data actor capabilities.

User algorithms should hold this as a member and implement Deref/DerefMut to satisfy the trait bounds of ExecutionAlgorithm.

Fields

actor: DataActorCore

The underlying data actor core.

config: ExecutionAlgorithmConfig

The execution algorithm configuration.

exec_algorithm_id: ExecAlgorithmId

The execution algorithm ID.

Implementations

impl ExecutionAlgorithmCore

pub fn new(config: ExecutionAlgorithmConfig) -> Self

Creates a new ExecutionAlgorithmCore instance.

Panics

Panics if config.exec_algorithm_id is None.

pub fn register( &mut self, trader_id: TraderId, clock: Rc<RefCell<dyn Clock>>, cache: Rc<RefCell<Cache>>, ) -> Result<()>

Registers the execution algorithm with the trading engine components.

Errors

Returns an error if registration with the actor core fails.

pub fn id(&self) -> ExecAlgorithmId

Returns the execution algorithm ID.

pub fn spawn_client_order_id( &mut self, primary_id: &ClientOrderId, ) -> ClientOrderId

Generates the next spawn client order ID for a primary order.

The generated ID follows the pattern: {primary_id}-E{sequence}.

pub fn spawn_sequence(&self, primary_id: &ClientOrderId) -> Option<u32>

Returns the current spawn sequence for a primary order, if any.

pub fn is_strategy_subscribed(&self, strategy_id: &StrategyId) -> bool

Checks if a strategy has been subscribed to for events.

pub fn add_subscribed_strategy(&mut self, strategy_id: StrategyId)

Marks a strategy as subscribed for events.

pub fn store_strategy_event_handlers( &mut self, strategy_id: StrategyId, handlers: StrategyEventHandlers, )

Stores the event handlers for a strategy subscription.

pub fn take_strategy_event_handlers( &mut self, ) -> AHashMap<StrategyId, StrategyEventHandlers>

Takes and returns all stored strategy event handlers, clearing the internal map.

pub fn clear_spawn_ids(&mut self)

Clears all spawn tracking state.

pub fn clear_subscribed_strategies(&mut self)

Clears all strategy subscriptions.

pub fn track_pending_spawn_reduction( &mut self, spawn_id: ClientOrderId, quantity: Quantity, )

Tracks a pending spawn reduction for potential restoration.

pub fn take_pending_spawn_reduction( &mut self, spawn_id: &ClientOrderId, ) -> Option<Quantity>

Removes and returns the pending spawn reduction for an order, if any.

pub fn clear_pending_spawn_reductions(&mut self)

Clears all pending spawn reductions.

pub fn reset(&mut self)

Resets the core to its initial state.

Note: This clears handler storage but does NOT unsubscribe from msgbus. Call unsubscribe_all_strategy_events first to properly unsubscribe.

pub fn get_order(&self, client_order_id: &ClientOrderId) -> Result<OrderAny>

Returns the order for the given client order ID from the cache.

Errors

Returns an error if the order is not found in the cache.

pub fn get_orders_for_list( &self, order_list: &OrderList, ) -> Result<Vec<OrderAny>>

Returns all orders for the given order list from the cache.

Errors

Returns an error if any order is not found in the cache.

Methods from Deref<Target = DataActorCore>

pub fn mem_address(&self) -> String

Returns the memory address of this instance as a hexadecimal string.

pub fn state(&self) -> ComponentState

Returns the actors state.

pub fn trader_id(&self) -> Option<TraderId>

Returns the trader ID this actor is registered to.

pub fn actor_id(&self) -> ActorId

Returns the actors ID.

pub fn timestamp_ns(&self) -> UnixNanos

Returns a UNIX nanoseconds timestamp from the actor’s internal clock.

pub fn clock(&mut self) -> RefMut<'_, dyn Clock + 'static>

Returns the clock for the actor (if registered).

Panics

Panics if the actor has not been registered with a trader.

pub fn clock_rc(&self) -> Rc<RefCell<dyn Clock>>

Returns a clone of the reference-counted clock.

Panics

Panics if the actor has not yet been registered (clock is None).

pub fn cache(&self) -> Ref<'_, Cache>

Returns a read-only reference to the cache.

Panics

Panics if the actor has not yet been registered (cache is None).

pub fn cache_rc(&self) -> Rc<RefCell<Cache>>

Returns a clone of the reference-counted cache.

Panics

Panics if the actor has not yet been registered (cache is None).

pub fn register( &mut self, trader_id: TraderId, clock: Rc<RefCell<dyn Clock>>, cache: Rc<RefCell<Cache>>, ) -> Result<(), Error>

Register the data actor with a trader.

Errors

Returns an error if the actor has already been registered with a trader or if the provided dependencies are invalid.

pub fn register_warning_event(&mut self, event_type: &str)

Register an event type for warning log levels.

pub fn deregister_warning_event(&mut self, event_type: &str)

Deregister an event type from warning log levels.

pub fn is_registered(&self) -> bool

pub fn shutdown_system(&self, reason: Option<String>)

Sends a shutdown command to the system with an optional reason.

Panics

Panics if the actor is not registered or has no trader ID.

pub fn subscribe_data( &mut self, handler: TypedHandler<dyn Any>, data_type: DataType, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for registering data subscriptions from the trait.

Panics

Panics if the actor is not properly registered.

pub fn subscribe_quotes( &mut self, topic: MStr<Topic>, handler: TypedHandler<QuoteTick>, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for registering quotes subscriptions from the trait.

pub fn subscribe_instruments( &mut self, pattern: MStr<Pattern>, handler: TypedHandler<dyn Any>, venue: Venue, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for registering instruments subscriptions from the trait.

pub fn subscribe_instrument( &mut self, topic: MStr<Topic>, handler: TypedHandler<dyn Any>, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for registering instrument subscriptions from the trait.

pub fn subscribe_book_deltas( &mut self, topic: MStr<Topic>, handler: TypedHandler<OrderBookDeltas>, instrument_id: InstrumentId, book_type: BookType, depth: Option<NonZero<usize>>, client_id: Option<ClientId>, managed: bool, params: Option<Params>, )

Helper method for registering book deltas subscriptions from the trait.

pub fn subscribe_book_at_interval( &mut self, topic: MStr<Topic>, handler: TypedHandler<OrderBook>, instrument_id: InstrumentId, book_type: BookType, depth: Option<NonZero<usize>>, interval_ms: NonZero<usize>, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for registering book snapshots subscriptions from the trait.

pub fn subscribe_trades( &mut self, topic: MStr<Topic>, handler: TypedHandler<TradeTick>, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for registering trades subscriptions from the trait.

pub fn subscribe_bars( &mut self, topic: MStr<Topic>, handler: TypedHandler<Bar>, bar_type: BarType, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for registering bars subscriptions from the trait.

pub fn subscribe_mark_prices( &mut self, topic: MStr<Topic>, handler: TypedHandler<MarkPriceUpdate>, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for registering mark prices subscriptions from the trait.

pub fn subscribe_index_prices( &mut self, topic: MStr<Topic>, handler: TypedHandler<IndexPriceUpdate>, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for registering index prices subscriptions from the trait.

pub fn subscribe_funding_rates( &mut self, topic: MStr<Topic>, handler: TypedHandler<FundingRateUpdate>, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for registering funding rates subscriptions from the trait.

pub fn subscribe_option_greeks( &mut self, topic: MStr<Topic>, handler: TypedHandler<OptionGreeks>, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for registering option greeks subscriptions from the trait.

pub fn subscribe_instrument_status( &mut self, topic: MStr<Topic>, handler: TypedHandler<dyn Any>, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for registering instrument status subscriptions from the trait.

pub fn subscribe_instrument_close( &mut self, topic: MStr<Topic>, handler: TypedHandler<dyn Any>, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for registering instrument close subscriptions from the trait.

pub fn subscribe_option_chain( &mut self, topic: MStr<Topic>, handler: TypedHandler<OptionChainSlice>, series_id: OptionSeriesId, strike_range: StrikeRange, snapshot_interval_ms: Option<u64>, client_id: Option<ClientId>, )

Helper method for subscribing to option chain snapshots from the trait.

pub fn subscribe_order_fills( &mut self, topic: MStr<Topic>, handler: TypedHandler<OrderEventAny>, )

Helper method for registering order fills subscriptions from the trait.

pub fn subscribe_order_cancels( &mut self, topic: MStr<Topic>, handler: TypedHandler<OrderEventAny>, )

Helper method for registering order cancels subscriptions from the trait.

pub fn unsubscribe_data( &mut self, data_type: DataType, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for unsubscribing from data.

pub fn unsubscribe_instruments( &mut self, venue: Venue, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for unsubscribing from instruments.

pub fn unsubscribe_instrument( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for unsubscribing from instrument.

pub fn unsubscribe_book_deltas( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for unsubscribing from book deltas.

pub fn unsubscribe_book_at_interval( &mut self, instrument_id: InstrumentId, interval_ms: NonZero<usize>, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for unsubscribing from book snapshots at interval.

pub fn unsubscribe_quotes( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for unsubscribing from quotes.

pub fn unsubscribe_trades( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for unsubscribing from trades.

pub fn unsubscribe_bars( &mut self, bar_type: BarType, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for unsubscribing from bars.

pub fn unsubscribe_mark_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for unsubscribing from mark prices.

pub fn unsubscribe_index_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for unsubscribing from index prices.

pub fn unsubscribe_funding_rates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for unsubscribing from funding rates.

pub fn unsubscribe_option_greeks( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for unsubscribing from option greeks.

pub fn unsubscribe_instrument_status( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for unsubscribing from instrument status.

pub fn unsubscribe_instrument_close( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Helper method for unsubscribing from instrument close.

pub fn unsubscribe_option_chain( &mut self, series_id: OptionSeriesId, client_id: Option<ClientId>, )

Helper method for unsubscribing from option chain snapshots.

pub fn unsubscribe_order_fills(&mut self, instrument_id: InstrumentId)

Helper method for unsubscribing from order fills.

pub fn unsubscribe_order_cancels(&mut self, instrument_id: InstrumentId)

Helper method for unsubscribing from order cancels.

pub fn request_data( &self, data_type: DataType, client_id: ClientId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, params: Option<Params>, handler: TypedHandler<dyn Any>, ) -> Result<UUID4, Error>

Helper method for requesting data.

Errors

Returns an error if input parameters are invalid.

pub fn request_instrument( &self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, client_id: Option<ClientId>, params: Option<Params>, handler: TypedHandler<dyn Any>, ) -> Result<UUID4, Error>

Helper method for requesting instrument.

Errors

Returns an error if input parameters are invalid.

pub fn request_instruments( &self, venue: Option<Venue>, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, client_id: Option<ClientId>, params: Option<Params>, handler: TypedHandler<dyn Any>, ) -> Result<UUID4, Error>

Helper method for requesting instruments.

Errors

Returns an error if input parameters are invalid.

pub fn request_book_snapshot( &self, instrument_id: InstrumentId, depth: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, handler: TypedHandler<dyn Any>, ) -> Result<UUID4, Error>

Helper method for requesting book snapshot.

Errors

Returns an error if input parameters are invalid.

pub fn request_quotes( &self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, handler: TypedHandler<dyn Any>, ) -> Result<UUID4, Error>

Helper method for requesting quotes.

Errors

Returns an error if input parameters are invalid.

pub fn request_trades( &self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, handler: TypedHandler<dyn Any>, ) -> Result<UUID4, Error>

Helper method for requesting trades.

Errors

Returns an error if input parameters are invalid.

pub fn request_funding_rates( &self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, handler: TypedHandler<dyn Any>, ) -> Result<UUID4, Error>

Helper method for requesting funding rates.

Errors

Returns an error if input parameters are invalid.

pub fn request_bars( &self, bar_type: BarType, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, handler: TypedHandler<dyn Any>, ) -> Result<UUID4, Error>

Helper method for requesting bars.

Errors

Returns an error if input parameters are invalid.

Trait Implementations

impl Debug for ExecutionAlgorithmCore

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

Formats the value using the given formatter.

impl Deref for ExecutionAlgorithmCore

type Target = DataActorCore

The resulting type after dereferencing.

fn deref(&self) -> &Self::Target

Dereferences the value.

impl DerefMut for ExecutionAlgorithmCore

fn deref_mut(&mut self) -> &mut Self::Target

Mutably dereferences the value.