Struct FillReconciler 

pub struct FillReconciler { /* private fields */ }

Fill reconciler

Implementations

impl FillReconciler

pub fn new(max_price_deviation: Decimal) -> Self

Create a new fill reconciler

pub fn register_order( &self, order_id: String, symbol: Symbol, expected_qty: u32, expected_price_range: Option<(Decimal, Decimal)>, )

Register an order for reconciliation

pub async fn reconcile( &self, order_id: &str, broker: &dyn BrokerClient, ) -> Result<ReconciliationResult>

Reconcile an order against actual fill

pub async fn reconcile_all( &self, broker: &dyn BrokerClient, ) -> Result<Vec<ReconciliationResult>>

Reconcile all pending orders

pub fn pending_count(&self) -> usize

Get number of pending reconciliations

pub fn clear(&self)

Clear all expected orders