Crate openpit 

Embeddable pre-trade risk engine for trading systems.

openpit focuses on the moment before an order leaves the application. The crate provides:

• Engine to coordinate pre-trade checks and post-trade feedback;
• param for typed financial values such as param::Price and param::Pnl;
• pretrade for policy traits, rejects, deferred requests, and reservations.

The pipeline is intentionally explicit:

1. Engine::start_pre_trade runs start-stage policies and returns a pretrade::Request.
2. pretrade::Request::execute runs main-stage policies and returns a pretrade::Reservation.
3. pretrade::Reservation::commit or pretrade::Reservation::rollback finalizes reserved state.
4. Engine::apply_execution_report feeds realized outcomes back into policies.

The current crate scope is deliberately narrow: in-memory admission control, exact decimal value types, and a small set of built-in start-stage policies. Persistence, market connectivity, and thread synchronization stay with the caller.

Re-exports

pub use pretrade::PostTradeResult;

Modules

param

Parameter value types for trading operations.

pretrade

Pre-trade pipeline types and extension points.

Macros

has_request_field_trait

A macro to generate the trait that requests a specific field from the request.

impl_request_has_field

Structs

Engine

Risk engine orchestrating start-stage and main-stage pre-trade checks.

EngineBuilder

Fluent builder for Engine.

ExecutionReportFillDetails

Data: trade reported by the execution. No #[non_exhaustive]: these are client-facing convenience structs meant to be constructed via struct literals from external crates.

ExecutionReportOperation

Data: main operation parameters reported by the execution. No #[non_exhaustive]: these are client-facing convenience structs meant to be constructed via struct literals from external crates.

ExecutionReportPositionImpact

Data: position impact parameters reported by the execution. No #[non_exhaustive]: these are client-facing convenience structs meant to be constructed via struct literals from external crates.

FinancialImpact

Data: financial impact parameters reported by the execution. No #[non_exhaustive]: these are client-facing convenience structs meant to be constructed via struct literals from external crates.

Instrument

Trading instrument definition.

OrderMargin

Data: margin configuration parameters. No #[non_exhaustive]: these are client-facing convenience structs meant to be constructed via struct literals from external crates.

OrderOperation

Data: main operation parameters that describe side, instrument, price, and amount. No #[non_exhaustive]: these are client-facing convenience structs meant to be constructed via struct literals from external crates.

OrderPosition

Data: position management parameters. No #[non_exhaustive]: these are client-facing convenience structs meant to be constructed via struct literals from external crates.

WithExecutionReportFillDetails

Adds financial impact parameters reported by the execution. No #[non_exhaustive]: these are client-facing convenience structs meant to be constructed via struct literals from external crates.

WithExecutionReportOperation

Adds main operation parameters reported by the execution. No #[non_exhaustive]: these are client-facing convenience structs meant to be constructed via struct literals from external crates.

WithExecutionReportPositionImpact

Adds position impact parameters reported by the execution. No #[non_exhaustive]: these are client-facing convenience structs meant to be constructed via struct literals from external crates.

WithFinancialImpact

Adds financial impact parameters reported by the execution. No #[non_exhaustive]: these are client-facing convenience structs meant to be constructed via struct literals from external crates.

WithOrderMargin

Adds margin configuration parameters. No #[non_exhaustive]: these are client-facing convenience structs meant to be constructed via struct literals from external crates.

WithOrderOperation

Adds main operation parameters that describe side, instrument, price, and amount. No #[non_exhaustive]: these are client-facing convenience structs meant to be constructed via struct literals from external crates.

WithOrderPosition

Adds position management parameters. No #[non_exhaustive]: these are client-facing convenience structs meant to be constructed via struct literals from external crates.

Enums

EngineBuildError

Errors returned by EngineBuilder::build.

Traits

HasAutoBorrow

HasClosePosition

HasExecutionReportIsTerminal

HasExecutionReportLastTrade

HasExecutionReportPositionEffect

HasExecutionReportPositionSide

HasFee

HasInstrument

HasLeavesQuantity

Remaining order quantity after the fill.

HasLock

Reservation lock context captured during pre-trade.

HasOrderCollateralAsset

HasOrderLeverage

HasOrderPositionSide

HasOrderPrice

Requested worst execution price used for size translation and price-sensitive checks.

HasPnl

HasReduceOnly

HasSide

HasTradeAmount