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::PreTradeRequest.
2. pretrade::PreTradeRequest::execute runs main-stage policies and returns a pretrade::PreTradeReservation.
3. pretrade::PreTradeReservation::commit or pretrade::PreTradeReservation::rollback finalizes reserved state.
4. Engine::apply_execution_report feeds realized outcomes back into policies.
5. Engine::apply_account_adjustment validates non-trade adjustment batches.

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 marketdata::AccountInfo;

pub use marketdata::AlreadyRegistered;

pub use marketdata::InstrumentId;

pub use marketdata::LocalTtlGate;

pub use marketdata::MarketDataBuilder;

pub use marketdata::MarketDataError;

pub use marketdata::MarketDataLock;

pub use marketdata::MarketDataService;

pub use marketdata::MarketDataSync;

pub use marketdata::NoopLock;

pub use marketdata::PushForError;

pub use marketdata::Quote;

pub use marketdata::QuoteResolution;

pub use marketdata::QuoteTtl;

pub use marketdata::RegistrationError;

pub use marketdata::ServiceTtlGate;

pub use marketdata::UnknownInstrumentId;

pub use param::AdjustmentAmount;

pub use param::PositionMode;

pub use pretrade::PostTradeResult;

pub use pretrade::SpotFundsConfigError;

pub use pretrade::SpotFundsMarketData;

pub use pretrade::SpotFundsOverride;

pub use pretrade::SpotFundsOverrideTarget;

pub use pretrade::SpotFundsPricingSource;

pub use storage::IndexFlag;

pub use storage::StorageBuilder;

Modules

marketdata

Pull-based market-data service for supplying live quotes to pre-trade policies and periodic portfolio revaluators.

param

Parameter value types for trading operations.

pretrade

Pre-trade pipeline types and extension points.

storage

Generic key-value storage with pluggable synchronization.

Macros

has_request_field_trait

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

impl_request_has_field

Generates Has* request-field trait implementations for a base payload type and its wrapper.

impl_request_has_field_passthrough

Generates passthrough Has* implementations for a wrapper through its inner-like field.

Structs

AccountAdjustmentAmount

Grouped balance/held/incoming adjustment payload.

AccountAdjustmentBalanceOperation

Direct adjustment of a physical asset balance without hedge/netting semantics.

AccountAdjustmentBatchError

Error returned when account-adjustment batch validation fails.

AccountAdjustmentBatchResult

Outcome of a successful crate::Engine::apply_account_adjustment batch.

AccountAdjustmentBounds

Optional post-adjustment inclusive limits for account adjustment components.

AccountAdjustmentContext

Context of the current account-adjustment operation.

AccountAdjustmentOutcome

Account position outcome with the group tag of the business entity that produced it.

AccountAdjustmentPositionOperation

Direct adjustment of a derivatives-like position with explicit position mode.

AccountBlockHandle

Public, opaque handle to the engine’s BlockedAccounts facility.

AccountControl

Per-account handle to the engine’s BlockedAccounts facility.

AccountKeyConstraint

Engine-level adapter that maps AccountKey onto the storage layer’s neutral IndexKeyBound.

AccountOutcomeEntry

Raw outcome data produced by a policy for one asset.

AccountSync

Account-keyed synchronization mode.

AccountSyncHandle

Engine handle handed out for account-sharded sequential cross-thread invocation.

AccountSyncHandleWeak

Weak counterpart of AccountSyncHandle.

Accounts

Public handle to the engine’s account registry.

Configurator

Engine handle for retuning built-in policies at runtime.

Engine

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

EngineBuilder

Fluent builder for Engine.

EngineTraitOf

Concrete EngineTrait implementation composed from the four individual type choices.

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.

FullSync

Full thread-safety synchronization mode.

Instrument

Trading instrument definition.

LocalSync

Single-thread synchronization mode.

Mutation

Commit/rollback pair produced by a policy.

Mutations

Collected mutations registered during pre-trade checks.

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.

OutcomeAmount

A delta/absolute pair for one position field.

PnlOutcomeAmount

A delta/absolute pair for a realized PnL field.

PolicyGroupId

Opaque policy-group tag attached to an abstract business entity.

ReadyEngineBuilder

Engine builder with a synchronization mode and at least one trading policy registered. Can produce an Engine via build.

RequestFieldAccessError

Returned when a request field could not be delivered to the caller.

SyncedEngineBuilder

Engine builder with a synchronization mode applied.

WithAccountAdjustmentAmount

Adds grouped balance/held/incoming adjustment payload.

WithAccountAdjustmentBalanceOperation

Adds physical-balance adjustment operation payload.

WithAccountAdjustmentBounds

Adds post-adjustment inclusive limits.

WithAccountAdjustmentPositionOperation

Adds derivatives-position adjustment operation payload.

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

AccountBlockError

Error returned by the admin block operations on Accounts.

AccountGroupError

Error returned by Accounts::register_group and Accounts::unregister_group.

ConfigureError

Error returned by Configurator when a runtime reconfiguration fails.

EngineBuildError

Errors returned by ReadyEngineBuilder::build.

Constants

DEFAULT_POLICY_GROUP_ID

Policy-group tag used when the caller does not assign one.

Traits

AccountKey

Storage-key marker for keys that identify an account.

EngineTrait

Aggregates the four type-level choices of an Engine instance into a single trait, so that engine code carries one generic parameter instead of four.

HasAccountAdjustmentBalance

Actual resulting balance/position value after applying the adjustment.

HasAccountAdjustmentBalanceAverageEntryPrice

HasAccountAdjustmentBalanceLowerBound

Allowed post-adjustment range for the corresponding component.

HasAccountAdjustmentBalanceRealizedPnl

HasAccountAdjustmentBalanceUpperBound

Allowed post-adjustment range for the corresponding component.

HasAccountAdjustmentHeld

Amount earmarked for outgoing settlement and unavailable for immediate use.

HasAccountAdjustmentHeldLowerBound

Allowed post-adjustment range for the corresponding component.

HasAccountAdjustmentHeldUpperBound

Allowed post-adjustment range for the corresponding component.

HasAccountAdjustmentIncoming

Amount in-flight for incoming acquisition and not yet finalized.

HasAccountAdjustmentIncomingLowerBound

Allowed post-adjustment range for the corresponding component.

HasAccountAdjustmentIncomingUpperBound

Allowed post-adjustment range for the corresponding component.

HasAccountAdjustmentPositionLeverage

HasAccountId

HasAutoBorrow

HasAverageEntryPrice

HasBalanceAsset

HasClosePosition

HasCollateralAsset

HasExecutionReportIsFinal

HasExecutionReportLastTrade

HasExecutionReportPositionEffect

HasExecutionReportPositionSide

HasFee

HasInstrument

HasLeavesQuantity

Remaining order quantity after the fill.

HasOrderCollateralAsset

HasOrderLeverage

HasOrderPositionSide

HasOrderPrice

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

HasPnl

HasPositionInstrument

HasPositionMode

Position accounting mode where exposure is represented either as one net position or as separate hedged legs.

HasPreTradeLock

Reservation lock context captured during pre-trade.

HasReduceOnly

HasSide

HasTradeAmount

IntoPolicyObject

Converts a concrete policy into the trait-object shape selected by a SyncMode.

SyncMode

Synchronization mode for an Engine.

Type Aliases

AccountSyncEngine

Account-sharded engine type alias.

FullSyncEngine

Multi-threaded engine type alias.

LocalEngine

Single-threaded engine type alias.