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 param::AdjustmentAmount;

pub use param::PositionMode;

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

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 total/reserved/pending adjustment payload.

AccountAdjustmentBalanceOperation

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

AccountAdjustmentBatchError

Error returned when account-adjustment batch validation fails.

AccountAdjustmentBounds

Optional post-adjustment inclusive limits for account adjustment components.

AccountAdjustmentContext

Context of the current account-adjustment operation.

AccountAdjustmentPositionOperation

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

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.

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.

RequestFieldAccessError

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

WithAccountAdjustmentAmount

Adds grouped total/reserved/pending 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

EngineBuildError

Errors returned by EngineBuilder::build.

Traits

AccountAdjustmentPolicy

Policy contract for account-adjustment batch validation.

HasAccountAdjustmentBalanceAverageEntryPrice

HasAccountAdjustmentPending

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

HasAccountAdjustmentPendingLowerBound

Allowed post-adjustment range for the corresponding component.

HasAccountAdjustmentPendingUpperBound

Allowed post-adjustment range for the corresponding component.

HasAccountAdjustmentPositionLeverage

HasAccountAdjustmentReserved

Amount earmarked for outgoing settlement and unavailable for immediate use.

HasAccountAdjustmentReservedLowerBound

Allowed post-adjustment range for the corresponding component.

HasAccountAdjustmentReservedUpperBound

Allowed post-adjustment range for the corresponding component.

HasAccountAdjustmentTotal

Actual resulting balance/position value after applying the adjustment.

HasAccountAdjustmentTotalLowerBound

Allowed post-adjustment range for the corresponding component.

HasAccountAdjustmentTotalUpperBound

Allowed post-adjustment range for the corresponding component.

HasAccountId

HasAutoBorrow

HasAverageEntryPrice

HasBalanceAsset

HasClosePosition

HasCollateralAsset

HasExecutionReportIsFinal

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

HasPositionInstrument

HasPositionMode

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

HasReduceOnly

HasSide

HasTradeAmount