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PreTradeLock

Struct PreTradeLock 

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#[non_exhaustive]
pub struct PreTradeLock { /* private fields */ }
Expand description

Stable lock context captured during pre-trade reservation.

PreTradeLock is not just a copy of request input. It is the serialized context of what the engine actually reserved and how that reservation must later be reconciled.

Policies may need to persist data that is known at reservation time but will also be required later, when execution reports arrive and the engine must release, consume, or re-price the remaining reserved state correctly. Typical examples include the reservation price, translated quantities, or any other policy-specific values that describe how funds were locked.

The lock context must travel together with the order lifecycle. If a policy relies on execution report fill details to reconcile the reservation, the lock produced during pre-trade must be stored until the final execution report for that order has been processed. Dropping it too early breaks the engine’s ability to correctly unlock the unused remainder or finalize the reserved state using the same assumptions that were applied when the order was accepted.

A common case is price-sensitive reservation. The engine may reserve funds using a worst execution price known during pre-trade. Later, when partial fills and the final terminal report arrive, that same price must still be available to compute how much reserved amount remains to be released. Without the stored lock context, post-trade reconciliation would need to guess, which is not a valid contract for deterministic risk handling.

In other words, PreTradeLock is the continuation token of reservation logic. It captures the policy context that must survive from pre-trade acceptance to the last execution report relevant for that reservation.

This crate exposes Serde compatibility only when the serde feature is enabled. Applications embedding openpit choose the concrete transport format themselves.

JSON is the canonical format for external bindings. Binary transports such as MessagePack and CBOR are selected by the consuming application. Bincode remains Rust-only and is outside the cross-language compatibility contract.

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impl PreTradeLock

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pub fn new(price: Option<Price>) -> Self

Creates a new lock context captured during reservation.

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pub fn price(&self) -> Option<Price>

Returns the reservation price stored in the lock context.

This value is typically used later during execution-report processing to reconcile reserved versus actually used amounts.

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impl Clone for PreTradeLock

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fn clone(&self) -> PreTradeLock

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for PreTradeLock

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

Formats the value using the given formatter. Read more
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impl Default for PreTradeLock

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fn default() -> PreTradeLock

Returns the “default value” for a type. Read more
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impl PartialEq for PreTradeLock

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fn eq(&self, other: &PreTradeLock) -> bool

Tests for self and other values to be equal, and is used by ==.
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fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
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impl Copy for PreTradeLock

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impl Eq for PreTradeLock

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impl StructuralPartialEq for PreTradeLock

Auto Trait Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.