Struct FutureExecutor 

pub struct FutureExecutor {
    pub fills: Vec<RecordedFill>,
    pub pending_order_lifecycle: Vec<PendingOrderLifecycleEvent>,
    pub close_events: Vec<CloseEvent>,
    pub cost_events: Vec<CostEvent>,
    pub completed_positions: Vec<CompletedPosition>,
    /* private fields */
}

Accounting adapter for quote-authoritative FutureQuoteV1 execution.

Fields

fills: Vec<RecordedFill>

pending_order_lifecycle: Vec<PendingOrderLifecycleEvent>

close_events: Vec<CloseEvent>

cost_events: Vec<CostEvent>

completed_positions: Vec<CompletedPosition>

Implementations

impl FutureExecutor

pub fn new( initial_balance: f64, contract_sizes: HashMap<String, f64>, pnl_epsilon: f64, ) -> Self

pub fn with_currency_plan(self, currency_plan: Option<RunCurrencyPlan>) -> Self

pub fn with_costs( self, costs: HashMap<String, InstrumentCosts>, point_sizes: HashMap<String, f64>, ) -> Self

Attach per-symbol trading costs and the price point size used by point-denominated swap.

pub fn balance(&self) -> f64

pub fn realized_pnl(&self) -> f64

pub fn has_close(&self, position_id: &str) -> bool

pub fn pending_metadata( &self, position_id: &str, ) -> Option<(String, NaiveDateTime, NaiveDateTime)>

pub fn open_snapshots(&self) -> Vec<OpenPositionSnapshot>

pub fn finalize_pending_orders_at_end(&mut self, terminal_ts: NaiveDateTime)

Mark every still-pending order as unfilled at the deterministic end of the accepted quote stream. Pending snapshots remain available separately.

Trait Implementations

impl Clone for FutureExecutor

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for FutureExecutor

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

Formats the value using the given formatter.