Struct LseCandleSource 

pub struct LseCandleSource {
    pub symbol: SmolStr,
    pub instrument: InstrumentIndex,
    pub exchange: ExchangeId,
}

One instrument’s candle source: which vault symbol to fetch, and what to tag it as.

Prefer resolve

It derives both keys from the registry the engine was built with and checks the quote asset, which is the only place a .L listing registered in gbp rather than gbx — pence booked as pounds, every notional 100× wrong — is visible. new takes the caller’s word for both and carries no protection; it exists for callers who have no registry to check against.

The keys must match the instruments the engine was built with

With new, instrument and exchange are not derived from the symbol, because only the caller knows how they registered the instrument. Both must match that registration:

• instrument is the InstrumentIndex the instrument received in IndexedInstruments. Positions and unrealised PnL are strictly index-scoped, so a wrong index attributes this symbol’s prices to a different instrument — silently.
• exchange must be the ExchangeId the instrument is priced on: its DataVenue’s exchange if it declares one, otherwise the exchange it was registered under. Either is one the engine knows, and engine state panics on a market event from an exchange it does not. LseDataset::exchange_id gives the variant a given dataset belongs to.

Fields

symbol: SmolStr

Vault display symbol — EUR/USD, AAPL, BP.L, ES.F. Not a dataset slug.

instrument: InstrumentIndex

The engine-side key for this instrument.

exchange: ExchangeId

The exchange this instrument is priced on: its DataVenue’s exchange if it declares one, otherwise the exchange it is registered under.

Implementations

impl LseCandleSource

pub fn new( symbol: impl Into<SmolStr>, instrument: InstrumentIndex, exchange: ExchangeId, ) -> Self

Create a candle source for one instrument, taking both engine-side keys on trust.

Prefer resolve whenever the registry is in hand: it derives instrument from that registry and rejects a quote-asset disagreement, neither of which this can do. This exists for callers assembling sources without an IndexedInstruments — and it means a fabricated index, or a .L symbol registered in pounds, reaches the engine unremarked.

pub fn resolve( instruments: &IndexedInstruments, exchange: ExchangeId, symbol: impl Into<SmolStr>, ) -> Result<Self, LseError>

Create a candle source by resolving the symbol against the engine’s instrument registry.

The checked constructor, and the one to reach for: instrument is derived from instruments rather than supplied, so a fabricated or typo’d index is unrepresentable, and the symbol’s quote asset is verified against the registration. That verification is the candle path’s only defence against a London listing registered in gbp rather than gbx, which books pence as pounds and inflates every notional, fee, PnL and balance by 100× with nothing downstream able to notice. See market::instrument_index_for.

The symbol is matched on the data side, so an instrument executed on one venue and priced here through a DataVenue resolves as well as one registered on exchange directly.

Errors

• LseError::UnknownInstrument if no instrument is priced on exchange under symbol.
• LseError::AmbiguousInstrument if more than one is.
• LseError::QuoteAssetMismatch if one is, but prices it in a different asset than the provider quotes that symbol in.

Trait Implementations

impl Clone for LseCandleSource

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 LseCandleSource

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

Formats the value using the given formatter.

impl Eq for LseCandleSource

impl PartialEq for LseCandleSource

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

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for LseCandleSource