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ExecutionInstrumentMap

rustrade_execution::map

Struct ExecutionInstrumentMap 

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pub struct ExecutionInstrumentMap {
    pub exchange: Keyed<ExchangeIndex, ExchangeId>,
    pub assets: FnvIndexSet<ExchangeAsset<Asset>>,
    pub instruments: FnvIndexSet<Instrument<Keyed<ExchangeIndex, ExchangeId>, AssetIndex>>,
    /* private fields */
}
Expand description

Indexed instrument map used to associate the internal Barter representation of instruments and assets with the ExecutionClient representation.

Similarly, when the execution manager received an AccountEvent from the execution API, it needs to determine the internal representation of the associated assets and instruments.

eg/ InstrumentNameExchange("XBT-USDT") <–> InstrumentIndex(1)
eg/ AssetNameExchange("XBT") <–> AssetIndex(1)

§Names are matched ignoring ASCII case

Self::find_asset_index and Self::find_instrument_index resolve a name the way it was registered first, and failing that ignoring ASCII case. Venues and clients do not always spell a name the way it was registered (usd against USD), and a name that fails to resolve loses the event carrying it. Ignoring case cannot merge two registered names, because IndexedInstruments rejects two on one exchange that differ only in case. The lookups in the other direction, from an index to a name, return the registered spelling.

Fields§

§exchange: Keyed<ExchangeIndex, ExchangeId>

The exchange associated with this execution map.

§assets: FnvIndexSet<ExchangeAsset<Asset>>

Collection of assets available by the engine with their exchange-specific representations. This holds all indexed assets.

§instruments: FnvIndexSet<Instrument<Keyed<ExchangeIndex, ExchangeId>, AssetIndex>>

Collection of instruments available by the engine. This holds all indexed instruments.

Implementations§

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impl ExecutionInstrumentMap

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pub fn new( exchange: Keyed<ExchangeIndex, ExchangeId>, instruments: &IndexedInstruments, ) -> Self

Construct a new Self using the provided indexed assets and instruments.

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pub fn exchange_assets(&self) -> impl Iterator<Item = &AssetNameExchange>

The names of this exchange’s assets, as registered.

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pub fn exchange_instruments( &self, ) -> impl Iterator<Item = &InstrumentNameExchange>

The names of this exchange’s instruments, as registered.

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pub fn find_exchange_id( &self, exchange: ExchangeIndex, ) -> Result<ExchangeId, KeyError>

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pub fn find_exchange_index( &self, exchange: ExchangeId, ) -> Result<ExchangeIndex, IndexError>

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pub fn find_asset_name_exchange( &self, asset: AssetIndex, ) -> Result<&AssetNameExchange, KeyError>

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pub fn find_asset_index( &self, asset: &AssetNameExchange, ) -> Result<AssetIndex, IndexError>

Find the AssetIndex of the asset this exchange reports as asset.

Matches the registered spelling first, and failing that ignores ASCII case, logging the case-insensitive match at debug! with both spellings. See the type-level note.

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pub fn find_instrument_name_exchange( &self, instrument: InstrumentIndex, ) -> Result<&InstrumentNameExchange, KeyError>

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pub fn find_own_instrument_name_exchange( &self, instrument: InstrumentIndex, ) -> Option<&InstrumentNameExchange>

The name this exchange knows instrument by, or None when the instrument is listed on a different exchange or instrument is not indexed. The two are not told apart.

Unlike Self::find_instrument_name_exchange, which resolves any indexed instrument whatever its exchange, this answers “does this exchange trade it?”. Use it to decide which venue an instrument-keyed event belongs to.

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pub fn find_instrument_index( &self, instrument: &InstrumentNameExchange, ) -> Result<InstrumentIndex, IndexError>

Find the InstrumentIndex of the instrument this exchange reports as instrument.

Matches the registered spelling first, and failing that ignores ASCII case, logging the case-insensitive match at debug! with both spellings. See the type-level note.

Trait Implementations§

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impl Clone for ExecutionInstrumentMap

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fn clone(&self) -> Self

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

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

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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 Eq for ExecutionInstrumentMap

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impl PartialEq for ExecutionInstrumentMap

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

Equality operator ==. Read more
1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more
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impl StructuralPartialEq for ExecutionInstrumentMap

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