Struct ExecutionBuffer 

pub struct ExecutionBuffer { /* private fields */ }

Buffers IB executions until their commission reports arrive.

IB sends ExecutionData and CommissionReport as separate events. This buffer holds executions until we can match them with commissions to produce complete Trade events.

Implementations

impl ExecutionBuffer

pub fn new() -> Self

pub fn complete_with_commission( &self, report: &CommissionReport, ) -> Option<Trade<AssetNameExchange, InstrumentNameExchange>>

Try to complete a trade with a commission report. Returns the completed Trade if the matching execution was buffered.

pub fn pending_count(&self) -> usize

Get number of pending executions (for diagnostics).

pub fn clear_stale(&self, max_age: Duration) -> usize

Clear stale executions older than the given duration.

An execution is aged by its own time, or, when that does not read, by when it was buffered, so one waiting on its commission report is not cleared for its time alone.

Returns number of cleared entries.

Caller Responsibility

This method is not called automatically. Callers should invoke it periodically to prevent unbounded growth if commission reports are delayed or lost.

Trait Implementations

impl Clone for ExecutionBuffer

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 ExecutionBuffer

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

Formats the value using the given formatter.

impl Default for ExecutionBuffer

fn default() -> Self

Returns the “default value” for a type.