Struct AccountEventIndexer 

pub struct AccountEventIndexer {
    pub map: Arc<ExecutionInstrumentMap>,
}

Fields

map: Arc<ExecutionInstrumentMap>

Implementations

impl AccountEventIndexer

pub const fn new(map: Arc<ExecutionInstrumentMap>) -> AccountEventIndexer

impl AccountEventIndexer

pub fn account_event( &self, event: UnindexedAccountEvent, ) -> Result<AccountEvent, IndexError>

pub fn snapshot( &self, snapshot: UnindexedAccountSnapshot, ) -> Result<AccountSnapshot, IndexError>

pub fn asset_balance( &self, balance: AssetBalance<AssetNameExchange>, ) -> Result<AssetBalance<AssetIndex>, IndexError>

pub fn asset_balance_update( &self, update: AssetBalanceUpdate<AssetNameExchange>, ) -> Result<AssetBalanceUpdate<AssetIndex>, IndexError>

pub fn isolated_instrument_state( &self, state: IsolatedInstrumentState<AssetNameExchange>, ) -> Result<IsolatedInstrumentState<AssetIndex>, IndexError>

Index the per-pair isolated state’s base/quote asset names to indices.

Errors

Returns IndexError if either the base or quote asset is not registered in the map — matching the fail-fast behaviour of top-level Self::asset_balance.

pub fn instrument_balance_update( &self, update: InstrumentBalanceUpdate<AssetNameExchange, InstrumentNameExchange>, ) -> Result<InstrumentBalanceUpdate, IndexError>

Index an InstrumentBalanceUpdate’s instrument and base/quote asset keys.

Errors

Returns IndexError if the instrument or either asset is not registered in the map.

pub fn order_snapshot( &self, order: UnindexedOrderSnapshot, ) -> Result<OrderSnapshot, IndexError>

pub fn order_response_cancel( &self, response: OrderResponseCancel<ExchangeId, AssetNameExchange, InstrumentNameExchange>, ) -> Result<OrderResponseCancel, IndexError>

pub fn order_key(&self, key: UnindexedOrderKey) -> Result<OrderKey, IndexError>

pub fn order_state( &self, state: UnindexedOrderState, ) -> Result<OrderState, IndexError>

Index an UnindexedOrderState to an OrderState.

Used by ExecutionManager to index open_order responses.

pub fn api_error( &self, error: UnindexedApiError, ) -> Result<ApiError, IndexError>

pub fn order_request<Kind>( &self, order: &OrderEvent<Kind, ExchangeIndex, InstrumentIndex>, ) -> Result<OrderEvent<Kind, ExchangeId, &InstrumentNameExchange>, KeyError>

where Kind: Clone,

pub fn order_error( &self, error: UnindexedOrderError, ) -> Result<OrderError, IndexError>

pub fn client_error( &self, error: UnindexedClientError, ) -> Result<ClientError, IndexError>

pub fn trade( &self, trade: Trade<AssetNameExchange, InstrumentNameExchange>, ) -> Result<Trade<AssetIndex, InstrumentIndex>, IndexError>

Index a trade, converting fee asset and computing fees_quote.

Computes fees_quote based on fee asset relationship to instrument:

• Fee in quote asset: fees_quote = Some(fees)
• Fee in base asset: fees_quote = Some(fees * price)
• Fee in third-party asset (e.g., BNB): fees_quote = None

Errors

Returns IndexError if fee asset is not in the map. Some integrations use “UNKNOWN” as a placeholder when fee data is unavailable (e.g., IBKR fetch_trades, Binance when API omits commission_asset). These trades will fail indexing.

Trait Implementations

impl Clone for AccountEventIndexer

fn clone(&self) -> AccountEventIndexer

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for AccountEventIndexer

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

Formats the value using the given formatter.

impl Indexer for AccountEventIndexer

type Unindexed = AccountEvent<ExchangeId, AssetNameExchange, InstrumentNameExchange>

type Indexed = AccountEvent

fn index(&self, item: Self::Unindexed) -> Result<Self::Indexed, IndexError>

Index the input.