Struct CashFlow 

#[non_exhaustive]
pub struct CashFlow<AssetKey, InstrumentKey> {
    pub kind: CashFlowKind,
    pub asset: AssetKey,
    pub amount: Decimal,
    pub instrument: Option<InstrumentKey>,
    pub time_exchange: DateTime<Utc>,
    pub id: Option<CashFlowId>,
    pub period: Option<CashFlowPeriod>,
}

One movement of cash into or out of an account that is not a trade, as the venue posted it.

Sent as AccountEventKind::CashFlow. A flow is a delta: apply each one once. The engine adds a flow attributed to an instrument to the carry of that instrument’s open position (see Position::carry in rustrade), and applies none to balances. A venue’s balances already include the flows it has posted, so adding a flow to a balance read after it counts the flow twice. Carry a venue has accrued but not yet posted is no flow: a venue that reports it puts it in Balance::accrued.

Delivery

Each producer says how it avoids sending one flow twice, and what identifies a flow when the venue gives it no id. Known producers, as of writing:

• Hyperliquid perpetuals: funding, as CashFlowKind::Funding. See the client’s rustdoc.
• Alpaca: margin interest, fees and pass-through charges and rebates, read on request by AlpacaClient::fetch_cash_flows rather than streamed, with Alpaca’s activity id. The caller drops what it has already read.
• Binance margin: interest, as CashFlowKind::MarginInterest, read on request by BinanceMargin::fetch_margin_interest rather than streamed, with Binance’s transaction id. The caller drops what it has already read.
• The simulated venue: whatever its configured HoldingCostModels and MarginInterestModel charge, and the LiquidationFee of a configured SpotMarginLiquidation, each flow once, with an id from its own sequence.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

kind: CashFlowKind

What the flow is for.

asset: AssetKey

The asset the cash moved in.

amount: Decimal

How much moved, signed: positive when the account received it, negative when it paid.

instrument: Option<InstrumentKey>

The instrument whose position caused the flow, when the venue attributes it to one, as it does funding. None for a flow on the account as a whole, such as cross-margin interest.

The rustrade engine does not guess an instrument for a None flow: it asks the strategy’s CashFlowAttributionStrategy, and applies the flow to no position when that names none. See EngineState::update_from_account in rustrade for why.

time_exchange: DateTime<Utc>

The time the venue stamps the flow with: when it posted the flow, unless its producer documents otherwise. A venue may stamp a charge at the start of the period it is for, as Binance stamps its margin interest; such a producer also sets period.

id: Option<CashFlowId>

The venue’s identifier for the flow, when it gives one. See CashFlowId.

period: Option<CashFlowPeriod>

The period the flow is for, when its producer knows it, such as the charging period a margin interest charge was made in. None when the producer does not say. Set with with_period.

time_exchange stays the venue’s own stamp, which a producer setting a period puts in the period or at its start. Nothing checks that. The rustrade engine reads the period of an InterestTiming::OnBorrow charge only: a venue that stamps the charge on a new loan at the start of its period stamps it before the position the loan funds opened, and the period tells the engine the position may still own it. See InstrumentState::update_from_cash_flow in rustrade.

#[serde(default)] so a flow serialised before this field existed still loads.

Implementations

impl<AssetKey, InstrumentKey> CashFlow<AssetKey, InstrumentKey>

pub fn new( kind: CashFlowKind, asset: AssetKey, amount: Decimal, instrument: Option<InstrumentKey>, time_exchange: DateTime<Utc>, id: Option<CashFlowId>, ) -> Self

A flow with no period. Add one with with_period.

pub fn with_period(self, period: Option<CashFlowPeriod>) -> Self

Sets period.

Trait Implementations

impl<AssetKey: Clone, InstrumentKey: Clone> Clone for CashFlow<AssetKey, InstrumentKey>

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<AssetKey: Debug, InstrumentKey: Debug> Debug for CashFlow<AssetKey, InstrumentKey>

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

Formats the value using the given formatter.

impl<'de, AssetKey, InstrumentKey> Deserialize<'de> for CashFlow<AssetKey, InstrumentKey>

where AssetKey: Deserialize<'de>, InstrumentKey: Deserialize<'de>,

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<AssetKey: Eq, InstrumentKey: Eq> Eq for CashFlow<AssetKey, InstrumentKey>

impl<ExchangeKey, AssetKey, InstrumentKey> From<CashFlow<AssetKey, InstrumentKey>> for AccountEventKind<ExchangeKey, AssetKey, InstrumentKey>

fn from(value: CashFlow<AssetKey, InstrumentKey>) -> Self

Converts to this type from the input type.

impl<AssetKey: Hash, InstrumentKey: Hash> Hash for CashFlow<AssetKey, InstrumentKey>

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl<AssetKey: PartialEq, InstrumentKey: PartialEq> PartialEq for CashFlow<AssetKey, InstrumentKey>

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

Equality operator ==.

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

Inequality operator !=.

impl<AssetKey, InstrumentKey> Serialize for CashFlow<AssetKey, InstrumentKey>

where AssetKey: Serialize, InstrumentKey: Serialize,

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl<AssetKey: PartialEq, InstrumentKey: PartialEq> StructuralPartialEq for CashFlow<AssetKey, InstrumentKey>