Struct FillRecoveryGap 

#[non_exhaustive]
pub struct FillRecoveryGap<InstrumentKey> {
    pub scope: FillRecoveryScope<InstrumentKey>,
    pub start: DateTime<Utc>,
    pub end: DateTime<Utc>,
    pub attempts: u32,
    pub reason: FillRecoveryFailure,
}

A span of fills an account stream’s recovery gave up on: fills in it may not have been delivered.

Sent as AccountEventKind::FillRecoveryGaveUp, once per failed read. The library does not act on it beyond reporting it. What to do is the consumer’s policy: reconcile, alert, or halt.

Reconciling

Read the span with ExecutionClient::fetch_trades, passing start, end and FillRecoveryScope::instrument_filter, and read on from each call’s resume until it is None: a busy span can take more than one call.

The span can overlap fills that were delivered, before the read failed or live around the reconnect, so match what the reads return against the fills already seen by instrument and TradeId. A fill has one TradeId whether the stream or fetch_trades delivers it.

Delivery

The event is sent on the account stream like any other, so it is lost if the consumer has dropped the stream. On a Truncated read, the fills that were read are sent first and the event after them.

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.

scope: FillRecoveryScope<InstrumentKey>

Which instruments’ fills the span covers.

start: DateTime<Utc>

The first moment of the span, inclusive.

end: DateTime<Utc>

The last moment of the span, inclusive.

attempts: u32

How many times the span was read before it was given up: 1 when the venue does not retry it. Retries within one read, such as after a rate limit, are not counted.

reason: FillRecoveryFailure

Why the last read failed.

Implementations

impl<InstrumentKey> FillRecoveryGap<InstrumentKey>

pub const fn new( scope: FillRecoveryScope<InstrumentKey>, start: DateTime<Utc>, end: DateTime<Utc>, attempts: u32, reason: FillRecoveryFailure, ) -> FillRecoveryGap<InstrumentKey>

Trait Implementations

impl<InstrumentKey: Clone> Clone for FillRecoveryGap<InstrumentKey>

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<InstrumentKey: Debug> Debug for FillRecoveryGap<InstrumentKey>

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

Formats the value using the given formatter.

impl<'de, InstrumentKey> Deserialize<'de> for FillRecoveryGap<InstrumentKey>

where 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<InstrumentKey: Eq> Eq for FillRecoveryGap<InstrumentKey>

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

fn from(value: FillRecoveryGap<InstrumentKey>) -> Self

Converts to this type from the input type.

impl<InstrumentKey: Hash> Hash for FillRecoveryGap<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<InstrumentKey: PartialEq> PartialEq for FillRecoveryGap<InstrumentKey>

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

Equality operator ==.

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

Inequality operator !=.

impl<InstrumentKey> Serialize for FillRecoveryGap<InstrumentKey>

where 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<InstrumentKey: PartialEq> StructuralPartialEq for FillRecoveryGap<InstrumentKey>