Struct FillRoutingService 

pub struct FillRoutingService { /* private fields */ }

Routes fills from a FillSource to every brain, refreshes the position cache, and auto-feeds realised PnL into the risk state.

PnL accounting

The service uses a weighted-average entry model (the same model the backtest engine uses). It reads the cached Position before refreshing it from the exchange, so the entry_price available is the pre-fill average. From that:

• A fill in the same direction as the open position adds to it. No realised PnL emitted; the post-refresh average from exchange.get_position becomes the new entry.
• A fill in the opposite direction reduces the position. Gross PnL = (fill_price - entry) * closed_qty * direction. The service calls BotHandle::record_trade_outcome on the closed portion to feed SessionPnl + CircuitBreaker.
• A fill that flips the position emits realised PnL for the closed portion only; the opening leg is left for the next reducing fill.

Fees come from Fill.fee. Hosts that need a different accounting model (FIFO, LIFO, tax-lot) should compute PnL themselves and call BotHandle::record_trade_outcome directly — but cannot also wire a FillRoutingService, since the two would double-count.

Implementations

impl FillRoutingService

pub fn oco_cancels(&self) -> u64

Total OCO siblings cancelled in response to a bracket leg filling.

pub fn fills_routed(&self) -> u64

Total fills delivered to brains since service start.

pub fn refresh_errors(&self) -> u64

Total exchange.get_position failures during cache refresh.

pub fn trades_recorded(&self) -> u64

Total realised-PnL closures fed into the risk state.

Trait Implementations

impl TradingService for FillRoutingService

fn name(&self) -> &str

Unique service name for logs, metrics, and supervisor identification.

fn restart_policy(&self) -> RestartPolicy

When should the supervisor restart this service on exit?

fn run<'life0, 'async_trait>( &'life0 self, cancel: CancellationToken, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Main execution loop. Must honour the cancellation token.