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ExecutionService

Struct ExecutionService 

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pub struct ExecutionService {
    pub last_command: Option<ExecutionCommand>,
}

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§last_command: Option<ExecutionCommand>

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impl ExecutionService

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pub fn execute<E: ExchangeFacade<Error = ExchangeError>>( &mut self, exchange: &E, store: &PortfolioStateStore, price_source: &impl PriceSource, command: ExecutionCommand, ) -> Result<ExecutionOutcome, ExecutionError>

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pub fn plan_target_exposure<E: ExchangeFacade<Error = ExchangeError>>( &self, exchange: &E, store: &PortfolioStateStore, price_source: &impl PriceSource, instrument: &Instrument, target: Exposure, ) -> Result<ExecutionPlan, ExecutionError>

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pub fn submit_target_exposure<E: ExchangeFacade<Error = ExchangeError>>( &mut self, exchange: &E, store: &PortfolioStateStore, price_source: &impl PriceSource, instrument: &Instrument, target: Exposure, ) -> Result<(), ExecutionError>

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pub fn close_symbol<E: ExchangeFacade<Error = ExchangeError>>( &mut self, exchange: &E, store: &PortfolioStateStore, instrument: &Instrument, ) -> Result<CloseSymbolResult, ExecutionError>

Submits a close order for the current authoritative position snapshot.

Example:

  • current signed qty = -0.3
  • generated close side = Buy
  • generated close qty = 0.3
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pub fn close_all<E: ExchangeFacade<Error = ExchangeError>>( &mut self, exchange: &E, store: &PortfolioStateStore, batch_id: BatchId, ) -> CloseAllBatchResult

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impl Debug for ExecutionService

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

Formats the value using the given formatter. Read more
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impl Default for ExecutionService

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fn default() -> ExecutionService

Returns the “default value” for a type. Read more

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where T: 'static + ?Sized,

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impl<T> From<T> for T

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fn from(t: T) -> T

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impl<T> Instrument for T

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fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more
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