ExecutionAlgorithm

tesser_execution::algorithm

Trait ExecutionAlgorithm 

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pub trait ExecutionAlgorithm: Send + Sync {
    // Required methods
    fn kind(&self) -> &'static str;
    fn id(&self) -> &Uuid;
    fn status(&self) -> AlgoStatus;
    fn start(&mut self) -> Result<Vec<ChildOrderRequest>>;
    fn on_child_order_placed(&mut self, order: &Order);
    fn on_fill(&mut self, fill: &Fill) -> Result<Vec<ChildOrderRequest>>;
    fn on_tick(&mut self, tick: &Tick) -> Result<Vec<ChildOrderRequest>>;
    fn on_timer(&mut self) -> Result<Vec<ChildOrderRequest>>;
    fn cancel(&mut self) -> Result<()>;
    fn state(&self) -> Value;
    fn from_state(state: Value) -> Result<Self>
       where Self: Sized;

    // Provided method
    fn bind_child_order(&mut self, _order: Order) -> Result<()> { ... }
}
Expand description

Trait defining the behavior of an execution algorithm.

Each execution algorithm is a stateful entity that responds to various events and generates child orders as needed. The algorithm maintains its own internal state and can be persisted and restored.

Required Methods§

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fn kind(&self) -> &'static str

Human-readable identifier for persistence/logging.

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fn id(&self) -> &Uuid

Returns the unique ID of this algorithm instance.

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fn status(&self) -> AlgoStatus

Returns the current status of the algorithm.

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fn start(&mut self) -> Result<Vec<ChildOrderRequest>>

Start the algorithm and return any initial child orders.

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fn on_child_order_placed(&mut self, order: &Order)

Called when a child order has been successfully placed.

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fn on_fill(&mut self, fill: &Fill) -> Result<Vec<ChildOrderRequest>>

Called when a fill is received for one of this algorithm’s child orders.

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fn on_tick(&mut self, tick: &Tick) -> Result<Vec<ChildOrderRequest>>

Called when market tick data is received (mainly for VWAP algorithms).

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fn on_timer(&mut self) -> Result<Vec<ChildOrderRequest>>

Called when a timer event occurs (mainly for TWAP algorithms).

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fn cancel(&mut self) -> Result<()>

Request cancellation of the algorithm.

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fn state(&self) -> Value

Return the current state for persistence.

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fn from_state(state: Value) -> Result<Self>
where Self: Sized,

Restore algorithm from persisted state.

Provided Methods§

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fn bind_child_order(&mut self, _order: Order) -> Result<()>

Bind a previously placed child order to the algorithm (used during recovery).

Implementors§