nautilus_execution::client

Struct ExecutionClient

Source 
pub struct ExecutionClient {
    pub trader_id: TraderId,
    pub client_id: ClientId,
    pub venue: Venue,
    pub oms_type: OmsType,
    pub account_id: AccountId,
    pub account_type: AccountType,
    pub base_currency: Option<Currency>,
    pub is_connected: bool,
    /* private fields */
}

Fields§

§trader_id: TraderId§client_id: ClientId§venue: Venue§oms_type: OmsType§account_id: AccountId§account_type: AccountType§base_currency: Option<Currency>§is_connected: bool

Implementations§

Source§

impl ExecutionClient

Source

pub fn get_account(&self) -> AccountAny

Source

pub fn submit_order(&self, command: SubmitOrder) -> Result<()>

Source

pub fn submit_order_list(&self, command: SubmitOrderList) -> Result<()>

Source

pub fn modify_order(&self, command: ModifyOrder) -> Result<()>

Source

pub fn cancel_order(&self, command: CancelOrder) -> Result<()>

Source

pub fn batch_cancel_orders(&self, command: BatchCancelOrders) -> Result<()>

Source

pub fn query_order(&self, command: QueryOrder) -> Result<()>

Source

pub fn generate_account_state( &self, balances: Vec<AccountBalance>, margins: Vec<MarginBalance>, reported: bool, ts_event: UnixNanos, ) -> Result<()>

Source

pub fn generate_order_submitted( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, ts_event: UnixNanos, )

Source

pub fn generate_order_rejected( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, reason: &str, ts_event: UnixNanos, )

Source

pub fn generate_order_accepted( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, ts_event: UnixNanos, )

Source

pub fn generate_order_modify_rejected( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, reason: &str, ts_event: UnixNanos, )

Source

pub fn generate_order_cancel_rejected( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, reason: &str, ts_event: UnixNanos, )

Source

pub fn generate_order_updated( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, quantity: Quantity, price: Price, trigger_price: Option<Price>, reason: &str, ts_event: UnixNanos, venue_order_id_modified: bool, )

Source

pub fn generate_order_canceled( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, ts_event: UnixNanos, )

Source

pub fn generate_order_triggered( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, ts_event: UnixNanos, )

Source

pub fn generate_order_expired( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, ts_event: UnixNanos, )

Source

pub fn generate_order_filled( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, venue_position_id: PositionId, trade_id: TradeId, order_side: OrderSide, order_type: OrderType, last_qty: Quantity, last_px: Price, quote_currency: Currency, commission: Money, liquidity_side: LiquiditySide, ts_event: UnixNanos, )

Auto Trait Implementations§

Blanket Implementations§

Source§

impl<T> Any for T
where T: 'static + ?Sized,

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

impl<T> Borrow<T> for T
where T: ?Sized,

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

impl<T> BorrowMut<T> for T
where T: ?Sized,

Source§

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

§

impl<T> Instrument for T

§

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

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

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more
Source§

impl<T, U> Into<U> for T
where U: From<T>,

Source§

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

Source§

impl<T> IntoEither for T

Source§

fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
Source§

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
§

impl<T> Pointable for T

§

const ALIGN: usize = _

The alignment of pointer.
§

type Init = T

The type for initializers.
§

unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
§

unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
§

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more
§

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
Source§

impl<T, U> TryFrom<U> for T
where U: Into<T>,

Source§

type Error = Infallible

The type returned in the event of a conversion error.
Source§

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
Source§

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

Source§

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
Source§

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
§

impl<T> WithSubscriber for T

§

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a [WithDispatch] wrapper. Read more
§

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a [WithDispatch] wrapper. Read more