nautilus_execution::client

Struct ExecutionClient

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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 */
}

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§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§

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impl ExecutionClient

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pub fn get_account(&self) -> &AccountAny

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

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

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

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

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

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

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

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

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

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

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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, )

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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, )

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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, )

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

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

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

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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, )

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