Struct ReconciliationConfig 

pub struct ReconciliationConfig {
    pub lookback_mins: Option<u64>,
    pub inflight_threshold_ms: u64,
    pub inflight_max_retries: u32,
    pub filter_unclaimed_external: bool,
    pub generate_missing_orders: bool,
    pub filtered_client_order_ids: HashSet<ClientOrderId>,
    pub open_check_threshold_ns: u64,
    pub open_check_missing_retries: u32,
    pub open_check_open_only: bool,
    pub open_check_lookback_mins: Option<u64>,
    pub filter_position_reports: bool,
    pub reconciliation_instrument_ids: HashSet<InstrumentId>,
}

Configuration for reconciliation manager.

Fields

lookback_mins: Option<u64>

Number of minutes to look back during reconciliation.

inflight_threshold_ms: u64

Threshold in milliseconds for inflight order checks.

inflight_max_retries: u32

Maximum number of retries for inflight checks.

filter_unclaimed_external: bool

Whether to filter unclaimed external orders.

generate_missing_orders: bool

Whether to generate missing orders from reports.

filtered_client_order_ids: HashSet<ClientOrderId>

Client order IDs excluded from reconciliation.

open_check_threshold_ns: u64

Threshold in nanoseconds before acting on venue discrepancies for open orders.

open_check_missing_retries: u32

Maximum retries before resolving an open order missing at the venue.

open_check_open_only: bool

Whether open-order polling should only request open orders from the venue.

open_check_lookback_mins: Option<u64>

Lookback window (minutes) for venue order status polling.

filter_position_reports: bool

Whether to filter position status reports during reconciliation.

reconciliation_instrument_ids: HashSet<InstrumentId>

Instrument IDs to include during reconciliation (empty => all).

Trait Implementations

impl Clone for ReconciliationConfig

fn clone(&self) -> ReconciliationConfig

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for ReconciliationConfig

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

Formats the value using the given formatter.

impl Default for ReconciliationConfig

fn default() -> Self

Returns the “default value” for a type.