Struct BaseAccount

pub struct BaseAccount {
    pub id: AccountId,
    pub account_type: AccountType,
    pub base_currency: Option<Currency>,
    pub calculate_account_state: bool,
    pub events: Vec<AccountState>,
    pub commissions: HashMap<Currency, f64>,
    pub balances: HashMap<Currency, AccountBalance>,
    pub balances_starting: HashMap<Currency, Money>,
}

Fields

id: AccountId

account_type: AccountType

base_currency: Option<Currency>

calculate_account_state: bool

events: Vec<AccountState>

commissions: HashMap<Currency, f64>

balances: HashMap<Currency, AccountBalance>

balances_starting: HashMap<Currency, Money>

Implementations

impl BaseAccount

pub fn new(event: AccountState, calculate_account_state: bool) -> Self

Creates a new BaseAccount instance.

pub fn base_balance( &self, currency: Option<Currency>, ) -> Option<&AccountBalance>

Returns a reference to the AccountBalance for the specified currency, or None if absent.

Panics

Panics if currency is None and self.base_currency is None.

pub fn base_balance_total(&self, currency: Option<Currency>) -> Option<Money>

Returns the total Money balance for the specified currency, or None if absent.

Panics

Panics if currency is None and self.base_currency is None.

pub fn base_balances_total(&self) -> HashMap<Currency, Money>

pub fn base_balance_free(&self, currency: Option<Currency>) -> Option<Money>

Returns the free Money balance for the specified currency, or None if absent.

Panics

Panics if currency is None and self.base_currency is None.

pub fn base_balances_free(&self) -> HashMap<Currency, Money>

pub fn base_balance_locked(&self, currency: Option<Currency>) -> Option<Money>

Returns the locked Money balance for the specified currency, or None if absent.

Panics

Panics if currency is None and self.base_currency is None.

pub fn base_balances_locked(&self) -> HashMap<Currency, Money>

pub fn base_last_event(&self) -> Option<AccountState>

pub fn update_balances(&mut self, balances: Vec<AccountBalance>)

Updates the account balances with the provided list of AccountBalance instances.

Panics

Panics if any updated AccountBalance has a total less than zero.

pub fn update_commissions(&mut self, commission: Money)

pub fn base_apply(&mut self, event: AccountState)

pub fn base_purge_account_events( &mut self, ts_now: UnixNanos, lookback_secs: u64, )

Purges all account state events which are outside the lookback window.

Guaranteed to retain at least the latest event.

Panics

Panics if the purging implementation is changed and all events are purged.

pub fn base_calculate_balance_locked( &mut self, instrument: InstrumentAny, side: OrderSide, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool>, ) -> Result<Money>

Calculates the amount of balance to lock for a new order based on the given side, quantity, and price.

Errors

This function never returns an error (TBD).

Panics

Panics if side is not OrderSide::Buy or OrderSide::Sell.

pub fn base_calculate_pnls( &self, instrument: InstrumentAny, fill: OrderFilled, position: Option<Position>, ) -> Result<Vec<Money>>

Calculates profit and loss amounts for a filled order.

Errors

This function never returns an error (TBD).

Panics

Panics if fill.order_side is neither OrderSide::Buy nor OrderSide::Sell.

pub fn base_calculate_commission( &self, instrument: InstrumentAny, last_qty: Quantity, last_px: Price, liquidity_side: LiquiditySide, use_quote_for_inverse: Option<bool>, ) -> Result<Money>

Calculates commission fees for a filled order.

Errors

This function never returns an error (TBD).

Panics

Panics if liquidity_side is LiquiditySide::NoLiquiditySide or otherwise invalid.

Trait Implementations

impl Clone for BaseAccount

fn clone(&self) -> BaseAccount

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BaseAccount

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for BaseAccount

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl IntoPy<Py<PyAny>> for BaseAccount

fn into_py(self, py: Python<'_>) -> PyObject

👎Deprecated since 0.23.0: IntoPy is going to be replaced by IntoPyObject. See the migration guide (https://pyo3.rs/v0.23.0/migration) for more information.

Performs the conversion.

impl<'py> IntoPyObject<'py> for BaseAccount

type Target = BaseAccount

The Python output type

type Output = Bound<'py, <BaseAccount as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PyClass for BaseAccount

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for BaseAccount

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<BaseAccount>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a BaseAccount

type Holder = Option<PyRef<'py, BaseAccount>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a mut BaseAccount

type Holder = Option<PyRefMut<'py, BaseAccount>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyTypeInfo for BaseAccount

const NAME: &'static str = "BaseAccount"

Class name.

const MODULE: Option<&'static str>

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn type_object_bound(py: Python<'_>) -> Bound<'_, PyType>

👎Deprecated since 0.23.0: renamed to PyTypeInfo::type_object

Deprecated name for [PyTypeInfo::type_object].

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_type_of_bound(object: &Bound<'_, PyAny>) -> bool

👎Deprecated since 0.23.0: renamed to PyTypeInfo::is_type_of

Deprecated name for [PyTypeInfo::is_type_of].

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

fn is_exact_type_of_bound(object: &Bound<'_, PyAny>) -> bool

👎Deprecated since 0.23.0: renamed to PyTypeInfo::is_exact_type_of

Deprecated name for [PyTypeInfo::is_exact_type_of].

impl Serialize for BaseAccount

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl DerefToPyAny for BaseAccount