Struct CashAccount

pub struct CashAccount {
    pub base: BaseAccount,
}

Fields

base: BaseAccount

Implementations

impl CashAccount

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

Creates a new CashAccount instance.

pub fn is_cash_account(&self) -> bool

pub fn is_margin_account(&self) -> bool

pub const fn is_unleveraged(&self) -> bool

pub fn recalculate_balance(&mut self, currency: Currency)

Recalculates the account balance for the specified currency based on current margins.

Panics

Panics if conversion from Decimal to f64 fails during balance update.

impl CashAccount

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

Methods from Deref<Target = BaseAccount>

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 Account for CashAccount

fn id(&self) -> AccountId

fn account_type(&self) -> AccountType

fn base_currency(&self) -> Option<Currency>

fn is_cash_account(&self) -> bool

fn is_margin_account(&self) -> bool

fn calculated_account_state(&self) -> bool

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

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

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

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

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

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

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

fn last_event(&self) -> Option<AccountState>

fn events(&self) -> Vec<AccountState>

fn event_count(&self) -> usize

fn currencies(&self) -> Vec<Currency>

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

fn balances(&self) -> HashMap<Currency, AccountBalance>

fn apply(&mut self, event: AccountState)

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

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

Calculates locked balance for the order parameters.

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

Calculates PnLs for the fill and position.

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

Calculates commission for the order fill parameters.

impl Clone for CashAccount

fn clone(&self) -> CashAccount

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CashAccount

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

Formats the value using the given formatter.

impl Default for CashAccount

fn default() -> Self

Creates a new default CashAccount instance.

impl Deref for CashAccount

type Target = BaseAccount

The resulting type after dereferencing.

fn deref(&self) -> &Self::Target

Dereferences the value.

impl DerefMut for CashAccount

fn deref_mut(&mut self) -> &mut Self::Target

Mutably dereferences the value.

impl<'de> Deserialize<'de> for CashAccount

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for CashAccount

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

Formats the value using the given formatter.

impl From<CashAccount> for AccountAny

fn from(v: CashAccount) -> AccountAny

Converts to this type from the input type.

impl IntoPy<Py<PyAny>> for CashAccount

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 CashAccount

type Target = CashAccount

The Python output type

type Output = Bound<'py, <CashAccount 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 PartialEq for CashAccount

fn eq(&self, other: &Self) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl PyClass for CashAccount

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for CashAccount

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<CashAccount>

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 PyClassNewTextSignature<CashAccount> for PyClassImplCollector<CashAccount>

fn new_text_signature(self) -> Option<&'static str>

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

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

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

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

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

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

impl PyMethods<CashAccount> for PyClassImplCollector<CashAccount>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for CashAccount

const NAME: &'static str = "CashAccount"

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 CashAccount

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl TryInto<CashAccount> for AccountAny

type Error = &'static str

The type returned in the event of a conversion error.

fn try_into(self) -> Result<CashAccount, <Self as TryInto<CashAccount>>::Error>

Performs the conversion.

impl DerefToPyAny for CashAccount

impl Eq for CashAccount