Struct RiskEngine

pub struct RiskEngine {
    pub throttled_submit_order: Throttler<SubmitOrder, Box<dyn Fn(SubmitOrder)>>,
    pub throttled_modify_order: Throttler<ModifyOrder, Box<dyn Fn(ModifyOrder)>>,
    /* private fields */
}

Fields

throttled_submit_order: Throttler<SubmitOrder, Box<dyn Fn(SubmitOrder)>>

throttled_modify_order: Throttler<ModifyOrder, Box<dyn Fn(ModifyOrder)>>

Implementations

impl RiskEngine

pub fn new( config: RiskEngineConfig, clock: Rc<RefCell<dyn Clock>>, cache: Rc<RefCell<Cache>>, msgbus: Rc<RefCell<MessageBus>>, ) -> Self

pub fn execute(&mut self, command: TradingCommand)

pub fn process(&mut self, event: OrderEventAny)

pub fn set_trading_state(&mut self, state: TradingState)

pub fn set_max_notional_per_order( &mut self, instrument_id: InstrumentId, new_value: Decimal, )