Struct BitmexExecutionClient 

pub struct BitmexExecutionClient { /* private fields */ }

Implementations

impl BitmexExecutionClient

pub fn new( core: ExecutionClientCore, config: BitmexExecClientConfig, ) -> Result<Self>

Creates a new BitmexExecutionClient.

Errors

Returns an error if either the HTTP or WebSocket client fail to construct.

Trait Implementations

impl Debug for BitmexExecutionClient

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

Formats the value using the given formatter.

impl ExecutionClient for BitmexExecutionClient

fn is_connected(&self) -> bool

fn client_id(&self) -> ClientId

fn account_id(&self) -> AccountId

fn venue(&self) -> Venue

fn oms_type(&self) -> OmsType

fn get_account(&self) -> Option<AccountAny>

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

Generates and publishes the account state event.

fn start(&mut self) -> Result<()>

Starts the execution client.

fn stop(&mut self) -> Result<()>

Stops the execution client.

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

Submits a single order command to the execution venue.

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

Submits a list of orders to the execution venue.

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

Modifies an existing order.

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

Cancels a specific order.

fn cancel_all_orders(&self, cmd: &CancelAllOrders) -> Result<()>

Cancels all orders.

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

Cancels a batch of orders.

fn query_account(&self, _cmd: &QueryAccount) -> Result<()>

Queries the status of an account.

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

Queries the status of an order.

impl LiveExecutionClient for BitmexExecutionClient

fn connect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Establishes a connection for live execution.

fn disconnect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Disconnects the live execution client.

fn generate_order_status_report<'life0, 'life1, 'async_trait>( &'life0 self, cmd: &'life1 GenerateOrderStatusReport, ) -> Pin<Box<dyn Future<Output = Result<Option<OrderStatusReport>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Generates a single order status report.

fn generate_order_status_reports<'life0, 'life1, 'async_trait>( &'life0 self, cmd: &'life1 GenerateOrderStatusReport, ) -> Pin<Box<dyn Future<Output = Result<Vec<OrderStatusReport>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Generates multiple order status reports.

fn generate_fill_reports<'life0, 'async_trait>( &'life0 self, cmd: GenerateFillReports, ) -> Pin<Box<dyn Future<Output = Result<Vec<FillReport>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Generates fill reports based on execution results.

fn generate_position_status_reports<'life0, 'life1, 'async_trait>( &'life0 self, cmd: &'life1 GeneratePositionReports, ) -> Pin<Box<dyn Future<Output = Result<Vec<PositionStatusReport>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Generates position status reports.

fn generate_mass_status<'life0, 'async_trait>( &'life0 self, _lookback_mins: Option<u64>, ) -> Pin<Box<dyn Future<Output = Result<Option<ExecutionMassStatus>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Generates mass status for executions.

impl LiveExecutionClientExt for BitmexExecutionClient

fn get_message_channel(&self) -> UnboundedSender<ExecutionEvent>

Gets the message channel for sending execution events.

fn get_clock(&self) -> Ref<'_, dyn Clock>

Gets the clock for timestamp generation.

fn send_order_event(&self, event: OrderEventAny)

Sends an order event to the execution engine.

fn send_order_status_report(&self, report: OrderStatusReport)

Sends an order status report to the execution engine.

fn send_fill_report(&self, report: FillReport)

Sends a fill report to the execution engine.

fn send_position_status_report(&self, report: PositionStatusReport)

Sends a position status report to the execution engine.

fn send_mass_status(&self, mass_status: ExecutionMassStatus)

Sends a mass status report to the execution engine.