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ExecutionEventEmitter

Struct ExecutionEventEmitter 

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pub struct ExecutionEventEmitter { /* private fields */ }
Expand description

Event emitter for live trading - combines event generation with async dispatch.

This struct wraps an OrderEventFactory for event construction and an unbounded channel sender for async dispatch. It provides emit_* convenience methods that generate and send events in a single call.

The sender is set during the adapter’s start() phase via set_sender.

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impl ExecutionEventEmitter

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pub fn new( clock: &'static AtomicTime, trader_id: TraderId, account_id: AccountId, account_type: AccountType, base_currency: Option<Currency>, ) -> Self

Creates a new ExecutionEventEmitter with no sender.

Call set_sender in the adapter’s start() method.

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pub fn set_sender(&mut self, sender: UnboundedSender<ExecutionEvent>)

Sets the sender. Call in adapter’s start().

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pub fn is_initialized(&self) -> bool

Returns true if the sender is initialized.

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pub fn trader_id(&self) -> TraderId

Returns the trader ID.

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pub fn account_id(&self) -> AccountId

Returns the account ID.

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pub fn emit_account_state( &self, balances: Vec<AccountBalance>, margins: Vec<MarginBalance>, reported: bool, ts_event: UnixNanos, )

Generates and emits an account state event.

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pub fn emit_order_denied(&self, order: &OrderAny, reason: &str)

Generates and emits an order denied event.

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pub fn emit_order_submitted(&self, order: &OrderAny)

Generates and emits an order submitted event.

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pub fn emit_order_rejected( &self, order: &OrderAny, reason: &str, ts_event: UnixNanos, due_post_only: bool, )

Generates and emits an order rejected event.

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pub fn emit_order_accepted( &self, order: &OrderAny, venue_order_id: VenueOrderId, ts_event: UnixNanos, )

Generates and emits an order accepted event.

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pub fn emit_order_modify_rejected( &self, order: &OrderAny, venue_order_id: Option<VenueOrderId>, reason: &str, ts_event: UnixNanos, )

Generates and emits an order modify rejected event.

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pub fn emit_order_cancel_rejected( &self, order: &OrderAny, venue_order_id: Option<VenueOrderId>, reason: &str, ts_event: UnixNanos, )

Generates and emits an order cancel rejected event.

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pub fn emit_order_updated( &self, order: &OrderAny, venue_order_id: VenueOrderId, quantity: Quantity, price: Option<Price>, trigger_price: Option<Price>, protection_price: Option<Price>, ts_event: UnixNanos, )

Generates and emits an order updated event.

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pub fn emit_order_canceled( &self, order: &OrderAny, venue_order_id: Option<VenueOrderId>, ts_event: UnixNanos, )

Generates and emits an order canceled event.

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pub fn emit_order_triggered( &self, order: &OrderAny, venue_order_id: Option<VenueOrderId>, ts_event: UnixNanos, )

Generates and emits an order triggered event.

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pub fn emit_order_expired( &self, order: &OrderAny, venue_order_id: Option<VenueOrderId>, ts_event: UnixNanos, )

Generates and emits an order expired event.

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pub fn emit_order_filled( &self, order: &OrderAny, venue_order_id: VenueOrderId, venue_position_id: Option<PositionId>, trade_id: TradeId, last_qty: Quantity, last_px: Price, quote_currency: Currency, commission: Option<Money>, liquidity_side: LiquiditySide, ts_event: UnixNanos, )

Generates and emits an order filled event.

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pub fn emit_order_rejected_event( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, reason: &str, ts_event: UnixNanos, due_post_only: bool, )

Constructs and emits an order rejected event from raw fields.

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pub fn emit_order_modify_rejected_event( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: Option<VenueOrderId>, reason: &str, ts_event: UnixNanos, )

Constructs and emits an order modify rejected event from raw fields.

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pub fn emit_order_cancel_rejected_event( &self, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: Option<VenueOrderId>, reason: &str, ts_event: UnixNanos, )

Constructs and emits an order cancel rejected event from raw fields.

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pub fn send_order_event(&self, event: OrderEventAny)

Emits an order event.

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pub fn send_account_state(&self, state: AccountState)

Emits an account state event.

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pub fn send_execution_report(&self, report: ExecutionReport)

Emits an execution report.

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pub fn send_order_status_report(&self, report: OrderStatusReport)

Emits an order status report.

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pub fn send_fill_report(&self, report: FillReport)

Emits a fill report.

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pub fn send_position_report(&self, report: PositionStatusReport)

Emits a position status report.

Trait Implementations§

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impl Clone for ExecutionEventEmitter

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fn clone(&self) -> ExecutionEventEmitter

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for ExecutionEventEmitter

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

Formats the value using the given formatter. Read more

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