LiveExecutionEngine

nautilus_live::execution

Struct LiveExecutionEngine 

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

Live execution engine that manages execution state and reconciliation.

The LiveExecutionEngine orchestrates:

  • Startup reconciliation with all venues.
  • Continuous reconciliation of execution reports.
  • Inflight order checking and resolution.
  • Message routing between venues and the core execution engine.

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impl LiveExecutionEngine

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

Creates a new LiveExecutionEngine instance.

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

Starts the live execution engine.

This initiates:

  • Startup reconciliation with all venues.
  • Continuous reconciliation tasks.
  • Message processing loops.
§Errors

Returns an error if startup reconciliation fails.

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

Stops the live execution engine.

§Errors

Returns an error if stopping tasks fails.

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pub fn reconcile_execution_report(&mut self, report: ExecutionReport)

Reconciles an execution report.

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

Handles a trading command.

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pub fn is_running(&self) -> bool

Returns whether the engine is currently running.

Trait Implementations§

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impl Debug for LiveExecutionEngine

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

Formats the value using the given formatter. Read more

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