Struct OrderEventFactory 

pub struct OrderEventFactory { /* private fields */ }

Factory for generating order and account events.

This struct holds the identity information needed to construct events and provides methods to generate all order event types. It is Clone and Send, allowing it to be used in async contexts.

Implementations

impl OrderEventFactory

pub fn new( trader_id: TraderId, account_id: AccountId, account_type: AccountType, base_currency: Option<Currency>, ) -> OrderEventFactory

Creates a new OrderEventFactory instance.

pub fn trader_id(&self) -> TraderId

Returns the trader ID.

pub fn account_id(&self) -> AccountId

Returns the account ID.

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

Generates an account state event.

pub fn generate_order_denied( &self, order: &OrderAny, reason: &str, ts_init: UnixNanos, ) -> OrderEventAny

Generates an order denied event.

The event timestamp ts_event is the same as the initialized timestamp ts_init.

pub fn generate_order_submitted( &self, order: &OrderAny, ts_init: UnixNanos, ) -> OrderEventAny

Generates an order submitted event.

The event timestamp ts_event is the same as the initialized timestamp ts_init.

pub fn generate_order_rejected( &self, order: &OrderAny, reason: &str, ts_event: UnixNanos, ts_init: UnixNanos, due_post_only: bool, ) -> OrderEventAny

Generates an order rejected event.

pub fn generate_order_accepted( &self, order: &OrderAny, venue_order_id: VenueOrderId, ts_event: UnixNanos, ts_init: UnixNanos, ) -> OrderEventAny

Generates an order accepted event.

pub fn generate_order_modify_rejected( &self, order: &OrderAny, venue_order_id: Option<VenueOrderId>, reason: &str, ts_event: UnixNanos, ts_init: UnixNanos, ) -> OrderEventAny

Generates an order modify rejected event.

pub fn generate_order_cancel_rejected( &self, order: &OrderAny, venue_order_id: Option<VenueOrderId>, reason: &str, ts_event: UnixNanos, ts_init: UnixNanos, ) -> OrderEventAny

Generates an order cancel rejected event.

pub fn generate_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, ts_init: UnixNanos, ) -> OrderEventAny

Generates an order updated event.

pub fn generate_order_canceled( &self, order: &OrderAny, venue_order_id: Option<VenueOrderId>, ts_event: UnixNanos, ts_init: UnixNanos, ) -> OrderEventAny

Generates an order canceled event.

pub fn generate_order_triggered( &self, order: &OrderAny, venue_order_id: Option<VenueOrderId>, ts_event: UnixNanos, ts_init: UnixNanos, ) -> OrderEventAny

Generates an order triggered event.

pub fn generate_order_expired( &self, order: &OrderAny, venue_order_id: Option<VenueOrderId>, ts_event: UnixNanos, ts_init: UnixNanos, ) -> OrderEventAny

Generates an order expired event.

pub fn generate_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, ts_init: UnixNanos, ) -> OrderEventAny

Generates an order filled event.

Trait Implementations

impl Clone for OrderEventFactory

fn clone(&self) -> OrderEventFactory

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderEventFactory

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

Formats the value using the given formatter.