nautilus_execution/engine/config.rs
1// -------------------------------------------------------------------------------------------------
2// Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
3// https://nautechsystems.io
4//
5// Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6// You may not use this file except in compliance with the License.
7// You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9// Unless required by applicable law or agreed to in writing, software
10// distributed under the License is distributed on an "AS IS" BASIS,
11// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12// See the License for the specific language governing permissions and
13// limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use nautilus_model::identifiers::ClientId;
17use serde::{Deserialize, Serialize};
18
19/// Configuration for `ExecutionEngine` instances.
20#[derive(Debug, Clone, Serialize, Deserialize)]
21pub struct ExecutionEngineConfig {
22 /// If the cache should be loaded on initialization.
23 #[serde(default = "default_true")]
24 pub load_cache: bool,
25 /// If the execution engine should maintain own/user order books based on commands and events.
26 #[serde(default)]
27 pub manage_own_order_books: bool,
28 /// If order state snapshot lists are persisted to a backing database.
29 /// Snapshots will be taken at every order state update (when events are applied).
30 #[serde(default)]
31 pub snapshot_orders: bool,
32 /// If position state snapshot lists are persisted to a backing database.
33 /// Snapshots will be taken at position opened, changed and closed (when events are applied).
34 #[serde(default)]
35 pub snapshot_positions: bool,
36 /// The interval (seconds) at which additional position state snapshots are persisted.
37 /// If None then no additional snapshots will be taken.
38 #[serde(default)]
39 pub snapshot_positions_interval_secs: Option<f64>,
40 /// The client IDs declared for external stream processing.
41 ///
42 /// The execution engine will not attempt to send trading commands to these
43 /// client IDs, assuming an external process will consume the serialized
44 /// command messages from the bus and handle execution.
45 #[serde(default)]
46 pub external_clients: Option<Vec<ClientId>>,
47 /// If debug mode is active (will provide extra debug logging).
48 #[serde(default)]
49 pub debug: bool,
50}
51
52const fn default_true() -> bool {
53 true
54}
55
56impl Default for ExecutionEngineConfig {
57 fn default() -> Self {
58 Self {
59 load_cache: true,
60 manage_own_order_books: false,
61 snapshot_orders: false,
62 snapshot_positions: false,
63 snapshot_positions_interval_secs: None,
64 external_clients: None,
65 debug: false,
66 }
67 }
68}