nautilus_live/execution/
client.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
16//! Execution client definitions for live trading.
17//!
18//! This trait extends the base `ExecutionClient` trait with async methods
19//! for generating execution reports used in reconciliation.
20
21use std::fmt::Debug;
22
23use async_trait::async_trait;
24use nautilus_common::messages::execution::{
25    GenerateFillReports, GenerateOrderStatusReport, GeneratePositionReports,
26};
27use nautilus_execution::client::ExecutionClient;
28use nautilus_model::reports::{
29    ExecutionMassStatus, FillReport, OrderStatusReport, PositionStatusReport,
30};
31
32/// Live execution client trait with async report generation methods.
33///
34/// Extends `ExecutionClient` with async methods for generating execution reports
35/// used by the `ExecutionManager` for reconciliation.
36#[async_trait(?Send)]
37pub trait LiveExecutionClient: ExecutionClient {
38    /// Generates a single order status report.
39    ///
40    /// # Errors
41    ///
42    /// Returns an error if report generation fails.
43    async fn generate_order_status_report(
44        &self,
45        cmd: &GenerateOrderStatusReport,
46    ) -> anyhow::Result<Option<OrderStatusReport>> {
47        log_not_implemented(cmd);
48        Ok(None)
49    }
50
51    /// Generates multiple order status reports.
52    ///
53    /// # Errors
54    ///
55    /// Returns an error if report generation fails.
56    async fn generate_order_status_reports(
57        &self,
58        cmd: &GenerateOrderStatusReport,
59    ) -> anyhow::Result<Vec<OrderStatusReport>> {
60        log_not_implemented(cmd);
61        Ok(Vec::new())
62    }
63
64    /// Generates fill reports based on execution results.
65    ///
66    /// # Errors
67    ///
68    /// Returns an error if fill report generation fails.
69    async fn generate_fill_reports(
70        &self,
71        cmd: GenerateFillReports,
72    ) -> anyhow::Result<Vec<FillReport>> {
73        log_not_implemented(&cmd);
74        Ok(Vec::new())
75    }
76
77    /// Generates position status reports.
78    ///
79    /// # Errors
80    ///
81    /// Returns an error if generation fails.
82    async fn generate_position_status_reports(
83        &self,
84        cmd: &GeneratePositionReports,
85    ) -> anyhow::Result<Vec<PositionStatusReport>> {
86        log_not_implemented(cmd);
87        Ok(Vec::new())
88    }
89
90    /// Generates mass status for executions.
91    ///
92    /// # Errors
93    ///
94    /// Returns an error if status generation fails.
95    async fn generate_mass_status(
96        &self,
97        lookback_mins: Option<u64>,
98    ) -> anyhow::Result<Option<ExecutionMassStatus>> {
99        log_not_implemented(&lookback_mins);
100        Ok(None)
101    }
102}
103
104#[inline(always)]
105fn log_not_implemented<T: Debug>(cmd: &T) {
106    log::warn!("{cmd:?} – handler not implemented");
107}
nautilus_live/execution/client.rs

nautilus_live/execution/
client.rs
