rusty_ems::execution_engine

Trait Exchange

Source 
pub trait Exchange: Send + Sync {
    // Required methods
    fn venue(&self) -> Venue;
    fn place_order<'life0, 'async_trait>(
        &'life0 self,
        order: Order,
        report_sender: Sender<ExecutionReport>,
    ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn cancel_order<'life0, 'async_trait>(
        &'life0 self,
        order_id: SmartString,
        report_sender: Sender<ExecutionReport>,
    ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn modify_order<'life0, 'async_trait>(
        &'life0 self,
        order_id: SmartString,
        new_price: Option<Decimal>,
        new_quantity: Option<Decimal>,
        report_sender: Sender<ExecutionReport>,
    ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn cancel_all_orders<'life0, 'async_trait>(
        &'life0 self,
        instrument_id: Option<InstrumentId>,
        report_sender: Sender<ExecutionReport>,
    ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn get_order_status<'life0, 'life1, 'async_trait>(
        &'life0 self,
        order_id: &'life1 str,
    ) -> Pin<Box<dyn Future<Output = Result<OrderStatus>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn connect<'life0, 'async_trait>(
        &'life0 self,
        report_sender: Sender<ExecutionReport>,
    ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn disconnect<'life0, 'async_trait>(
        &'life0 self,
    ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn is_connected<'life0, 'async_trait>(
        &'life0 self,
    ) -> Pin<Box<dyn Future<Output = bool> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn get_instruments<'life0, 'async_trait>(
        &'life0 self,
    ) -> Pin<Box<dyn Future<Output = Result<SmallVec<[InstrumentId; 32]>>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn send_fix_message<'life0, 'async_trait>(
        &'life0 self,
        message: Vec<u8>,
    ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn receive_fix_message<'life0, 'async_trait>(
        &'life0 self,
    ) -> Pin<Box<dyn Future<Output = Result<Vec<u8>>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
}
Expand description

Interface for connecting to trading venues

Required Methods§

Source

fn venue(&self) -> Venue

Returns the venue this exchange connects to

Source

fn place_order<'life0, 'async_trait>( &'life0 self, order: Order, report_sender: Sender<ExecutionReport>, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Places a new order on the exchange

Source

fn cancel_order<'life0, 'async_trait>( &'life0 self, order_id: SmartString, report_sender: Sender<ExecutionReport>, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Cancels an existing order

Source

fn modify_order<'life0, 'async_trait>( &'life0 self, order_id: SmartString, new_price: Option<Decimal>, new_quantity: Option<Decimal>, report_sender: Sender<ExecutionReport>, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Modifies an existing order

Source

fn cancel_all_orders<'life0, 'async_trait>( &'life0 self, instrument_id: Option<InstrumentId>, report_sender: Sender<ExecutionReport>, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Cancels all open orders, optionally filtered by instrument

Source

fn get_order_status<'life0, 'life1, 'async_trait>( &'life0 self, order_id: &'life1 str, ) -> Pin<Box<dyn Future<Output = Result<OrderStatus>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Retrieves the status of an order

Source

fn connect<'life0, 'async_trait>( &'life0 self, report_sender: Sender<ExecutionReport>, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Connects to the exchange

Source

fn disconnect<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Disconnects from the exchange

Source

fn is_connected<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = bool> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Checks if connected to the exchange

Source

fn get_instruments<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<SmallVec<[InstrumentId; 32]>>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Gets a list of instruments supported by this exchange

Source

fn send_fix_message<'life0, 'async_trait>( &'life0 self, message: Vec<u8>, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Sends a FIX message to the exchange

Source

fn receive_fix_message<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<Vec<u8>>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Receives a FIX message from the exchange

Implementors§