Struct OptimizedExecutionEngine

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#[repr(align(64))]
pub struct OptimizedExecutionEngine { /* private fields */ }

Expand description

Optimized, cache-aware execution engine for high-frequency trading

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impl OptimizedExecutionEngine

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pub fn new( event_rx: Receiver<ExecutionEvent>, report_tx: Sender<ExecutionReport>, ) -> Self

Create a new execution engine

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pub fn with_options( event_rx: Receiver<ExecutionEvent>, report_tx: Sender<ExecutionReport>, batch_size: usize, max_concurrent_tasks: usize, ) -> Self

Create a new execution engine with custom batch size and concurrency

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pub fn register_exchange(&mut self, exchange: Arc<dyn Exchange>)

Register an exchange adapter with this execution engine

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

Start the execution engine

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

Stop the execution engine

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pub fn report_sender(&self) -> Sender<ExecutionReport>

Get a execution report channel that sends to this engine

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pub fn event_receiver(&self) -> Receiver<ExecutionEvent>

Get an execution event channel that this engine listens to

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pub fn get_stats(&self) -> ExecutionStats

Get current execution statistics

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impl !UnwindSafe for OptimizedExecutionEngine

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T> Instrument for T

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fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided [Span], returning an Instrumented wrapper. Read more

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fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> Pointable for T

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const ALIGN: usize

The alignment of pointer.

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type Init = T

The type for initializers.

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unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more

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unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more

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unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more

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unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more

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impl<T> PolicyExt for T
where T: ?Sized,

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fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns [Action::Follow] only if self and other return Action::Follow. Read more

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fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns [Action::Follow] if either self or other returns Action::Follow. Read more

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impl<T> Same for T

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type Output = T

Should always be Self

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impl<T, U> TryFrom for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.

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fn try_from(value: U) -> Result<T, <T as TryFrom>::Error>

Performs the conversion.

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impl<T, U> TryInto for T
where U: TryFrom<T>,

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type Error = >::Error

The type returned in the event of a conversion error.

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fn try_into(self) -> Result<U, >::Error>

Performs the conversion.

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impl<V, T> VZip<V> for T
where V: MultiLane<T>,

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fn vzip(self) -> V

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impl<T> WithSubscriber for T

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fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a [WithDispatch] wrapper. Read more

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fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a [WithDispatch] wrapper. Read more

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Struct OptimizedExecutionEngineCopy item path

Implementations§

impl OptimizedExecutionEngine

pub fn new( event_rx: Receiver<ExecutionEvent>, report_tx: Sender<ExecutionReport>, ) -> Self

pub fn with_options( event_rx: Receiver<ExecutionEvent>, report_tx: Sender<ExecutionReport>, batch_size: usize, max_concurrent_tasks: usize, ) -> Self

pub fn register_exchange(&mut self, exchange: Arc<dyn Exchange>)

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

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

pub fn report_sender(&self) -> Sender<ExecutionReport>

pub fn event_receiver(&self) -> Receiver<ExecutionEvent>

pub fn get_stats(&self) -> ExecutionStats

Auto Trait Implementations§

impl Freeze for OptimizedExecutionEngine

impl !RefUnwindSafe for OptimizedExecutionEngine

impl Send for OptimizedExecutionEngine

impl Sync for OptimizedExecutionEngine

impl Unpin for OptimizedExecutionEngine

impl !UnwindSafe for OptimizedExecutionEngine

Blanket Implementations§

impl<T> Any for Twhere T: 'static + ?Sized,

fn type_id(&self) -> TypeId

impl<T> Borrow<T> for Twhere T: ?Sized,

fn borrow(&self) -> &T

impl<T> BorrowMut<T> for Twhere T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

impl<T> From<T> for T

fn from(t: T) -> T

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

fn in_current_span(self) -> Instrumented<Self>

impl<T, U> Into<U> for Twhere U: From<T>,

fn into(self) -> U

impl<T> Pointable for T

const ALIGN: usize

type Init = T

unsafe fn init(init: <T as Pointable>::Init) -> usize

unsafe fn deref<'a>(ptr: usize) -> &'a T

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

unsafe fn drop(ptr: usize)

impl<T> PolicyExt for Twhere T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>where T: Policy<B, E>, P: Policy<B, E>,

fn or<P, B, E>(self, other: P) -> Or<T, P>where T: Policy<B, E>, P: Policy<B, E>,

impl<T> Same for T

type Output = T

impl<T, U> TryFrom<U> for Twhere U: Into<T>,

type Error = Infallible

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

impl<T, U> TryInto<U> for Twhere U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

impl<V, T> VZip<V> for Twhere V: MultiLane<T>,

fn vzip(self) -> V

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>where S: Into<Dispatch>,

fn with_current_subscriber(self) -> WithDispatch<Self>

impl<T> ErasedDestructor for Twhere T: 'static,

Struct OptimizedExecutionEngine

impl<T> Any for T
where T: 'static + ?Sized,

impl<T> Borrow<T> for T
where T: ?Sized,

impl<T> BorrowMut<T> for T
where T: ?Sized,

impl<T, U> Into<U> for T
where U: From<T>,

impl<T> PolicyExt for T
where T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

impl<T, U> TryFrom<U> for T
where U: Into<T>,

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

impl<T> ErasedDestructor for T
where T: 'static,