rusty_ems::execution_engine_optimized

Trait Exchange

Source 
pub trait Exchange:
    Send
    + Sync
    + Any {

Show 13 methods    // Required methods
    fn venue(&self) -> Venue;
    fn place_order<'life0, 'async_trait>(
        &'life0 self,
        order: Order,
        report_tx: 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_tx: 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_tx: 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_tx: 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,
    ) -> 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;

    // Provided methods
    fn supports_batch_orders(&self) -> bool { ... }
    fn place_batch_orders<'life0, 'async_trait>(
        &'life0 self,
        _orders: SmallVec<[Order; 8]>,
        _report_tx: Sender<ExecutionReport>,
    ) -> Pin<Box<dyn Future<Output = Result<BatchResult<()>>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait { ... }
    fn cancel_batch_orders<'life0, 'async_trait>(
        &'life0 self,
        _order_ids: SmallVec<[SmartString; 8]>,
        _report_tx: Sender<ExecutionReport>,
    ) -> Pin<Box<dyn Future<Output = Result<BatchResult<()>>> + 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_tx: 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_tx: 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_tx: 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_tx: 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, ) -> 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

Provided Methods§

Source

fn supports_batch_orders(&self) -> bool

Check if this exchange supports batch orders

Source

fn place_batch_orders<'life0, 'async_trait>( &'life0 self, _orders: SmallVec<[Order; 8]>, _report_tx: Sender<ExecutionReport>, ) -> Pin<Box<dyn Future<Output = Result<BatchResult<()>>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Place multiple orders in a single batch with improved error handling

Returns a BatchResult that separates transport-level errors from per-order errors. This allows for better error handling strategies and more accurate reporting.

Source

fn cancel_batch_orders<'life0, 'async_trait>( &'life0 self, _order_ids: SmallVec<[SmartString; 8]>, _report_tx: Sender<ExecutionReport>, ) -> Pin<Box<dyn Future<Output = Result<BatchResult<()>>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Cancel multiple orders in a single batch with improved error handling

Returns a BatchResult that separates transport-level errors from per-order errors. This allows for better error handling strategies and more accurate reporting.

Implementors§