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FillTracker

Struct FillTracker 

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pub struct FillTracker { /* private fields */ }
Expand description

Tracks cumulative fill state per bet to compute incremental fills from the Betfair OCM stream.

Betfair provides cumulative sm (size matched) and avp (average price matched) on each order update. This tracker maintains per-bet state to derive individual fill quantities and prices for each update.

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impl FillTracker

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pub fn new() -> Self

Creates a new FillTracker instance.

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pub fn maybe_fill_report( &mut self, uo: &UnmatchedOrder, order_qty: Decimal, instrument_id: InstrumentId, account_id: AccountId, currency: Currency, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Option<FillReport>

Computes an incremental [FillReport] for an unmatched order update.

Returns None if no new fill occurred (size matched unchanged, duplicate trade ID, or overfill detected).

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pub fn sync_order(&mut self, bet_id: &str, filled_qty: Decimal, avg_px: Decimal)

Pre-populates state for a bet from existing order data.

Called during reconnect sync so that the first stream update computes a correct incremental fill instead of treating the cumulative matched size as a new fill.

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pub fn prune(&mut self, bet_id: &str)

Removes state for a completed bet to prevent unbounded growth.

Trait Implementations§

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impl Debug for FillTracker

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl Default for FillTracker

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fn default() -> FillTracker

Returns the “default value” for a type. Read more

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