Struct ExecutionEngineConfig 

pub struct ExecutionEngineConfig {

    pub load_cache: bool,
    pub manage_own_order_books: bool,
    pub snapshot_orders: bool,
    pub snapshot_positions: bool,
    pub snapshot_positions_interval_secs: Option<f64>,
    pub allow_overfills: bool,
    pub external_clients: Option<Vec<ClientId>>,
    pub purge_closed_orders_interval_mins: Option<u32>,
    pub purge_closed_orders_buffer_mins: Option<u32>,
    pub purge_closed_positions_interval_mins: Option<u32>,
    pub purge_closed_positions_buffer_mins: Option<u32>,
    pub purge_account_events_interval_mins: Option<u32>,
    pub purge_account_events_lookback_mins: Option<u32>,
    pub purge_from_database: bool,
    pub debug: bool,
}

Configuration for ExecutionEngine instances.

Fields

load_cache: bool

If the cache should be loaded on initialization.

manage_own_order_books: bool

If the execution engine should maintain own/user order books based on commands and events.

snapshot_orders: bool

If order state snapshot lists are persisted to a backing database. Snapshots will be taken at every order state update (when events are applied).

snapshot_positions: bool

If position state snapshot lists are persisted to a backing database. Snapshots will be taken at position opened, changed and closed (when events are applied).

snapshot_positions_interval_secs: Option<f64>

The interval (seconds) at which additional position state snapshots are persisted. If None then no additional snapshots will be taken.

allow_overfills: bool

If order fills exceeding order quantity are allowed (logs warning instead of raising). Useful when position reconciliation races with exchange fill events.

external_clients: Option<Vec<ClientId>>

The client IDs declared for external stream processing.

The execution engine will not attempt to send trading commands to these client IDs, assuming an external process will consume the serialized command messages from the bus and handle execution.

purge_closed_orders_interval_mins: Option<u32>

The interval (minutes) between purging closed orders from the in-memory cache.

purge_closed_orders_buffer_mins: Option<u32>

The time buffer (minutes) before closed orders can be purged.

purge_closed_positions_interval_mins: Option<u32>

The interval (minutes) between purging closed positions from the in-memory cache.

purge_closed_positions_buffer_mins: Option<u32>

The time buffer (minutes) before closed positions can be purged.

purge_account_events_interval_mins: Option<u32>

The interval (minutes) between purging account events from the in-memory cache.

purge_account_events_lookback_mins: Option<u32>

The time buffer (minutes) before account events can be purged.

purge_from_database: bool

If purge operations should also delete from the backing database.

debug: bool

If debug mode is active (will provide extra debug logging).

Implementations

impl ExecutionEngineConfig

pub fn builder() -> ExecutionEngineConfigBuilder

Create an instance of ExecutionEngineConfig using the builder syntax

Trait Implementations

impl Clone for ExecutionEngineConfig

fn clone(&self) -> ExecutionEngineConfig

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for ExecutionEngineConfig

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

Formats the value using the given formatter.

impl Default for ExecutionEngineConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for ExecutionEngineConfig

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<'a, 'py> FromPyObject<'a, 'py> for ExecutionEngineConfig

where Self: Clone,

type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error.

fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj.

impl<'py> IntoPyObject<'py> for ExecutionEngineConfig

type Target = ExecutionEngineConfig

The Python output type

type Output = Bound<'py, <ExecutionEngineConfig as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PyClass for ExecutionEngineConfig

const NAME: &str = "ExecutionEngineConfig"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for ExecutionEngineConfig

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// Configuration for `ExecutionEngine` instances.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<ExecutionEngineConfig as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<ExecutionEngineConfig>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForExecutionEngineConfig

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for ExecutionEngineConfig

const TEXT_SIGNATURE: &'static str = "(load_cache=None, manage_own_order_books=None, snapshot_orders=None, snapshot_positions=None, snapshot_positions_interval_secs=None, allow_overfills=None, external_clients=None, purge_closed_orders_interval_mins=None, purge_closed_orders_buffer_mins=None, purge_closed_positions_interval_mins=None, purge_closed_positions_buffer_mins=None, purge_account_events_interval_mins=None, purge_account_events_lookback_mins=None, purge_from_database=None, debug=None)"

impl PyStubType for ExecutionEngineConfig

fn type_output() -> TypeInfo

The type to be used in the output signature, i.e. return type of the Python function or methods.

fn type_input() -> TypeInfo

The type to be used in the input signature, i.e. the arguments of the Python function or methods.

impl PyTypeInfo for ExecutionEngineConfig

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl Serialize for ExecutionEngineConfig

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl DerefToPyAny for ExecutionEngineConfig