Struct LiveExecutionEngineConfig 

pub struct LiveExecutionEngineConfig {

    pub load_cache: bool,
    pub snapshot_orders: bool,
    pub snapshot_positions: bool,
    pub snapshot_positions_interval_secs: Option<f64>,
    pub external_clients: Option<Vec<ClientId>>,
    pub debug: bool,
    pub reconciliation: bool,
    pub reconciliation_startup_delay_secs: f64,
    pub reconciliation_lookback_mins: Option<u32>,
    pub reconciliation_instrument_ids: Option<Vec<String>>,
    pub filter_unclaimed_external_orders: bool,
    pub filter_position_reports: bool,
    pub filtered_client_order_ids: Option<Vec<String>>,
    pub generate_missing_orders: bool,
    pub inflight_check_interval_ms: u32,
    pub inflight_check_threshold_ms: u32,
    pub inflight_check_retries: u32,
    pub open_check_interval_secs: Option<f64>,
    pub open_check_lookback_mins: Option<u32>,
    pub open_check_threshold_ms: u32,
    pub open_check_missing_retries: u32,
    pub open_check_open_only: bool,
    pub max_single_order_queries_per_cycle: u32,
    pub single_order_query_delay_ms: u32,
    pub position_check_interval_secs: Option<f64>,
    pub position_check_lookback_mins: u32,
    pub position_check_threshold_ms: u32,
    pub position_check_retries: u32,
    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 own_books_audit_interval_secs: Option<f64>,
    pub qsize: u32,
    pub allow_overfills: bool,
    pub manage_own_order_books: bool,
}

Configuration for live execution engines.

Fields

load_cache: bool

If the cache should be loaded on initialization.

snapshot_orders: bool

If order state snapshots should be persisted to a configured cache database.

Snapshots are persisted during order submission processing and after each state change.

snapshot_positions: bool

If position state snapshots should be published and, with cache backing, persisted.

Snapshots are published when positions open, change, or close. A configured cache database backing also persists them.

snapshot_positions_interval_secs: Option<f64>

The interval (seconds) at which additional position state snapshots are published and, with cache backing, persisted. If None then no additional snapshots will be taken.

external_clients: Option<Vec<ClientId>>

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 consumes them from the bus.

debug: bool

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

reconciliation: bool

If reconciliation is active at start-up.

reconciliation_startup_delay_secs: f64

The delay (seconds) before starting reconciliation at startup.

reconciliation_lookback_mins: Option<u32>

The maximum lookback minutes to reconcile state for.

reconciliation_instrument_ids: Option<Vec<String>>

Specific instrument IDs to reconcile (if None, reconciles all).

filter_unclaimed_external_orders: bool

If unclaimed order events with an EXTERNAL strategy ID should be filtered/dropped.

filter_position_reports: bool

If position status reports are filtered from reconciliation.

filtered_client_order_ids: Option<Vec<String>>

Client order IDs to filter from reconciliation.

generate_missing_orders: bool

If MARKET order events will be generated during reconciliation to align discrepancies.

inflight_check_interval_ms: u32

The interval (milliseconds) between checking whether in-flight orders have exceeded their threshold.

inflight_check_threshold_ms: u32

The threshold (milliseconds) beyond which an in-flight order’s status is checked with the venue.

inflight_check_retries: u32

The number of retry attempts for verifying in-flight order status.

open_check_interval_secs: Option<f64>

The interval (seconds) between checks for open orders at the venue.

open_check_lookback_mins: Option<u32>

The lookback minutes for open order checks. When None, the check is unbounded (no time filter).

open_check_threshold_ms: u32

The minimum elapsed time (milliseconds) since an order update before acting on discrepancies.

open_check_missing_retries: u32

The number of retries for missing open orders.

open_check_open_only: bool

If the check_open_orders requests only currently open orders from the venue.

max_single_order_queries_per_cycle: u32

The maximum number of single-order queries per consistency check cycle.

single_order_query_delay_ms: u32

The delay (milliseconds) between consecutive single-order queries.

position_check_interval_secs: Option<f64>

The interval (seconds) between checks for open positions at the venue.

position_check_lookback_mins: u32

The lookback minutes for position consistency checks.

position_check_threshold_ms: u32

The minimum elapsed time (milliseconds) since a position update before acting on discrepancies.

position_check_retries: u32

The maximum number of reconciliation attempts for a position discrepancy.

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.

own_books_audit_interval_secs: Option<f64>

The interval (seconds) between auditing own books against public order books.

qsize: u32

The queue size for the engine’s internal queue buffers.

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.

manage_own_order_books: bool

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

Implementations

impl LiveExecutionEngineConfig

pub fn builder() -> LiveExecutionEngineConfigBuilder

Create an instance of LiveExecutionEngineConfig using the builder syntax

Trait Implementations

impl Clone for LiveExecutionEngineConfig

fn clone(&self) -> LiveExecutionEngineConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LiveExecutionEngineConfig

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

Formats the value using the given formatter.

impl Default for LiveExecutionEngineConfig

fn default() -> Self

Returns the “default value” for a type.

impl DerefToPyAny for LiveExecutionEngineConfig

impl<'de> Deserialize<'de> for LiveExecutionEngineConfig

where LiveExecutionEngineConfig: Default,

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl From<&LiveExecutionEngineConfig> for ExecutionManagerConfig

fn from(config: &LiveExecutionEngineConfig) -> Self

Converts to this type from the input type.

impl From<LiveExecutionEngineConfig> for ExecutionEngineConfig

fn from(config: LiveExecutionEngineConfig) -> Self

Converts to this type from the input type.

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

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 LiveExecutionEngineConfig

type Target = LiveExecutionEngineConfig

The Python output type

type Output = Bound<'py, <LiveExecutionEngineConfig 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 PartialEq for LiveExecutionEngineConfig

fn eq(&self, other: &LiveExecutionEngineConfig) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl PyClass for LiveExecutionEngineConfig

const NAME: &str = "LiveExecutionEngineConfig"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for LiveExecutionEngineConfig

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 live execution engines.

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 = <<LiveExecutionEngineConfig as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<LiveExecutionEngineConfig>

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 = Pyo3MethodsInventoryForLiveExecutionEngineConfig

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 LiveExecutionEngineConfig

const TEXT_SIGNATURE: &'static str = "(load_cache=None, manage_own_order_books=None, snapshot_positions_interval_secs=None, external_clients=None, allow_overfills=None, reconciliation=None, reconciliation_startup_delay_secs=None, reconciliation_lookback_mins=None, reconciliation_instrument_ids=None, filter_unclaimed_external_orders=None, filter_position_reports=None, filtered_client_order_ids=None, generate_missing_orders=None, inflight_check_interval_ms=None, inflight_check_threshold_ms=None, inflight_check_retries=None, open_check_interval_secs=None, open_check_lookback_mins=None, open_check_threshold_ms=None, open_check_missing_retries=None, open_check_open_only=None, max_single_order_queries_per_cycle=None, single_order_query_delay_ms=None, position_check_interval_secs=None, position_check_lookback_mins=None, position_check_threshold_ms=None, position_check_retries=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, own_books_audit_interval_secs=None, debug=None, snapshot_orders=None, snapshot_positions=None)"

impl PyStubType for LiveExecutionEngineConfig

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 LiveExecutionEngineConfig

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 LiveExecutionEngineConfig

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for LiveExecutionEngineConfig