Struct LiveRiskEngineConfig 

pub struct LiveRiskEngineConfig {
    pub bypass: bool,
    pub max_order_submit_rate: String,
    pub max_order_modify_rate: String,
    pub max_notional_per_order: HashMap<String, String>,
    pub full_position_exit_venues: Vec<Venue>,
    pub debug: bool,
    pub qsize: u32,
}

Configuration for live risk engines.

Fields

bypass: bool

If all pre-trade risk checks should be bypassed.

max_order_submit_rate: String

The maximum submit order rate as limit/HH:MM:SS.

max_order_modify_rate: String

The maximum modify order rate as limit/HH:MM:SS.

max_notional_per_order: HashMap<String, String>

The maximum notional per order keyed by instrument ID.

Entries map instrument ID strings to decimal notional strings.

full_position_exit_venues: Vec<Venue>

Venues whose execution clients enforce whole-position conditional exits.

Validated exits skip bounds that apply only to their placeholder quantity and notional.

debug: bool

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

qsize: u32

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

Not implemented on the current live runtime; validate_runtime_support rejects any value other than the default.

Implementations

impl LiveRiskEngineConfig

pub fn builder() -> LiveRiskEngineConfigBuilder

Create an instance of LiveRiskEngineConfig using the builder syntax

Trait Implementations

impl Clone for LiveRiskEngineConfig

fn clone(&self) -> LiveRiskEngineConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LiveRiskEngineConfig

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

Formats the value using the given formatter.

impl Default for LiveRiskEngineConfig

fn default() -> Self

Returns the “default value” for a type.

impl DerefToPyAny for LiveRiskEngineConfig

impl<'de> Deserialize<'de> for LiveRiskEngineConfig

where LiveRiskEngineConfig: Default,

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for LiveRiskEngineConfig

impl From<LiveRiskEngineConfig> for RiskEngineConfig

fn from(config: LiveRiskEngineConfig) -> Self

Converts to this type from the input type.

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

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 LiveRiskEngineConfig

type Target = LiveRiskEngineConfig

The Python output type

type Output = Bound<'py, <LiveRiskEngineConfig 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 LiveRiskEngineConfig

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

Equality operator ==.

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

Inequality operator !=.

impl PyClass for LiveRiskEngineConfig

const NAME: &str = "LiveRiskEngineConfig"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for LiveRiskEngineConfig

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 risk 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 = <<LiveRiskEngineConfig as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<LiveRiskEngineConfig>

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 = Pyo3MethodsInventoryForLiveRiskEngineConfig

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 LiveRiskEngineConfig

const TEXT_SIGNATURE: &'static str = "(bypass=None, max_order_submit_rate=None, max_order_modify_rate=None, max_notional_per_order=None, full_position_exit_venues=None, debug=None)"

impl PyStubType for LiveRiskEngineConfig

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 LiveRiskEngineConfig

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 LiveRiskEngineConfig

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 LiveRiskEngineConfig