pub struct BettingAccount {
pub base: BaseAccount,
pub balances_locked: AHashMap<(InstrumentId, Currency), Money>,
}Fields§
§base: BaseAccount§balances_locked: AHashMap<(InstrumentId, Currency), Money>Per-(instrument, currency) locked balances (transient, not persisted).
Implementations§
Source§impl BettingAccount
impl BettingAccount
Sourcepub fn new(event: AccountState, calculate_account_state: bool) -> Self
pub fn new(event: AccountState, calculate_account_state: bool) -> Self
Creates a new BettingAccount instance.
Sourcepub fn update_balance_locked(
&mut self,
instrument_id: InstrumentId,
locked: Money,
)
pub fn update_balance_locked( &mut self, instrument_id: InstrumentId, locked: Money, )
Updates the locked balance for the given instrument and currency.
§Panics
Panics if locked is negative.
Sourcepub fn clear_balance_locked(&mut self, instrument_id: InstrumentId)
pub fn clear_balance_locked(&mut self, instrument_id: InstrumentId)
Clears all locked balances for the given instrument ID.
Sourcepub fn update_balances(&mut self, balances: &[AccountBalance]) -> Result<()>
pub fn update_balances(&mut self, balances: &[AccountBalance]) -> Result<()>
Updates the account balances, rejecting negative totals.
§Errors
Returns an error if any balance has a negative total.
pub const fn is_unleveraged(&self) -> bool
Sourcepub fn balance_impact(
&self,
instrument: &InstrumentAny,
quantity: Quantity,
price: Price,
order_side: OrderSide,
) -> Money
pub fn balance_impact( &self, instrument: &InstrumentAny, quantity: Quantity, price: Price, order_side: OrderSide, ) -> Money
Returns the balance impact for a betting order.
For Sell (back) the impact is the negative stake (quantity).
For Buy (lay) the impact is the negative liability (quantity * (price - 1)).
§Panics
Panics if order_side is NoOrderSide.
Sourcepub fn recalculate_balance(&mut self, currency: Currency)
pub fn recalculate_balance(&mut self, currency: Currency)
Recalculates the account balance for the specified currency based on per-instrument locks.
Source§impl BettingAccount
impl BettingAccount
Sourcepub fn py_new(event: AccountState, calculate_account_state: bool) -> Self
pub fn py_new(event: AccountState, calculate_account_state: bool) -> Self
Creates a new BettingAccount instance.
Methods from Deref<Target = BaseAccount>§
Sourcepub fn base_balance(
&self,
currency: Option<Currency>,
) -> Option<&AccountBalance>
pub fn base_balance( &self, currency: Option<Currency>, ) -> Option<&AccountBalance>
Returns a reference to the AccountBalance for the specified currency, or None if absent.
§Panics
Panics if currency is None and self.base_currency is None.
Sourcepub fn base_balance_total(&self, currency: Option<Currency>) -> Option<Money>
pub fn base_balance_total(&self, currency: Option<Currency>) -> Option<Money>
Returns the total Money balance for the specified currency, or None if absent.
§Panics
Panics if currency is None and self.base_currency is None.
pub fn base_balances_total(&self) -> IndexMap<Currency, Money>
Sourcepub fn base_balance_free(&self, currency: Option<Currency>) -> Option<Money>
pub fn base_balance_free(&self, currency: Option<Currency>) -> Option<Money>
Returns the free Money balance for the specified currency, or None if absent.
§Panics
Panics if currency is None and self.base_currency is None.
pub fn base_balances_free(&self) -> IndexMap<Currency, Money>
Sourcepub fn base_balance_locked(&self, currency: Option<Currency>) -> Option<Money>
pub fn base_balance_locked(&self, currency: Option<Currency>) -> Option<Money>
Returns the locked Money balance for the specified currency, or None if absent.
§Panics
Panics if currency is None and self.base_currency is None.
pub fn base_balances_locked(&self) -> IndexMap<Currency, Money>
pub fn base_last_event(&self) -> Option<AccountState>
Sourcepub fn update_balances(&mut self, balances: &[AccountBalance])
pub fn update_balances(&mut self, balances: &[AccountBalance])
Updates the account balances with the provided list of AccountBalance instances.
Note: This method does NOT validate negative balances. Derived account types
(CashAccount, MarginAccount) should perform their own validation in apply():
MarginAccount: allows negative balances (normal for margin trading)CashAccount: rejects negative unlessallow_borrowingis true
pub fn update_commissions(&mut self, commission: Money)
Sourcepub fn commission(&self, currency: &Currency) -> Option<Money>
pub fn commission(&self, currency: &Currency) -> Option<Money>
Returns the total commission for the specified currency.
Sourcepub fn commissions(&self) -> AHashMap<Currency, Money>
pub fn commissions(&self) -> AHashMap<Currency, Money>
Returns a map of all commissions by currency.
Sourcepub fn base_apply(&mut self, event: AccountState)
pub fn base_apply(&mut self, event: AccountState)
Applies an AccountState event, updating balances.
§Panics
Panics if event.account_id does not match this account’s ID.
Sourcepub fn base_purge_account_events(
&mut self,
ts_now: UnixNanos,
lookback_secs: u64,
)
pub fn base_purge_account_events( &mut self, ts_now: UnixNanos, lookback_secs: u64, )
Purges all account state events which are outside the lookback window.
Guaranteed to retain at least the latest event.
§Panics
Panics if the purging implementation is changed and all events are purged.
Sourcepub fn base_calculate_balance_locked(
&mut self,
instrument: &InstrumentAny,
side: OrderSide,
quantity: Quantity,
price: Price,
use_quote_for_inverse: Option<bool>,
) -> Result<Money>
pub fn base_calculate_balance_locked( &mut self, instrument: &InstrumentAny, side: OrderSide, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool>, ) -> Result<Money>
Calculates the amount of balance to lock for a new order based on the given side, quantity, and price.
§Errors
This function never returns an error (TBD).
Sourcepub fn base_calculate_pnls(
&self,
instrument: &InstrumentAny,
fill: &OrderFilled,
_position: Option<Position>,
) -> Result<Vec<Money>>
pub fn base_calculate_pnls( &self, instrument: &InstrumentAny, fill: &OrderFilled, _position: Option<Position>, ) -> Result<Vec<Money>>
Calculates profit and loss amounts for a filled order.
For cash accounts, this calculates the balance impact of a fill:
- BUY: gain base currency quantity, lose quote currency notional.
- SELL: lose base currency quantity, gain quote currency notional.
Note: Unlike betting accounts, cash accounts do NOT cap to position quantity. The full fill quantity is used for PnL calculation.
§Errors
This function never returns an error (TBD).
Sourcepub fn base_calculate_commission(
&self,
instrument: &InstrumentAny,
last_qty: Quantity,
last_px: Price,
liquidity_side: LiquiditySide,
use_quote_for_inverse: Option<bool>,
) -> Result<Money>
pub fn base_calculate_commission( &self, instrument: &InstrumentAny, last_qty: Quantity, last_px: Price, liquidity_side: LiquiditySide, use_quote_for_inverse: Option<bool>, ) -> Result<Money>
Calculates commission fees for a filled order.
§Panics
Panics if instrument fees cannot be converted to f64, or if base currency is unavailable for inverse instruments.
Trait Implementations§
Source§impl Account for BettingAccount
impl Account for BettingAccount
fn id(&self) -> AccountId
fn account_type(&self) -> AccountType
fn base_currency(&self) -> Option<Currency>
fn is_cash_account(&self) -> bool
fn is_margin_account(&self) -> bool
fn calculated_account_state(&self) -> bool
fn balance_total(&self, currency: Option<Currency>) -> Option<Money>
fn balances_total(&self) -> IndexMap<Currency, Money>
fn balance_free(&self, currency: Option<Currency>) -> Option<Money>
fn balances_free(&self) -> IndexMap<Currency, Money>
fn balance_locked(&self, currency: Option<Currency>) -> Option<Money>
fn balances_locked(&self) -> IndexMap<Currency, Money>
fn balance(&self, currency: Option<Currency>) -> Option<&AccountBalance>
fn last_event(&self) -> Option<AccountState>
fn events(&self) -> Vec<AccountState>
fn event_count(&self) -> usize
fn currencies(&self) -> Vec<Currency>
fn starting_balances(&self) -> IndexMap<Currency, Money>
fn balances(&self) -> IndexMap<Currency, AccountBalance>
Source§fn apply(&mut self, event: AccountState) -> Result<()>
fn apply(&mut self, event: AccountState) -> Result<()>
fn purge_account_events(&mut self, ts_now: UnixNanos, lookback_secs: u64)
Source§fn calculate_balance_locked(
&mut self,
instrument: &InstrumentAny,
side: OrderSide,
quantity: Quantity,
price: Price,
use_quote_for_inverse: Option<bool>,
) -> Result<Money>
fn calculate_balance_locked( &mut self, instrument: &InstrumentAny, side: OrderSide, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool>, ) -> Result<Money>
Source§fn calculate_pnls(
&self,
instrument: &InstrumentAny,
fill: &OrderFilled,
position: Option<Position>,
) -> Result<Vec<Money>>
fn calculate_pnls( &self, instrument: &InstrumentAny, fill: &OrderFilled, position: Option<Position>, ) -> Result<Vec<Money>>
Source§fn calculate_commission(
&self,
instrument: &InstrumentAny,
last_qty: Quantity,
last_px: Price,
liquidity_side: LiquiditySide,
use_quote_for_inverse: Option<bool>,
) -> Result<Money>
fn calculate_commission( &self, instrument: &InstrumentAny, last_qty: Quantity, last_px: Price, liquidity_side: LiquiditySide, use_quote_for_inverse: Option<bool>, ) -> Result<Money>
Source§impl Clone for BettingAccount
impl Clone for BettingAccount
Source§fn clone(&self) -> BettingAccount
fn clone(&self) -> BettingAccount
1.0.0 · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read moreSource§impl Debug for BettingAccount
impl Debug for BettingAccount
Source§impl Deref for BettingAccount
impl Deref for BettingAccount
Source§impl DerefMut for BettingAccount
impl DerefMut for BettingAccount
Source§impl<'de> Deserialize<'de> for BettingAccount
impl<'de> Deserialize<'de> for BettingAccount
Source§fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
Source§impl Display for BettingAccount
impl Display for BettingAccount
Source§impl From<BettingAccount> for AccountAny
impl From<BettingAccount> for AccountAny
Source§fn from(v: BettingAccount) -> AccountAny
fn from(v: BettingAccount) -> AccountAny
Source§impl<'a, 'py> FromPyObject<'a, 'py> for BettingAccountwhere
Self: Clone,
impl<'a, 'py> FromPyObject<'a, 'py> for BettingAccountwhere
Self: Clone,
Source§impl<'py> IntoPyObject<'py> for BettingAccount
impl<'py> IntoPyObject<'py> for BettingAccount
Source§type Target = BettingAccount
type Target = BettingAccount
Source§type Output = Bound<'py, <BettingAccount as IntoPyObject<'py>>::Target>
type Output = Bound<'py, <BettingAccount as IntoPyObject<'py>>::Target>
Source§fn into_pyobject(
self,
py: Python<'py>,
) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>
fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>
Source§impl PartialEq for BettingAccount
impl PartialEq for BettingAccount
Source§impl PyClass for BettingAccount
impl PyClass for BettingAccount
Source§impl PyClassImpl for BettingAccount
impl PyClassImpl for BettingAccount
Source§const IS_BASETYPE: bool = false
const IS_BASETYPE: bool = false
Source§const IS_SUBCLASS: bool = false
const IS_SUBCLASS: bool = false
Source§const IS_MAPPING: bool = false
const IS_MAPPING: bool = false
Source§const IS_SEQUENCE: bool = false
const IS_SEQUENCE: bool = false
Source§const IS_IMMUTABLE_TYPE: bool = false
const IS_IMMUTABLE_TYPE: bool = false
Source§const RAW_DOC: &'static CStr = c"\x00"
const RAW_DOC: &'static CStr = c"\x00"
Source§const DOC: &'static CStr
const DOC: &'static CStr
text_signature if a constructor is defined. Read moreSource§type Layout = <<BettingAccount as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<BettingAccount>
type Layout = <<BettingAccount as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<BettingAccount>
Source§type ThreadChecker = NoopThreadChecker
type ThreadChecker = NoopThreadChecker
type Inventory = Pyo3MethodsInventoryForBettingAccount
Source§type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild
type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild
Source§type BaseNativeType = PyAny
type BaseNativeType = PyAny
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>
fn dict_offset() -> Option<PyObjectOffset>
§fn weaklist_offset() -> Option<PyObjectOffset>
fn weaklist_offset() -> Option<PyObjectOffset>
Source§impl PyClassNewTextSignature for BettingAccount
impl PyClassNewTextSignature for BettingAccount
const TEXT_SIGNATURE: &'static str = "(event, calculate_account_state)"
Source§impl PyStubType for BettingAccount
impl PyStubType for BettingAccount
Source§fn type_output() -> TypeInfo
fn type_output() -> TypeInfo
§fn type_input() -> TypeInfo
fn type_input() -> TypeInfo
Source§impl PyTypeInfo for BettingAccount
impl PyTypeInfo for BettingAccount
Source§const NAME: &str = <Self as ::pyo3::PyClass>::NAME
const NAME: &str = <Self as ::pyo3::PyClass>::NAME
prefer using ::type_object(py).name() to get the correct runtime value
Source§const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE
const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE
prefer using ::type_object(py).module() to get the correct runtime value
Source§fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject
fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject
§fn type_object(py: Python<'_>) -> Bound<'_, PyType>
fn type_object(py: Python<'_>) -> Bound<'_, PyType>
§fn is_type_of(object: &Bound<'_, PyAny>) -> bool
fn is_type_of(object: &Bound<'_, PyAny>) -> bool
object is an instance of this type or a subclass of this type.§fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool
fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool
object is an instance of this type.Source§impl Serialize for BettingAccount
impl Serialize for BettingAccount
Source§impl TryInto<BettingAccount> for AccountAny
impl TryInto<BettingAccount> for AccountAny
impl DerefToPyAny for BettingAccount
impl Eq for BettingAccount
Auto Trait Implementations§
impl Freeze for BettingAccount
impl RefUnwindSafe for BettingAccount
impl Send for BettingAccount
impl Sync for BettingAccount
impl Unpin for BettingAccount
impl UnsafeUnpin for BettingAccount
impl UnwindSafe for BettingAccount
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
§impl<Q, K> Equivalent<K> for Q
impl<Q, K> Equivalent<K> for Q
§fn equivalent(&self, key: &K) -> bool
fn equivalent(&self, key: &K) -> bool
§impl<Q, K> Equivalent<K> for Q
impl<Q, K> Equivalent<K> for Q
§fn equivalent(&self, key: &K) -> bool
fn equivalent(&self, key: &K) -> bool
key and return true if they are equal.§impl<Q, K> Equivalent<K> for Q
impl<Q, K> Equivalent<K> for Q
§fn equivalent(&self, key: &K) -> bool
fn equivalent(&self, key: &K) -> bool
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read more§impl<'py, T> IntoPyObjectExt<'py> for Twhere
T: IntoPyObject<'py>,
impl<'py, T> IntoPyObjectExt<'py> for Twhere
T: IntoPyObject<'py>,
§fn into_bound_py_any(self, py: Python<'py>) -> Result<Bound<'py, PyAny>, PyErr>
fn into_bound_py_any(self, py: Python<'py>) -> Result<Bound<'py, PyAny>, PyErr>
self into an owned Python object, dropping type information.§fn into_py_any(self, py: Python<'py>) -> Result<Py<PyAny>, PyErr>
fn into_py_any(self, py: Python<'py>) -> Result<Py<PyAny>, PyErr>
self into an owned Python object, dropping type information and unbinding it
from the 'py lifetime.§fn into_pyobject_or_pyerr(self, py: Python<'py>) -> Result<Self::Output, PyErr>
fn into_pyobject_or_pyerr(self, py: Python<'py>) -> Result<Self::Output, PyErr>
self into a Python object. Read more§impl<'py, T> IntoPyObjectNautilusExt<'py> for Twhere
T: IntoPyObjectExt<'py>,
impl<'py, T> IntoPyObjectNautilusExt<'py> for Twhere
T: IntoPyObjectExt<'py>,
§fn into_py_any_unwrap(self, py: Python<'py>) -> Py<PyAny>
fn into_py_any_unwrap(self, py: Python<'py>) -> Py<PyAny>
§impl<T> PyErrArguments for T
impl<T> PyErrArguments for T
§impl<T> PyTypeCheck for Twhere
T: PyTypeInfo,
impl<T> PyTypeCheck for Twhere
T: PyTypeInfo,
§const NAME: &'static str = T::NAME
const NAME: &'static str = T::NAME
Use ::classinfo_object() instead and format the type name at runtime. Note that using built-in cast features is often better than manual PyTypeCheck usage.
§fn type_check(object: &Bound<'_, PyAny>) -> bool
fn type_check(object: &Bound<'_, PyAny>) -> bool
§fn classinfo_object(py: Python<'_>) -> Bound<'_, PyAny>
fn classinfo_object(py: Python<'_>) -> Bound<'_, PyAny>
isinstance and issubclass function. Read more