Struct MarginAccount 

pub struct MarginAccount {
    pub base: BaseAccount,
    pub leverages: AHashMap<InstrumentId, Decimal>,
    pub margins: IndexMap<InstrumentId, MarginBalance>,
    pub account_margins: IndexMap<Currency, MarginBalance>,
    pub default_leverage: Decimal,
    /* private fields */
}

Fields

base: BaseAccount

leverages: AHashMap<InstrumentId, Decimal>

margins: IndexMap<InstrumentId, MarginBalance>

Per-instrument margin balances (isolated margin, calculated margin in backtest mode). Entries here have a concrete instrument_id.

account_margins: IndexMap<Currency, MarginBalance>

Account-wide (cross margin) margin balances keyed by collateral currency. Populated from AccountState.margins entries where instrument_id is None. Most derivatives venues in cross-margin mode report here.

default_leverage: Decimal

Implementations

impl MarginAccount

pub fn new(event: AccountState, calculate_account_state: bool) -> Self

Creates a new MarginAccount instance.

pub fn set_margin_model(&mut self, model: MarginModelAny)

pub const fn margin_model(&self) -> &MarginModelAny

pub fn set_default_leverage(&mut self, leverage: Decimal)

Sets the default leverage for the account.

Panics

Panics if leverage is not positive.

pub fn set_leverage(&mut self, instrument_id: InstrumentId, leverage: Decimal)

Sets the leverage for a specific instrument.

Panics

Panics if leverage is not positive.

pub fn get_leverage(&self, instrument_id: &InstrumentId) -> Decimal

pub fn is_unleveraged(&self, instrument_id: InstrumentId) -> bool

pub fn is_cash_account(&self) -> bool

pub fn is_margin_account(&self) -> bool

pub fn initial_margins(&self) -> IndexMap<InstrumentId, Money>

pub fn maintenance_margins(&self) -> IndexMap<InstrumentId, Money>

pub fn account_initial_margins(&self) -> IndexMap<Currency, Money>

Returns all account-wide initial margins keyed by currency.

pub fn account_maintenance_margins(&self) -> IndexMap<Currency, Money>

Returns all account-wide maintenance margins keyed by currency.

pub fn update_initial_margin( &mut self, instrument_id: InstrumentId, margin_init: Money, )

Updates the initial margin for the specified instrument.

pub fn initial_margin(&self, instrument_id: InstrumentId) -> Money

Returns the initial margin amount for the specified instrument.

Panics

Panics if no margin balance exists for the given instrument_id.

pub fn update_maintenance_margin( &mut self, instrument_id: InstrumentId, margin_maintenance: Money, )

Updates the maintenance margin for the specified instrument.

pub fn maintenance_margin(&self, instrument_id: InstrumentId) -> Money

Returns the maintenance margin amount for the specified instrument.

Panics

Panics if no margin balance exists for the given instrument_id.

pub fn margin(&self, instrument_id: &InstrumentId) -> Option<MarginBalance>

Returns the margin balance for the specified instrument.

pub fn account_margin(&self, currency: &Currency) -> Option<MarginBalance>

Returns the account-wide margin balance for the specified collateral currency.

pub fn account_initial_margin(&self, currency: &Currency) -> Option<Money>

Returns the account-wide initial margin for the specified collateral currency.

pub fn account_maintenance_margin(&self, currency: &Currency) -> Option<Money>

Returns the account-wide maintenance margin for the specified collateral currency.

pub fn total_initial_margin(&self, currency: Currency) -> Money

Returns the total initial margin reserved in the specified currency, summing per-instrument and account-wide entries.

pub fn total_maintenance_margin(&self, currency: Currency) -> Money

Returns the total maintenance margin reserved in the specified currency, summing per-instrument and account-wide entries.

pub fn update_margin(&mut self, margin_balance: MarginBalance)

Updates the margin balance for the specified instrument or collateral.

When margin_balance.instrument_id is Some, the entry is stored as a per-instrument margin. When None, the entry is stored as an account-wide margin keyed by margin_balance.currency.

pub fn clear_margin(&mut self, instrument_id: InstrumentId)

Clears the margin for the specified instrument.

pub fn clear_account_margin(&mut self, currency: Currency)

Clears the account-wide margin for the specified collateral currency.

pub fn calculate_initial_margin<T: Instrument>( &mut self, instrument: &T, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool>, ) -> Result<Money>

Calculates the initial margin amount for the specified instrument and quantity.

Delegates to the configured MarginModel.

Errors

Returns an error if leverage is not positive, or if the result cannot be represented as Money.

pub fn calculate_maintenance_margin<T: Instrument>( &mut self, instrument: &T, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool>, ) -> Result<Money>

Calculates the maintenance margin amount for the specified instrument and quantity.

Delegates to the configured MarginModel.

Errors

Returns an error if the result cannot be represented as Money.

pub fn recalculate_balance(&mut self, currency: Currency)

Recalculates the account balance for the specified currency based on current margins.

Panics

This function panics if:

• Margin calculation overflows.

impl MarginAccount

pub fn py_calculate_initial_margin( &mut self, instrument: Py<PyAny>, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool>, py: Python<'_>, ) -> PyResult<Money>

Calculates the initial margin amount for the specified instrument and quantity.

Delegates to the configured MarginModel.

pub fn py_calculate_maintenance_margin( &mut self, instrument: Py<PyAny>, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool>, py: Python<'_>, ) -> PyResult<Money>

Calculates the maintenance margin amount for the specified instrument and quantity.

Delegates to the configured MarginModel.

Methods from Deref<Target = BaseAccount>

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.

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>

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>

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>

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 unless allow_borrowing is true

pub fn update_commissions(&mut self, commission: Money)

pub fn commission(&self, currency: &Currency) -> Option<Money>

Returns the total commission for the specified currency.

pub fn commissions(&self) -> AHashMap<Currency, Money>

Returns a map of all commissions by currency.

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.

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.

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).

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).

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

impl Account for MarginAccount

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>

fn apply(&mut self, event: AccountState) -> Result<()>

Applies an account state event to update the account.

fn purge_account_events(&mut self, ts_now: UnixNanos, lookback_secs: u64)

fn calculate_balance_locked( &mut self, instrument: &InstrumentAny, side: OrderSide, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool>, ) -> Result<Money>

Calculates locked balance for the order parameters.

fn calculate_pnls( &self, instrument: &InstrumentAny, fill: &OrderFilled, position: Option<Position>, ) -> Result<Vec<Money>>

Calculates PnLs for the fill and position.

fn calculate_commission( &self, instrument: &InstrumentAny, last_qty: Quantity, last_px: Price, liquidity_side: LiquiditySide, use_quote_for_inverse: Option<bool>, ) -> Result<Money>

Calculates commission for the order fill parameters.

impl Clone for MarginAccount

fn clone(&self) -> MarginAccount

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for MarginAccount

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

Formats the value using the given formatter.

impl Deref for MarginAccount

type Target = BaseAccount

The resulting type after dereferencing.

fn deref(&self) -> &Self::Target

Dereferences the value.

impl DerefMut for MarginAccount

fn deref_mut(&mut self) -> &mut Self::Target

Mutably dereferences the value.

impl<'de> Deserialize<'de> for MarginAccount

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for MarginAccount

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

Formats the value using the given formatter.

impl From<MarginAccount> for AccountAny

fn from(v: MarginAccount) -> AccountAny

Converts to this type from the input type.

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

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 Hash for MarginAccount

fn hash<H: Hasher>(&self, state: &mut H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl<'py> IntoPyObject<'py> for MarginAccount

type Target = MarginAccount

The Python output type

type Output = Bound<'py, <MarginAccount 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 MarginAccount

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl PyClass for MarginAccount

const NAME: &str = "MarginAccount"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for MarginAccount

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 = c"\x00"

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

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 = Pyo3MethodsInventoryForMarginAccount

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 MarginAccount

const TEXT_SIGNATURE: &'static str = "(event, calculate_account_state)"

impl PyStubType for MarginAccount

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 MarginAccount

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 MarginAccount

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl TryInto<MarginAccount> for AccountAny

type Error = &'static str

The type returned in the event of a conversion error.

fn try_into( self, ) -> Result<MarginAccount, <Self as TryInto<MarginAccount>>::Error>

Performs the conversion.

impl DerefToPyAny for MarginAccount

impl Eq for MarginAccount