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Account

nautilus_model::accounts

Trait Account 

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pub trait Account: 'static + Send {

Show 24 methods    // Required methods
    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<()>;
    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>;
    fn calculate_pnls(
        &self,
        instrument: &InstrumentAny,
        fill: &OrderFilled,
        position: Option<Position>,
    ) -> Result<Vec<Money>>;
    fn calculate_commission(
        &self,
        instrument: &InstrumentAny,
        last_qty: Quantity,
        last_px: Price,
        liquidity_side: LiquiditySide,
        use_quote_for_inverse: Option<bool>,
    ) -> Result<Money>;

}

Required Methods§

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fn id(&self) -> AccountId

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fn account_type(&self) -> AccountType

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fn base_currency(&self) -> Option<Currency>

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fn is_cash_account(&self) -> bool

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fn is_margin_account(&self) -> bool

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fn calculated_account_state(&self) -> bool

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

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

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

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

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

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

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fn balance(&self, currency: Option<Currency>) -> Option<&AccountBalance>

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fn last_event(&self) -> Option<AccountState>

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fn events(&self) -> Vec<AccountState>

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fn event_count(&self) -> usize

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fn currencies(&self) -> Vec<Currency>

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

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fn balances(&self) -> IndexMap<Currency, AccountBalance>

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

Applies an account state event to update the account.

§Errors

Returns an error if the account state cannot be applied (e.g., negative balance when borrowing is not allowed for a cash account).

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

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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.

§Errors

Returns an error if calculating locked balance fails.

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

Calculates PnLs for the fill and position.

§Errors

Returns an error if calculating PnLs fails.

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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.

§Errors

Returns an error if calculating commission fails.

Dyn Compatibility§

This trait is dyn compatible.

In older versions of Rust, dyn compatibility was called "object safety".

Implementors§