Struct WalletAccount 

pub struct WalletAccount {
    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

impl WalletAccount

pub fn new_checked( event: AccountState, calculate_account_state: bool, ) -> CorrectnessResult<Self>

Creates a new WalletAccount instance.

Errors

Returns an error if the initial event is not a valid wallet account state.

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

Creates a new WalletAccount instance.

Panics

Panics if the initial event is not a valid wallet account state.

pub fn update_balance_locked( &mut self, instrument_id: InstrumentId, locked: Money, ) -> Result<()>

Updates the locked balance for the given instrument and currency.

Errors

Returns an error if locked is negative, the wallet has no observed balance for its currency, or the local reservations cannot produce a valid balance.

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

Clears all locked balances for the given instrument ID.

pub fn update_balances(&mut self, balances: &[AccountBalance]) -> Result<()>

Updates the account balances, rejecting negative totals.

A wallet balance is an observed on-chain amount and cannot become negative.

Errors

Returns an error if any balance has a negative total, currencies are duplicated, or the local reservations cannot produce valid balances.

pub const fn is_unleveraged(&self) -> bool

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

Recalculates the account balance for the specified currency based on per-instrument locks.

Sums all per-instrument locked amounts for the currency and updates the balance. If the total locked exceeds the total balance, clamps to total (free = 0).

impl WalletAccount

pub fn py_new( event: AccountState, calculate_account_state: bool, ) -> PyResult<Self>

Creates a new WalletAccount instance.

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)

Updates the account commissions with the provided amount.

Panics

Panics if the accumulated commission exceeds Money bounds. Operational callers should use Self::try_update_commissions when the input is not already known to fit.

pub fn try_update_commissions(&mut self, commission: Money) -> Result<()>

Updates the account commissions with the provided amount.

Errors

Returns an error if the accumulated commission exceeds Money bounds.

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

Returns an error if the locked amount cannot be represented in the target currency.

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

Returns an error if a PnL amount cannot be represented in the target currency.

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.

Errors

Returns an error if liquidity_side is invalid, the notional value cannot be calculated, or the commission cannot be represented in the target currency.

Trait Implementations

impl Account for WalletAccount

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 WalletAccount

fn clone(&self) -> WalletAccount

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for WalletAccount

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

Formats the value using the given formatter.

impl Deref for WalletAccount

type Target = BaseAccount

The resulting type after dereferencing.

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

Dereferences the value.

impl DerefMut for WalletAccount

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

Mutably dereferences the value.

impl DerefToPyAny for WalletAccount

impl<'de> Deserialize<'de> for WalletAccount

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>

where D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for WalletAccount

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

Formats the value using the given formatter.

impl Eq for WalletAccount

impl From<WalletAccount> for AccountAny

fn from(v: WalletAccount) -> AccountAny

Converts to this type from the input type.

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

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 WalletAccount

type Target = WalletAccount

The Python output type

type Output = Bound<'py, <WalletAccount 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 WalletAccount

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

Equality operator ==.

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

Inequality operator !=.

impl PyClass for WalletAccount

const NAME: &str = "WalletAccount"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for WalletAccount

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

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 = Pyo3MethodsInventoryForWalletAccount

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 WalletAccount

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

impl PyStubType for WalletAccount

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 WalletAccount

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 WalletAccount

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl TryInto<WalletAccount> for AccountAny

type Error = &'static str

The type returned in the event of a conversion error.

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

Performs the conversion.