Struct RiskEngineConfig 

pub struct RiskEngineConfig {
    pub bypass: bool,
    pub max_order_submit: RateLimit,
    pub max_order_modify: RateLimit,
    pub max_notional_per_order: AHashMap<InstrumentId, Decimal>,
    pub full_position_exit_venues: AHashSet<Venue>,
    pub debug: bool,
}

Configuration for RiskEngineConfig instances.

Fields

bypass: bool

Whether to bypass risk checks and order rate limits.

max_order_submit: RateLimit

Rate limit for order submission commands.

max_order_modify: RateLimit

Rate limit for order modifications, counting each batch child separately.

max_notional_per_order: AHashMap<InstrumentId, Decimal>

Maximum notional per order by instrument, in each instrument’s quote currency.

full_position_exit_venues: AHashSet<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

Whether to emit additional debug logs.

Implementations

impl RiskEngineConfig

pub fn builder() -> RiskEngineConfigBuilder

Create an instance of RiskEngineConfig using the builder syntax

impl RiskEngineConfig

pub fn validate(&self) -> ConfigResult<()>

Validates the risk engine configuration, collecting every field violation.

Errors

Returns an error if any field fails validation. Multiple validation failures are collected into one error.

Trait Implementations

impl Clone for RiskEngineConfig

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RiskEngineConfig

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

Formats the value using the given formatter.

impl Default for RiskEngineConfig

fn default() -> Self

Returns the “default value” for a type.

impl DerefToPyAny for RiskEngineConfig

impl<'de> Deserialize<'de> for RiskEngineConfig

where RiskEngineConfig: Default,

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

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

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 RiskEngineConfig

type Target = RiskEngineConfig

The Python output type

type Output = Bound<'py, <RiskEngineConfig 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 PyClass for RiskEngineConfig

const NAME: &str = "RiskEngineConfig"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for RiskEngineConfig

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 `RiskEngineConfig` instances.

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

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 = Pyo3MethodsInventoryForRiskEngineConfig

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 RiskEngineConfig

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 RiskEngineConfig

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 RiskEngineConfig

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 RiskEngineConfig

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

where __S: Serializer,

Serialize this value into the given Serde serializer.