pub struct HurstVpinDirectional { /* private fields */ }Expand description
Directional strategy combining a Hurst-exponent regime filter on dollar bars with a VPIN (Volume-synchronized Probability of Informed Trading) signal derived from trade aggressor flow, with entry timing gated by the live quote stream.
The strategy is sampled on information-driven (value) bars rather than clock time, following Lopez de Prado (Advances in Financial Machine Learning, Chapter 2). The Hurst exponent is estimated by rescaled range over the window of dollar bar log returns. VPIN is averaged over completed volume buckets, with a signed variant carrying the net informed direction.
Implementations§
Source§impl HurstVpinDirectional
impl HurstVpinDirectional
Sourcepub fn new(config: HurstVpinDirectionalConfig) -> Self
pub fn new(config: HurstVpinDirectionalConfig) -> Self
Creates a new HurstVpinDirectional instance from config.
Source§impl HurstVpinDirectional
impl HurstVpinDirectional
Sourcepub fn config(&self) -> &StrategyConfig
pub fn config(&self) -> &StrategyConfig
Returns the strategy configuration.
Trait Implementations§
Source§impl DataActor for HurstVpinDirectional
impl DataActor for HurstVpinDirectional
Source§fn on_trade(&mut self, tick: &TradeTick) -> Result<()>
fn on_trade(&mut self, tick: &TradeTick) -> Result<()>
Actions to be performed when receiving a trade. Read more
Source§fn on_bar(&mut self, bar: &Bar) -> Result<()>
fn on_bar(&mut self, bar: &Bar) -> Result<()>
Actions to be performed when receiving a bar. Read more
Source§fn on_quote(&mut self, quote: &QuoteTick) -> Result<()>
fn on_quote(&mut self, quote: &QuoteTick) -> Result<()>
Actions to be performed when receiving a quote. Read more
Source§fn on_order_filled(&mut self, event: &OrderFilled) -> Result<()>
fn on_order_filled(&mut self, event: &OrderFilled) -> Result<()>
Actions to be performed when receiving an order filled event. Read more
Source§fn on_order_canceled(&mut self, event: &OrderCanceled) -> Result<()>
fn on_order_canceled(&mut self, event: &OrderCanceled) -> Result<()>
Actions to be performed when receiving an order canceled event. Read more
§fn trader_id(&self) -> Option<TraderId>where
Self: DataActorNative,
fn trader_id(&self) -> Option<TraderId>where
Self: DataActorNative,
Returns the trader ID this actor is registered to.
§fn is_registered(&self) -> boolwhere
Self: DataActorNative,
fn is_registered(&self) -> boolwhere
Self: DataActorNative,
Returns whether the actor is registered with a trader.
§fn on_save(&self) -> Result<IndexMap<String, Vec<u8>>, Error>
fn on_save(&self) -> Result<IndexMap<String, Vec<u8>>, Error>
Actions to be performed when the actor state is saved. Read more
§fn on_load(&mut self, state: IndexMap<String, Vec<u8>>) -> Result<(), Error>
fn on_load(&mut self, state: IndexMap<String, Vec<u8>>) -> Result<(), Error>
Actions to be performed when the actor state is loaded. Read more
§fn on_time_event(&mut self, event: &TimeEvent) -> Result<(), Error>
fn on_time_event(&mut self, event: &TimeEvent) -> Result<(), Error>
Actions to be performed when receiving a time event. Read more
§fn on_data(&mut self, data: &CustomData) -> Result<(), Error>
fn on_data(&mut self, data: &CustomData) -> Result<(), Error>
Actions to be performed when receiving custom data. Read more
§fn on_signal(&mut self, signal: &Signal) -> Result<(), Error>
fn on_signal(&mut self, signal: &Signal) -> Result<(), Error>
Actions to be performed when receiving a signal. Read more
§fn on_instrument(&mut self, instrument: &InstrumentAny) -> Result<(), Error>
fn on_instrument(&mut self, instrument: &InstrumentAny) -> Result<(), Error>
Actions to be performed when receiving an instrument. Read more
§fn on_book_deltas(&mut self, deltas: &OrderBookDeltas) -> Result<(), Error>
fn on_book_deltas(&mut self, deltas: &OrderBookDeltas) -> Result<(), Error>
Actions to be performed when receiving order book deltas. Read more
§fn on_book(&mut self, order_book: &OrderBook) -> Result<(), Error>
fn on_book(&mut self, order_book: &OrderBook) -> Result<(), Error>
Actions to be performed when receiving an order book. Read more
§fn on_mark_price(&mut self, mark_price: &MarkPriceUpdate) -> Result<(), Error>
fn on_mark_price(&mut self, mark_price: &MarkPriceUpdate) -> Result<(), Error>
Actions to be performed when receiving a mark price update. Read more
§fn on_index_price(
&mut self,
index_price: &IndexPriceUpdate,
) -> Result<(), Error>
fn on_index_price( &mut self, index_price: &IndexPriceUpdate, ) -> Result<(), Error>
Actions to be performed when receiving an index price update. Read more
§fn on_funding_rate(
&mut self,
funding_rate: &FundingRateUpdate,
) -> Result<(), Error>
fn on_funding_rate( &mut self, funding_rate: &FundingRateUpdate, ) -> Result<(), Error>
Actions to be performed when receiving a funding rate update. Read more
§fn on_option_greeks(&mut self, greeks: &OptionGreeks) -> Result<(), Error>
fn on_option_greeks(&mut self, greeks: &OptionGreeks) -> Result<(), Error>
Actions to be performed when receiving exchange-provided option greeks. Read more
§fn on_option_chain(&mut self, slice: &OptionChainSlice) -> Result<(), Error>
fn on_option_chain(&mut self, slice: &OptionChainSlice) -> Result<(), Error>
Actions to be performed when receiving an option chain slice snapshot. Read more
§fn on_instrument_status(&mut self, data: &InstrumentStatus) -> Result<(), Error>
fn on_instrument_status(&mut self, data: &InstrumentStatus) -> Result<(), Error>
Actions to be performed when receiving an instrument status update. Read more
§fn on_instrument_close(&mut self, update: &InstrumentClose) -> Result<(), Error>
fn on_instrument_close(&mut self, update: &InstrumentClose) -> Result<(), Error>
Actions to be performed when receiving an instrument close update. Read more
§fn on_block(&mut self, block: &Block) -> Result<(), Error>
fn on_block(&mut self, block: &Block) -> Result<(), Error>
Actions to be performed when receiving a block. Read more
§fn on_pool(&mut self, pool: &Pool) -> Result<(), Error>
fn on_pool(&mut self, pool: &Pool) -> Result<(), Error>
Actions to be performed when receiving a pool. Read more
§fn on_pool_swap(&mut self, swap: &PoolSwap) -> Result<(), Error>
fn on_pool_swap(&mut self, swap: &PoolSwap) -> Result<(), Error>
Actions to be performed when receiving a pool swap. Read more
§fn on_pool_liquidity_update(
&mut self,
update: &PoolLiquidityUpdate,
) -> Result<(), Error>
fn on_pool_liquidity_update( &mut self, update: &PoolLiquidityUpdate, ) -> Result<(), Error>
Actions to be performed when receiving a pool liquidity update. Read more
§fn on_pool_fee_collect(&mut self, collect: &PoolFeeCollect) -> Result<(), Error>
fn on_pool_fee_collect(&mut self, collect: &PoolFeeCollect) -> Result<(), Error>
Actions to be performed when receiving a pool fee collect event. Read more
§fn on_pool_flash(&mut self, flash: &PoolFlash) -> Result<(), Error>
fn on_pool_flash(&mut self, flash: &PoolFlash) -> Result<(), Error>
Actions to be performed when receiving a pool flash event. Read more
§fn on_historical_data(
&mut self,
data: &(dyn Any + 'static),
) -> Result<(), Error>
fn on_historical_data( &mut self, data: &(dyn Any + 'static), ) -> Result<(), Error>
Actions to be performed when receiving historical data. Read more
§fn on_historical_book_deltas(
&mut self,
deltas: &[OrderBookDelta],
) -> Result<(), Error>
fn on_historical_book_deltas( &mut self, deltas: &[OrderBookDelta], ) -> Result<(), Error>
Actions to be performed when receiving historical book deltas. Read more
§fn on_historical_book_depth(
&mut self,
depths: &[OrderBookDepth10],
) -> Result<(), Error>
fn on_historical_book_depth( &mut self, depths: &[OrderBookDepth10], ) -> Result<(), Error>
Actions to be performed when receiving historical book depth. Read more
§fn on_historical_quotes(&mut self, quotes: &[QuoteTick]) -> Result<(), Error>
fn on_historical_quotes(&mut self, quotes: &[QuoteTick]) -> Result<(), Error>
Actions to be performed when receiving historical quotes. Read more
§fn on_historical_trades(&mut self, trades: &[TradeTick]) -> Result<(), Error>
fn on_historical_trades(&mut self, trades: &[TradeTick]) -> Result<(), Error>
Actions to be performed when receiving historical trades. Read more
§fn on_historical_bars(&mut self, bars: &[Bar]) -> Result<(), Error>
fn on_historical_bars(&mut self, bars: &[Bar]) -> Result<(), Error>
Actions to be performed when receiving historical bars. Read more
§fn on_historical_mark_prices(
&mut self,
mark_prices: &[MarkPriceUpdate],
) -> Result<(), Error>
fn on_historical_mark_prices( &mut self, mark_prices: &[MarkPriceUpdate], ) -> Result<(), Error>
Actions to be performed when receiving historical mark prices. Read more
§fn on_historical_index_prices(
&mut self,
index_prices: &[IndexPriceUpdate],
) -> Result<(), Error>
fn on_historical_index_prices( &mut self, index_prices: &[IndexPriceUpdate], ) -> Result<(), Error>
Actions to be performed when receiving historical index prices. Read more
§fn on_historical_funding_rates(
&mut self,
funding_rates: &[FundingRateUpdate],
) -> Result<(), Error>
fn on_historical_funding_rates( &mut self, funding_rates: &[FundingRateUpdate], ) -> Result<(), Error>
Actions to be performed when receiving historical funding rates. Read more
§fn shutdown_system(&self, reason: Option<String>)where
Self: DataActorNative,
fn shutdown_system(&self, reason: Option<String>)where
Self: DataActorNative,
Sends a shutdown command to the system with an optional reason. Read more
§fn publish_data(&self, data_type: &DataType, data: &CustomData)where
Self: DataActorNative,
fn publish_data(&self, data_type: &DataType, data: &CustomData)where
Self: DataActorNative,
§fn publish_signal(&self, name: &str, value: String, ts_event: UnixNanos)where
Self: DataActorNative,
fn publish_signal(&self, name: &str, value: String, ts_event: UnixNanos)where
Self: DataActorNative,
§fn add_synthetic(&self, synthetic: SyntheticInstrument) -> Result<(), Error>where
Self: DataActorNative,
fn add_synthetic(&self, synthetic: SyntheticInstrument) -> Result<(), Error>where
Self: DataActorNative,
Adds the
synthetic instrument to the cache. Read more§fn update_synthetic(&self, synthetic: SyntheticInstrument) -> Result<(), Error>where
Self: DataActorNative,
fn update_synthetic(&self, synthetic: SyntheticInstrument) -> Result<(), Error>where
Self: DataActorNative,
Updates the
synthetic instrument in the cache, replacing the existing entry. Read more§fn handle_time_event(&mut self, event: &TimeEvent)
fn handle_time_event(&mut self, event: &TimeEvent)
Handles a received time event.
§fn handle_data(&mut self, data: &CustomData)
fn handle_data(&mut self, data: &CustomData)
Handles a received custom data point.
§fn handle_signal(&mut self, signal: &Signal)
fn handle_signal(&mut self, signal: &Signal)
Handles a received signal.
§fn handle_instrument(&mut self, instrument: &InstrumentAny)
fn handle_instrument(&mut self, instrument: &InstrumentAny)
Handles a received instrument.
§fn handle_book_deltas(&mut self, deltas: &OrderBookDeltas)
fn handle_book_deltas(&mut self, deltas: &OrderBookDeltas)
Handles received order book deltas.
§fn handle_book(&mut self, book: &OrderBook)
fn handle_book(&mut self, book: &OrderBook)
Handles a received order book reference.
§fn handle_quote(&mut self, quote: &QuoteTick)where
Self: DataActorNative,
fn handle_quote(&mut self, quote: &QuoteTick)where
Self: DataActorNative,
Handles a received quote.
§fn handle_trade(&mut self, trade: &TradeTick)where
Self: DataActorNative,
fn handle_trade(&mut self, trade: &TradeTick)where
Self: DataActorNative,
Handles a received trade.
§fn handle_bar(&mut self, bar: &Bar)where
Self: DataActorNative,
fn handle_bar(&mut self, bar: &Bar)where
Self: DataActorNative,
Handles a receiving bar.
§fn handle_mark_price(&mut self, mark_price: &MarkPriceUpdate)
fn handle_mark_price(&mut self, mark_price: &MarkPriceUpdate)
Handles a received mark price update.
§fn handle_index_price(&mut self, index_price: &IndexPriceUpdate)
fn handle_index_price(&mut self, index_price: &IndexPriceUpdate)
Handles a received index price update.
§fn handle_funding_rate(&mut self, funding_rate: &FundingRateUpdate)
fn handle_funding_rate(&mut self, funding_rate: &FundingRateUpdate)
Handles a received funding rate update.
§fn handle_option_greeks(&mut self, greeks: &OptionGreeks)
fn handle_option_greeks(&mut self, greeks: &OptionGreeks)
Handles a received option greeks update.
§fn handle_option_chain(&mut self, slice: &OptionChainSlice)
fn handle_option_chain(&mut self, slice: &OptionChainSlice)
Handles a received option chain slice snapshot.
§fn handle_instrument_status(&mut self, status: &InstrumentStatus)
fn handle_instrument_status(&mut self, status: &InstrumentStatus)
Handles a received instrument status.
§fn handle_instrument_close(&mut self, close: &InstrumentClose)
fn handle_instrument_close(&mut self, close: &InstrumentClose)
Handles a received instrument close.
§fn handle_order_filled(&mut self, event: &OrderFilled)where
Self: DataActorNative,
fn handle_order_filled(&mut self, event: &OrderFilled)where
Self: DataActorNative,
Handles a received order filled event.
§fn handle_order_canceled(&mut self, event: &OrderCanceled)where
Self: DataActorNative,
fn handle_order_canceled(&mut self, event: &OrderCanceled)where
Self: DataActorNative,
Handles a received order canceled event.
§fn handle_block(&mut self, block: &Block)
fn handle_block(&mut self, block: &Block)
Handles a received block.
§fn handle_pool(&mut self, pool: &Pool)
fn handle_pool(&mut self, pool: &Pool)
Handles a received pool definition update.
§fn handle_pool_swap(&mut self, swap: &PoolSwap)
fn handle_pool_swap(&mut self, swap: &PoolSwap)
Handles a received pool swap.
§fn handle_pool_liquidity_update(&mut self, update: &PoolLiquidityUpdate)
fn handle_pool_liquidity_update(&mut self, update: &PoolLiquidityUpdate)
Handles a received pool liquidity update.
§fn handle_pool_fee_collect(&mut self, collect: &PoolFeeCollect)
fn handle_pool_fee_collect(&mut self, collect: &PoolFeeCollect)
Handles a received pool fee collect.
§fn handle_pool_flash(&mut self, flash: &PoolFlash)
fn handle_pool_flash(&mut self, flash: &PoolFlash)
Handles a received pool flash event.
§fn handle_historical_data(&mut self, data: &(dyn Any + 'static))
fn handle_historical_data(&mut self, data: &(dyn Any + 'static))
Handles received historical data.
§fn handle_data_response(&mut self, resp: &CustomDataResponse)
fn handle_data_response(&mut self, resp: &CustomDataResponse)
Handles a data response.
§fn handle_instrument_response(&mut self, resp: &InstrumentResponse)
fn handle_instrument_response(&mut self, resp: &InstrumentResponse)
Handles an instrument response.
§fn handle_instruments_response(&mut self, resp: &InstrumentsResponse)
fn handle_instruments_response(&mut self, resp: &InstrumentsResponse)
Handles an instruments response.
§fn handle_book_response(&mut self, resp: &BookResponse)
fn handle_book_response(&mut self, resp: &BookResponse)
Handles a book response.
§fn handle_book_deltas_response(&mut self, resp: &BookDeltasResponse)
fn handle_book_deltas_response(&mut self, resp: &BookDeltasResponse)
Handles a book deltas response.
§fn handle_book_depth_response(&mut self, resp: &BookDepthResponse)
fn handle_book_depth_response(&mut self, resp: &BookDepthResponse)
Handles a book depth response.
§fn handle_quotes_response(&mut self, resp: &QuotesResponse)where
Self: DataActorNative,
fn handle_quotes_response(&mut self, resp: &QuotesResponse)where
Self: DataActorNative,
Handles a quotes response.
§fn handle_trades_response(&mut self, resp: &TradesResponse)where
Self: DataActorNative,
fn handle_trades_response(&mut self, resp: &TradesResponse)where
Self: DataActorNative,
Handles a trades response.
§fn handle_bars_response(&mut self, resp: &BarsResponse)where
Self: DataActorNative,
fn handle_bars_response(&mut self, resp: &BarsResponse)where
Self: DataActorNative,
Handles a bars response.
§fn handle_funding_rates_response(&mut self, resp: &FundingRatesResponse)
fn handle_funding_rates_response(&mut self, resp: &FundingRatesResponse)
Handles a funding rates response.
§fn subscribe_data(
&mut self,
data_type: DataType,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_data( &mut self, data_type: DataType, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming
data_type data.§fn subscribe_signal(&mut self, name: &str, priority: Option<u32>)
fn subscribe_signal(&mut self, name: &str, priority: Option<u32>)
§fn subscribe_quotes(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_quotes( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
QuoteTick] data for the instrument_id.§fn subscribe_instruments(
&mut self,
venue: Venue,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_instruments( &mut self, venue: Venue, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
InstrumentAny] data for the venue.§fn subscribe_instrument(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_instrument( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
InstrumentAny] data for the instrument_id.§fn subscribe_book_deltas(
&mut self,
instrument_id: InstrumentId,
book_type: BookType,
depth: Option<NonZero<usize>>,
client_id: Option<ClientId>,
managed: bool,
params: Option<Params>,
)
fn subscribe_book_deltas( &mut self, instrument_id: InstrumentId, book_type: BookType, depth: Option<NonZero<usize>>, client_id: Option<ClientId>, managed: bool, params: Option<Params>, )
Subscribe to streaming [
OrderBookDeltas] data for the instrument_id.§fn subscribe_book_at_interval(
&mut self,
instrument_id: InstrumentId,
book_type: BookType,
depth: Option<NonZero<usize>>,
interval_ms: NonZero<usize>,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_book_at_interval( &mut self, instrument_id: InstrumentId, book_type: BookType, depth: Option<NonZero<usize>>, interval_ms: NonZero<usize>, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to [
OrderBook] snapshots at a specified interval for the instrument_id.§fn subscribe_trades(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_trades( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
TradeTick] data for the instrument_id.§fn subscribe_bars(
&mut self,
bar_type: BarType,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_bars( &mut self, bar_type: BarType, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
Bar] data for the bar_type.§fn subscribe_mark_prices(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_mark_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
MarkPriceUpdate] data for the instrument_id.§fn subscribe_index_prices(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_index_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
IndexPriceUpdate] data for the instrument_id.§fn subscribe_funding_rates(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_funding_rates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
FundingRateUpdate] data for the instrument_id.§fn subscribe_option_greeks(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_option_greeks( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
OptionGreeks] data for the instrument_id.§fn subscribe_instrument_status(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_instrument_status( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
InstrumentStatus] data for the instrument_id.§fn subscribe_instrument_close(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_instrument_close( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
InstrumentClose] data for the instrument_id.§fn subscribe_option_chain(
&mut self,
series_id: OptionSeriesId,
strike_range: StrikeRange,
snapshot_interval_ms: Option<u64>,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_option_chain( &mut self, series_id: OptionSeriesId, strike_range: StrikeRange, snapshot_interval_ms: Option<u64>, client_id: Option<ClientId>, params: Option<Params>, )
§fn subscribe_order_fills(&mut self, instrument_id: InstrumentId)
fn subscribe_order_fills(&mut self, instrument_id: InstrumentId)
Subscribe to [
OrderFilled] events for the instrument_id.§fn subscribe_order_cancels(&mut self, instrument_id: InstrumentId)
fn subscribe_order_cancels(&mut self, instrument_id: InstrumentId)
Subscribe to [
OrderCanceled] events for the instrument_id.§fn subscribe_blocks(
&mut self,
chain: Blockchain,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_blocks( &mut self, chain: Blockchain, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
Block] data for the chain.§fn subscribe_pool(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_pool( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
Pool] definition updates for the AMM pool at the instrument_id.§fn subscribe_pool_swaps(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_pool_swaps( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
PoolSwap] data for the instrument_id.§fn subscribe_pool_liquidity_updates(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_pool_liquidity_updates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
PoolLiquidityUpdate] data for the instrument_id.§fn subscribe_pool_fee_collects(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_pool_fee_collects( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
PoolFeeCollect] data for the instrument_id.§fn subscribe_pool_flash_events(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_pool_flash_events( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
PoolFlash] events for the given instrument_id.§fn unsubscribe_data(
&mut self,
data_type: DataType,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_data( &mut self, data_type: DataType, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming
data_type data.§fn unsubscribe_signal(&mut self, name: &str)
fn unsubscribe_signal(&mut self, name: &str)
Unsubscribe from [
Signal] data by name.§fn unsubscribe_instruments(
&mut self,
venue: Venue,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_instruments( &mut self, venue: Venue, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
InstrumentAny] data for the venue.§fn unsubscribe_instrument(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_instrument( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
InstrumentAny] data for the instrument_id.§fn unsubscribe_book_deltas(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_book_deltas( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
OrderBookDeltas] data for the instrument_id.§fn unsubscribe_book_at_interval(
&mut self,
instrument_id: InstrumentId,
interval_ms: NonZero<usize>,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_book_at_interval( &mut self, instrument_id: InstrumentId, interval_ms: NonZero<usize>, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from [
OrderBook] snapshots at a specified interval for the instrument_id.§fn unsubscribe_quotes(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_quotes( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
QuoteTick] data for the instrument_id.§fn unsubscribe_trades(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_trades( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
TradeTick] data for the instrument_id.§fn unsubscribe_bars(
&mut self,
bar_type: BarType,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_bars( &mut self, bar_type: BarType, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
Bar] data for the bar_type.§fn unsubscribe_mark_prices(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_mark_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
MarkPriceUpdate] data for the instrument_id.§fn unsubscribe_index_prices(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_index_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
IndexPriceUpdate] data for the instrument_id.§fn unsubscribe_funding_rates(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_funding_rates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
FundingRateUpdate] data for the instrument_id.§fn unsubscribe_option_greeks(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_option_greeks( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
OptionGreeks] data for the instrument_id.§fn unsubscribe_instrument_status(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_instrument_status( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
InstrumentStatus] data for the instrument_id.§fn unsubscribe_instrument_close(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_instrument_close( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
InstrumentClose] data for the instrument_id.§fn unsubscribe_option_chain(
&mut self,
series_id: OptionSeriesId,
client_id: Option<ClientId>,
)
fn unsubscribe_option_chain( &mut self, series_id: OptionSeriesId, client_id: Option<ClientId>, )
Unsubscribe from streaming [
OptionChainSlice] snapshots for the option series_id.§fn unsubscribe_order_fills(&mut self, instrument_id: InstrumentId)
fn unsubscribe_order_fills(&mut self, instrument_id: InstrumentId)
Unsubscribe from [
OrderFilled] events for the instrument_id.§fn unsubscribe_order_cancels(&mut self, instrument_id: InstrumentId)
fn unsubscribe_order_cancels(&mut self, instrument_id: InstrumentId)
Unsubscribe from [
OrderCanceled] events for the instrument_id.§fn unsubscribe_blocks(
&mut self,
chain: Blockchain,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_blocks( &mut self, chain: Blockchain, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
Block] data for the chain.§fn unsubscribe_pool(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_pool( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
Pool] definition updates for the AMM pool at the instrument_id.§fn unsubscribe_pool_swaps(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_pool_swaps( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
PoolSwap] data for the instrument_id.§fn unsubscribe_pool_liquidity_updates(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_pool_liquidity_updates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
PoolLiquidityUpdate] data for the instrument_id.§fn unsubscribe_pool_fee_collects(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_pool_fee_collects( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
PoolFeeCollect] data for the instrument_id.§fn unsubscribe_pool_flash_events(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_pool_flash_events( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
PoolFlash] events for the given instrument_id.§fn request_data(
&mut self,
data_type: DataType,
client_id: ClientId,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
limit: Option<NonZero<usize>>,
params: Option<Params>,
) -> Result<UUID4, Error>
fn request_data( &mut self, data_type: DataType, client_id: ClientId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, params: Option<Params>, ) -> Result<UUID4, Error>
Request historical custom data of the given
data_type. Read more§fn request_instrument(
&mut self,
instrument_id: InstrumentId,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<UUID4, Error>
fn request_instrument( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>
§fn request_instruments(
&mut self,
venue: Option<Venue>,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<UUID4, Error>
fn request_instruments( &mut self, venue: Option<Venue>, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>
§fn request_book_snapshot(
&mut self,
instrument_id: InstrumentId,
depth: Option<NonZero<usize>>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<UUID4, Error>
fn request_book_snapshot( &mut self, instrument_id: InstrumentId, depth: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>
§fn request_book_deltas(
&mut self,
instrument_id: InstrumentId,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
limit: Option<NonZero<usize>>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<UUID4, Error>
fn request_book_deltas( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>
§fn request_book_depth(
&mut self,
instrument_id: InstrumentId,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
limit: Option<NonZero<usize>>,
depth: Option<NonZero<usize>>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<UUID4, Error>
fn request_book_depth( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, depth: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>
§fn request_quotes(
&mut self,
instrument_id: InstrumentId,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
limit: Option<NonZero<usize>>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<UUID4, Error>
fn request_quotes( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>
§fn request_trades(
&mut self,
instrument_id: InstrumentId,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
limit: Option<NonZero<usize>>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<UUID4, Error>
fn request_trades( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>
§fn request_bars(
&mut self,
bar_type: BarType,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
limit: Option<NonZero<usize>>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<UUID4, Error>
fn request_bars( &mut self, bar_type: BarType, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>
Source§impl DataActorNative for HurstVpinDirectional
impl DataActorNative for HurstVpinDirectional
Source§impl Debug for HurstVpinDirectional
impl Debug for HurstVpinDirectional
Source§impl Strategy for HurstVpinDirectional
impl Strategy for HurstVpinDirectional
Source§fn on_position_opened(&mut self, event: PositionOpened)
fn on_position_opened(&mut self, event: PositionOpened)
Called when a position is opened. Read more
Source§fn on_position_closed(&mut self, event: PositionClosed)
fn on_position_closed(&mut self, event: PositionClosed)
Called when a position is closed. Read more
Source§fn on_order_rejected(&mut self, event: OrderRejected)
fn on_order_rejected(&mut self, event: OrderRejected)
Called when an order is rejected by the venue. Read more
Source§fn on_order_expired(&mut self, event: OrderExpired)
fn on_order_expired(&mut self, event: OrderExpired)
Called when an order expires. Read more
Source§fn on_order_denied(&mut self, event: OrderDenied)
fn on_order_denied(&mut self, event: OrderDenied)
Called when an order is denied by the system. Read more
Source§fn external_order_claims(&self) -> Option<Vec<InstrumentId>>
fn external_order_claims(&self) -> Option<Vec<InstrumentId>>
Returns the external order claims for this strategy. Read more
Source§fn strategy_id(&self) -> Option<StrategyId>where
Self: StrategyNative,
fn strategy_id(&self) -> Option<StrategyId>where
Self: StrategyNative,
Returns the runtime strategy ID, when configured or registered.
Source§fn order(&self) -> OrderApi<'_>where
Self: StrategyNative,
fn order(&self) -> OrderApi<'_>where
Self: StrategyNative,
Returns the user-facing order creation API.
Source§fn portfolio(&self) -> PortfolioApi<'_>where
Self: StrategyNative,
fn portfolio(&self) -> PortfolioApi<'_>where
Self: StrategyNative,
Returns the user-facing portfolio read API.
Source§fn submit_order(
&mut self,
order: OrderAny,
position_id: Option<PositionId>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<()>where
Self: StrategyNative,
fn submit_order(
&mut self,
order: OrderAny,
position_id: Option<PositionId>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<()>where
Self: StrategyNative,
Submits an order. Read more
Source§fn submit_order_list(
&mut self,
orders: Vec<OrderAny>,
position_id: Option<PositionId>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<()>where
Self: StrategyNative,
fn submit_order_list(
&mut self,
orders: Vec<OrderAny>,
position_id: Option<PositionId>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<()>where
Self: StrategyNative,
Submits an order list. Read more
Source§fn modify_order(
&mut self,
client_order_id: ClientOrderId,
quantity: Option<Quantity>,
price: Option<Price>,
trigger_price: Option<Price>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<()>where
Self: StrategyNative,
fn modify_order(
&mut self,
client_order_id: ClientOrderId,
quantity: Option<Quantity>,
price: Option<Price>,
trigger_price: Option<Price>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<()>where
Self: StrategyNative,
Modifies an order. Read more
Source§fn modify_orders(
&mut self,
updates: Vec<BatchModifyOrder>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<()>where
Self: StrategyNative,
fn modify_orders(
&mut self,
updates: Vec<BatchModifyOrder>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<()>where
Self: StrategyNative,
Batch modifies multiple orders for the same instrument. Read more
Source§fn cancel_order(
&mut self,
client_order_id: ClientOrderId,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<()>where
Self: StrategyNative,
fn cancel_order(
&mut self,
client_order_id: ClientOrderId,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<()>where
Self: StrategyNative,
Cancels an order. Read more
Source§fn cancel_orders(
&mut self,
client_order_ids: Vec<ClientOrderId>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<()>where
Self: StrategyNative,
fn cancel_orders(
&mut self,
client_order_ids: Vec<ClientOrderId>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<()>where
Self: StrategyNative,
Batch cancels multiple orders for the same instrument. Read more
Source§fn mark_order_pending_update(&mut self, order: &OrderAny) -> Result<bool>where
Self: StrategyNative,
fn mark_order_pending_update(&mut self, order: &OrderAny) -> Result<bool>where
Self: StrategyNative,
Marks an order as pending update locally before the modify command leaves the strategy. Read more
Source§fn mark_order_pending_cancel(&mut self, order: &OrderAny) -> Result<bool>where
Self: StrategyNative,
fn mark_order_pending_cancel(&mut self, order: &OrderAny) -> Result<bool>where
Self: StrategyNative,
Marks an order as pending cancel locally before the cancel command leaves the strategy. Read more
Source§fn generate_order_pending_update(
&mut self,
order: &OrderAny,
) -> OrderPendingUpdatewhere
Self: StrategyNative,
fn generate_order_pending_update(
&mut self,
order: &OrderAny,
) -> OrderPendingUpdatewhere
Self: StrategyNative,
Generates an
OrderPendingUpdate event for an order.Source§fn generate_order_pending_cancel(
&mut self,
order: &OrderAny,
) -> OrderPendingCancelwhere
Self: StrategyNative,
fn generate_order_pending_cancel(
&mut self,
order: &OrderAny,
) -> OrderPendingCancelwhere
Self: StrategyNative,
Generates an
OrderPendingCancel event for an order.Source§fn cancel_all_orders(
&mut self,
instrument_id: InstrumentId,
order_side: Option<OrderSide>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<()>where
Self: StrategyNative,
fn cancel_all_orders(
&mut self,
instrument_id: InstrumentId,
order_side: Option<OrderSide>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<()>where
Self: StrategyNative,
Cancels all open orders for the given instrument. Read more
Source§fn close_position(
&mut self,
position: &Position,
client_id: Option<ClientId>,
tags: Option<Vec<Ustr>>,
time_in_force: Option<TimeInForce>,
reduce_only: Option<bool>,
quote_quantity: Option<bool>,
) -> Result<()>where
Self: StrategyNative,
fn close_position(
&mut self,
position: &Position,
client_id: Option<ClientId>,
tags: Option<Vec<Ustr>>,
time_in_force: Option<TimeInForce>,
reduce_only: Option<bool>,
quote_quantity: Option<bool>,
) -> Result<()>where
Self: StrategyNative,
Closes a position by submitting a market order for the opposite side. Read more
Source§fn close_all_positions(
&mut self,
instrument_id: InstrumentId,
position_side: Option<PositionSide>,
client_id: Option<ClientId>,
tags: Option<Vec<Ustr>>,
time_in_force: Option<TimeInForce>,
reduce_only: Option<bool>,
quote_quantity: Option<bool>,
) -> Result<()>where
Self: StrategyNative,
fn close_all_positions(
&mut self,
instrument_id: InstrumentId,
position_side: Option<PositionSide>,
client_id: Option<ClientId>,
tags: Option<Vec<Ustr>>,
time_in_force: Option<TimeInForce>,
reduce_only: Option<bool>,
quote_quantity: Option<bool>,
) -> Result<()>where
Self: StrategyNative,
Closes all open positions for the given instrument. Read more
Source§fn query_account(
&mut self,
account_id: AccountId,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<()>where
Self: StrategyNative,
fn query_account(
&mut self,
account_id: AccountId,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<()>where
Self: StrategyNative,
Queries account state from the execution client. Read more
Source§fn query_order(
&mut self,
order: &OrderAny,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<()>where
Self: StrategyNative,
fn query_order(
&mut self,
order: &OrderAny,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<()>where
Self: StrategyNative,
Queries order state from the execution client. Read more
Source§fn handle_order_event(&mut self, event: OrderEventAny)where
Self: StrategyNative,
fn handle_order_event(&mut self, event: OrderEventAny)where
Self: StrategyNative,
Handles an order event, dispatching to the appropriate handler.
Source§fn handle_position_event(&mut self, event: PositionEvent)where
Self: StrategyNative,
fn handle_position_event(&mut self, event: PositionEvent)where
Self: StrategyNative,
Handles a position event, dispatching to the appropriate handler.
Source§fn on_start(&mut self) -> Result<()>where
Self: StrategyNative,
fn on_start(&mut self) -> Result<()>where
Self: StrategyNative,
Called when the strategy is started. Read more
Source§fn on_time_event(&mut self, event: &TimeEvent) -> Result<()>where
Self: StrategyNative,
fn on_time_event(&mut self, event: &TimeEvent) -> Result<()>where
Self: StrategyNative,
Called when a time event is received. Read more
Source§fn on_order_initialized(&mut self, event: OrderInitialized)
fn on_order_initialized(&mut self, event: OrderInitialized)
Called when an order is initialized. Read more
Source§fn on_order_event(&mut self, event: OrderEventAny)
fn on_order_event(&mut self, event: OrderEventAny)
Called when any order event is received after the specific order handler runs. Read more
Source§fn on_order_emulated(&mut self, event: OrderEmulated)
fn on_order_emulated(&mut self, event: OrderEmulated)
Called when an order is emulated. Read more
Source§fn on_order_released(&mut self, event: OrderReleased)
fn on_order_released(&mut self, event: OrderReleased)
Called when an order is released from emulation. Read more
Source§fn on_order_submitted(&mut self, event: OrderSubmitted)
fn on_order_submitted(&mut self, event: OrderSubmitted)
Called when an order is submitted to the venue. Read more
Source§fn on_order_accepted(&mut self, event: OrderAccepted)
fn on_order_accepted(&mut self, event: OrderAccepted)
Called when an order is accepted by the venue. Read more
Source§fn on_order_triggered(&mut self, event: OrderTriggered)
fn on_order_triggered(&mut self, event: OrderTriggered)
Called when an order is triggered. Read more
Source§fn on_order_pending_update(&mut self, event: OrderPendingUpdate)
fn on_order_pending_update(&mut self, event: OrderPendingUpdate)
Called when an order modification is pending. Read more
Source§fn on_order_pending_cancel(&mut self, event: OrderPendingCancel)
fn on_order_pending_cancel(&mut self, event: OrderPendingCancel)
Called when an order cancellation is pending. Read more
Source§fn on_order_modify_rejected(&mut self, event: OrderModifyRejected)
fn on_order_modify_rejected(&mut self, event: OrderModifyRejected)
Called when an order modification is rejected. Read more
Source§fn on_order_cancel_rejected(&mut self, event: OrderCancelRejected)
fn on_order_cancel_rejected(&mut self, event: OrderCancelRejected)
Called when an order cancellation is rejected. Read more
Source§fn on_order_updated(&mut self, event: OrderUpdated)
fn on_order_updated(&mut self, event: OrderUpdated)
Called when an order is updated. Read more
Source§fn on_position_event(&mut self, event: PositionEvent)
fn on_position_event(&mut self, event: PositionEvent)
Called after a position opened, changed, or closed handler runs. Read more
Source§fn on_position_changed(&mut self, event: PositionChanged)
fn on_position_changed(&mut self, event: PositionChanged)
Called when a position is changed (quantity or price updated). Read more
Source§fn on_market_exit(&mut self)
fn on_market_exit(&mut self)
Called when a market exit has been initiated. Read more
Source§fn post_market_exit(&mut self)
fn post_market_exit(&mut self)
Called after a market exit has completed. Read more
Source§fn is_exiting(&self) -> boolwhere
Self: StrategyNative,
fn is_exiting(&self) -> boolwhere
Self: StrategyNative,
Returns whether the strategy is currently executing a market exit. Read more
Source§fn market_exit(&mut self) -> Result<()>where
Self: StrategyNative,
fn market_exit(&mut self) -> Result<()>where
Self: StrategyNative,
Initiates an iterative market exit for the strategy. Read more
Source§fn check_market_exit(&mut self, _event: TimeEvent)where
Self: StrategyNative,
fn check_market_exit(&mut self, _event: TimeEvent)where
Self: StrategyNative,
Checks if the market exit is complete and finalizes if so. Read more
Source§fn finalize_market_exit(&mut self)where
Self: StrategyNative,
fn finalize_market_exit(&mut self)where
Self: StrategyNative,
Finalizes the market exit process. Read more
Source§fn cancel_market_exit(&mut self)where
Self: StrategyNative,
fn cancel_market_exit(&mut self)where
Self: StrategyNative,
Cancels an active market exit without calling hooks. Read more
Source§fn stop(&mut self) -> boolwhere
Self: StrategyNative,
fn stop(&mut self) -> boolwhere
Self: StrategyNative,
Stops the strategy with optional managed stop behavior. Read more
Source§fn deny_order(&mut self, order: &OrderAny, reason: Ustr)where
Self: StrategyNative,
fn deny_order(&mut self, order: &OrderAny, reason: Ustr)where
Self: StrategyNative,
Denies an order by generating an
OrderDenied event. Read moreSource§fn deny_order_list(&mut self, orders: &[OrderAny], reason: Ustr)where
Self: StrategyNative,
fn deny_order_list(&mut self, orders: &[OrderAny], reason: Ustr)where
Self: StrategyNative,
Denies all orders in an order list. Read more
Source§fn set_gtd_expiry(&mut self, order: &OrderAny) -> Result<()>where
Self: StrategyNative,
fn set_gtd_expiry(&mut self, order: &OrderAny) -> Result<()>where
Self: StrategyNative,
Sets a GTD expiry timer for an order. Read more
Source§fn cancel_gtd_expiry(&mut self, client_order_id: &ClientOrderId)where
Self: StrategyNative,
fn cancel_gtd_expiry(&mut self, client_order_id: &ClientOrderId)where
Self: StrategyNative,
Cancels a GTD expiry timer for an order.
Source§fn has_gtd_expiry_timer(&mut self, client_order_id: &ClientOrderId) -> boolwhere
Self: StrategyNative,
fn has_gtd_expiry_timer(&mut self, client_order_id: &ClientOrderId) -> boolwhere
Self: StrategyNative,
Checks if a GTD expiry timer exists for an order.
Source§fn expire_gtd_order(&mut self, event: TimeEvent)where
Self: StrategyNative,
fn expire_gtd_order(&mut self, event: TimeEvent)where
Self: StrategyNative,
Handles GTD order expiry by canceling the order. Read more
Source§fn reactivate_gtd_timers(&mut self)where
Self: StrategyNative,
fn reactivate_gtd_timers(&mut self)where
Self: StrategyNative,
Reactivates GTD timers for open orders on strategy start. Read more
Source§impl StrategyNative for HurstVpinDirectional
impl StrategyNative for HurstVpinDirectional
Source§fn strategy_core(&self) -> &StrategyCore
fn strategy_core(&self) -> &StrategyCore
Returns the strategy core.
Source§fn strategy_core_mut(&mut self) -> &mut StrategyCore
fn strategy_core_mut(&mut self) -> &mut StrategyCore
Returns the mutable strategy core.
Source§fn order_factory(&mut self) -> RefMut<'_, OrderFactory>
fn order_factory(&mut self) -> RefMut<'_, OrderFactory>
Returns a mutable borrow of the order factory. Read more
Auto Trait Implementations§
impl !RefUnwindSafe for HurstVpinDirectional
impl !Send for HurstVpinDirectional
impl !Sync for HurstVpinDirectional
impl !UnwindSafe for HurstVpinDirectional
impl Freeze for HurstVpinDirectional
impl Unpin for HurstVpinDirectional
impl UnsafeUnpin for HurstVpinDirectional
Blanket Implementations§
§impl<T> Actor for Twhere
T: DataActor + DataActorNative + Debug + 'static,
impl<T> Actor for Twhere
T: DataActor + DataActorNative + Debug + 'static,
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
Mutably borrows from an owned value. Read more
impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
§impl<T> Component for Twhere
T: DataActor + DataActorNative + Debug + 'static,
impl<T> Component for Twhere
T: DataActor + DataActorNative + Debug + 'static,
§fn component_id(&self) -> ComponentId
fn component_id(&self) -> ComponentId
Returns the unique identifier for this component.
§fn transition_state(&mut self, trigger: ComponentTrigger) -> Result<(), Error>
fn transition_state(&mut self, trigger: ComponentTrigger) -> Result<(), Error>
Transition the component with the state trigger. Read more
§fn register(
&mut self,
trader_id: TraderId,
clock: Rc<RefCell<dyn Clock>>,
cache: Rc<RefCell<Cache>>,
) -> Result<(), Error>
fn register( &mut self, trader_id: TraderId, clock: Rc<RefCell<dyn Clock>>, cache: Rc<RefCell<Cache>>, ) -> Result<(), Error>
Registers the component with a system. Read more
§fn not_running(&self) -> bool
fn not_running(&self) -> bool
Returns whether the component is not running.
§fn is_running(&self) -> bool
fn is_running(&self) -> bool
Returns whether the component is running.
§fn is_stopped(&self) -> bool
fn is_stopped(&self) -> bool
Returns whether the component is stopped.
§fn is_degraded(&self) -> bool
fn is_degraded(&self) -> bool
Returns whether the component has been degraded.
§fn is_faulted(&self) -> bool
fn is_faulted(&self) -> bool
Returns whether the component has been faulted.
§fn is_disposed(&self) -> bool
fn is_disposed(&self) -> bool
Returns whether the component has been disposed.