Macro nautilus_execution_algorithm 

macro_rules! nautilus_execution_algorithm {
    ($ty:ty) => { ... };
    ($ty:ty, $field:ident) => { ... };
    ($ty:ty, { $($extra:item)* }) => { ... };
    ($ty:ty, $field:ident, { $($extra:item)* }) => { ... };
}

Implements DataActorNative, ExecutionAlgorithmNative, and ExecutionAlgorithm for an execution algorithm type.

The struct must contain a field of type ExecutionAlgorithmCore. By default the macro expects the field to be named core; pass a second argument to use a different name.

A brace-delimited block adds on_order and any extra methods to the generated impl ExecutionAlgorithm. Native runtime core access is generated through ExecutionAlgorithmNative; normal execution algorithm logic should use ExecutionAlgorithm facade methods.

Examples

use nautilus_trading::{algorithm::ExecutionAlgorithmCore, nautilus_execution_algorithm};

pub struct MyExecutionAlgorithm {
    core: ExecutionAlgorithmCore,
    // ...
}

nautilus_execution_algorithm!(MyExecutionAlgorithm, {
    fn on_order(&mut self, order: OrderAny) -> anyhow::Result<()> {
        // custom handling
        Ok(())
    }
});

With a custom field name and hooks:

pub struct MyExecutionAlgorithm {
    algorithm_core: ExecutionAlgorithmCore,
    // ...
}

nautilus_execution_algorithm!(MyExecutionAlgorithm, algorithm_core, {
    fn on_order(&mut self, order: OrderAny) -> anyhow::Result<()> {
        // custom handling
        Ok(())
    }
});