Struct CacheApi 

pub struct CacheApi<'a> { /* private fields */ }

User-facing cache API.

Point reads return owned snapshots where possible, so actor code does not retain a Ref into the live Cache. Plural collection reads return owned snapshots of all matching values and are intentionally named as bulk reads. Prefer the count, ID, or has_* methods in hot paths when a full snapshot is not needed.

Implementations

impl<'a> CacheApi<'a>

pub fn calculate_unrealized_pnl(&self, position: &Position) -> Option<Money>

Returns the unrealized PnL for the position using cached market data.

Panics

Panics if the cache is already mutably borrowed.

pub fn oms_type(&self, position_id: &PositionId) -> Option<OmsType>

Returns the OMS type for the position_id (if known).

Panics

Panics if the cache is already mutably borrowed.

pub fn position_snapshot_bytes( &self, position_id: &PositionId, ) -> Option<Vec<Vec<u8>>>

Returns serialized position snapshot frames for the position_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn position_snapshot_count(&self, position_id: &PositionId) -> usize

Returns the number of stored position snapshots for the position_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn position_snapshots( &self, position_id: Option<&PositionId>, account_id: Option<&AccountId>, ) -> Vec<Position>

Returns position snapshots matching the optional filters.

Panics

Panics if the cache is already mutably borrowed.

pub fn position_snapshots_from( &self, position_id: &PositionId, skip: usize, ) -> Vec<Position>

Returns position snapshots for position_id starting from skip.

Panics

Panics if the cache is already mutably borrowed.

pub fn position_snapshot_ids( &self, instrument_id: &InstrumentId, ) -> AHashSet<PositionId>

Returns position snapshot IDs for the instrument_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn client_order_ids( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, ) -> AHashSet<ClientOrderId>

Returns the client order IDs of all orders matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn client_order_ids_open( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, ) -> AHashSet<ClientOrderId>

Returns the client order IDs of all open orders matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn client_order_ids_closed( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, ) -> AHashSet<ClientOrderId>

Returns the client order IDs of all closed orders matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn client_order_ids_active_local( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, ) -> AHashSet<ClientOrderId>

Returns the client order IDs of all locally active orders matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn client_order_ids_emulated( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, ) -> AHashSet<ClientOrderId>

Returns the client order IDs of all emulated orders matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn client_order_ids_inflight( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, ) -> AHashSet<ClientOrderId>

Returns the client order IDs of all in-flight orders matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn position_ids( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, ) -> AHashSet<PositionId>

Returns the position IDs of all positions matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn position_open_ids( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, ) -> AHashSet<PositionId>

Returns the position IDs of all open positions matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn position_closed_ids( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, ) -> AHashSet<PositionId>

Returns the position IDs of all closed positions matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn strategy_ids(&self) -> AHashSet<StrategyId>

Returns the strategy IDs in the cache.

Panics

Panics if the cache is already mutably borrowed.

pub fn exec_algorithm_ids(&self) -> AHashSet<ExecAlgorithmId>

Returns the execution algorithm IDs in the cache.

Panics

Panics if the cache is already mutably borrowed.

pub fn order(&self, client_order_id: &ClientOrderId) -> Option<OrderAny>

Returns an owned copy of the order for the client_order_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn try_order( &self, client_order_id: &ClientOrderId, ) -> Result<OrderAny, OrderLookupError>

Returns an owned copy of the order for the client_order_id.

Errors

Returns:

• OrderLookupError::NotFound when the order is not present in the cache.
• OrderLookupError::Access if the cache is already mutably borrowed.

pub fn orders_for_ids( &self, client_order_ids: &[ClientOrderId], context: &dyn Display, ) -> Vec<OrderAny>

Returns owned copies of the orders for client_order_ids.

Panics

Panics if the cache is already mutably borrowed.

pub fn client_order_id( &self, venue_order_id: &VenueOrderId, ) -> Option<ClientOrderId>

Returns the client order ID for the venue_order_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn venue_order_id( &self, client_order_id: &ClientOrderId, ) -> Option<VenueOrderId>

Returns the venue order ID for the client_order_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn client_id(&self, client_order_id: &ClientOrderId) -> Option<ClientId>

Returns the client ID indexed for the client_order_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn orders( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<OrderSide>, ) -> Vec<OrderAny>

Returns owned copies of all orders matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn orders_open( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<OrderSide>, ) -> Vec<OrderAny>

Returns owned copies of all open orders matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn orders_closed( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<OrderSide>, ) -> Vec<OrderAny>

Returns owned copies of all closed orders matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn orders_active_local( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<OrderSide>, ) -> Vec<OrderAny>

Returns owned copies of all locally active orders matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn orders_emulated( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<OrderSide>, ) -> Vec<OrderAny>

Returns owned copies of all emulated orders matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn orders_inflight( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<OrderSide>, ) -> Vec<OrderAny>

Returns owned copies of all in-flight orders matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn orders_for_position(&self, position_id: &PositionId) -> Vec<OrderAny>

Returns owned copies of all orders for the position_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn order_exists(&self, client_order_id: &ClientOrderId) -> bool

Returns whether an order with the client_order_id exists.

Panics

Panics if the cache is already mutably borrowed.

pub fn is_order_open(&self, client_order_id: &ClientOrderId) -> bool

Returns whether an order with the client_order_id is open.

Panics

Panics if the cache is already mutably borrowed.

pub fn is_order_closed(&self, client_order_id: &ClientOrderId) -> bool

Returns whether an order with the client_order_id is closed.

Panics

Panics if the cache is already mutably borrowed.

pub fn is_order_active_local(&self, client_order_id: &ClientOrderId) -> bool

Returns whether an order with the client_order_id is locally active.

Panics

Panics if the cache is already mutably borrowed.

pub fn is_order_emulated(&self, client_order_id: &ClientOrderId) -> bool

Returns whether an order with the client_order_id is emulated.

Panics

Panics if the cache is already mutably borrowed.

pub fn is_order_inflight(&self, client_order_id: &ClientOrderId) -> bool

Returns whether an order with the client_order_id is in-flight.

Panics

Panics if the cache is already mutably borrowed.

pub fn is_order_pending_cancel_local( &self, client_order_id: &ClientOrderId, ) -> bool

Returns whether an order with the client_order_id is PENDING_CANCEL locally.

Panics

Panics if the cache is already mutably borrowed.

pub fn orders_open_count( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<OrderSide>, ) -> usize

Returns the count of all open orders matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn orders_closed_count( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<OrderSide>, ) -> usize

Returns the count of all closed orders matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn orders_active_local_count( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<OrderSide>, ) -> usize

Returns the count of all locally active orders matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn orders_emulated_count( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<OrderSide>, ) -> usize

Returns the count of all emulated orders matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn orders_inflight_count( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<OrderSide>, ) -> usize

Returns the count of all in-flight orders matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn orders_total_count( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<OrderSide>, ) -> usize

Returns the count of all orders matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn has_orders_open( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<OrderSide>, ) -> bool

Returns whether any open order matches the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn has_orders_closed( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<OrderSide>, ) -> bool

Returns whether any closed order matches the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn has_orders_active_local( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<OrderSide>, ) -> bool

Returns whether any locally active order matches the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn has_orders_emulated( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<OrderSide>, ) -> bool

Returns whether any emulated order matches the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn has_orders_inflight( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<OrderSide>, ) -> bool

Returns whether any in-flight order matches the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn has_orders( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<OrderSide>, ) -> bool

Returns whether any order matches the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn order_list(&self, order_list_id: &OrderListId) -> Option<OrderList>

Returns an owned copy of the order list for the order_list_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn try_order_list( &self, order_list_id: &OrderListId, ) -> Result<OrderList, OrderListLookupError>

Returns an owned copy of the order list for the order_list_id.

Errors

Returns:

• OrderListLookupError::NotFound when the order list is not present in the cache.
• OrderListLookupError::Access if the cache is already mutably borrowed.

pub fn order_lists( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, ) -> Vec<OrderList>

Returns owned copies of all order lists matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn order_list_exists(&self, order_list_id: &OrderListId) -> bool

Returns whether an order list with the order_list_id exists.

Panics

Panics if the cache is already mutably borrowed.

pub fn orders_for_exec_algorithm( &self, exec_algorithm_id: &ExecAlgorithmId, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<OrderSide>, ) -> Vec<OrderAny>

Returns owned copies of all orders associated with the exec_algorithm_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn orders_for_exec_spawn( &self, exec_spawn_id: &ClientOrderId, ) -> Vec<OrderAny>

Returns owned copies of all orders with the exec_spawn_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn exec_spawn_total_quantity( &self, exec_spawn_id: &ClientOrderId, active_only: bool, ) -> Option<Quantity>

Returns the total order quantity for the exec_spawn_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn exec_spawn_total_filled_qty( &self, exec_spawn_id: &ClientOrderId, active_only: bool, ) -> Option<Quantity>

Returns the total filled quantity for all orders with the exec_spawn_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn exec_spawn_total_leaves_qty( &self, exec_spawn_id: &ClientOrderId, active_only: bool, ) -> Option<Quantity>

Returns the total leaves quantity for all orders with the exec_spawn_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn position(&self, position_id: &PositionId) -> Option<Position>

Returns an owned copy of the position for the position_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn try_position( &self, position_id: &PositionId, ) -> Result<Position, PositionLookupError>

Returns an owned copy of the position for the position_id.

Errors

Returns:

• PositionLookupError::NotFound when the position is not present in the cache.
• PositionLookupError::Access if the cache is already mutably borrowed.

pub fn position_for_order( &self, client_order_id: &ClientOrderId, ) -> Option<Position>

Returns an owned copy of the position for the client_order_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn position_id(&self, client_order_id: &ClientOrderId) -> Option<PositionId>

Returns the position ID for the client_order_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn positions( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<PositionSide>, ) -> Vec<Position>

Returns owned copies of all positions matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn positions_open( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<PositionSide>, ) -> Vec<Position>

Returns owned copies of all open positions matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn positions_closed( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<PositionSide>, ) -> Vec<Position>

Returns owned copies of all closed positions matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn position_exists(&self, position_id: &PositionId) -> bool

Returns whether a position with the position_id exists.

Panics

Panics if the cache is already mutably borrowed.

pub fn is_position_open(&self, position_id: &PositionId) -> bool

Returns whether a position with the position_id is open.

Panics

Panics if the cache is already mutably borrowed.

pub fn is_position_closed(&self, position_id: &PositionId) -> bool

Returns whether a position with the position_id is closed.

Panics

Panics if the cache is already mutably borrowed.

pub fn positions_open_count( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<PositionSide>, ) -> usize

Returns the count of all open positions matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn positions_closed_count( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<PositionSide>, ) -> usize

Returns the count of all closed positions matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn positions_total_count( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<PositionSide>, ) -> usize

Returns the count of all positions matching the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn has_positions_open( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<PositionSide>, ) -> bool

Returns whether any open position matches the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn has_positions_closed( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<PositionSide>, ) -> bool

Returns whether any closed position matches the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn has_positions( &self, venue: Option<&Venue>, instrument_id: Option<&InstrumentId>, strategy_id: Option<&StrategyId>, account_id: Option<&AccountId>, side: Option<PositionSide>, ) -> bool

Returns whether any position matches the optional filter parameters.

Panics

Panics if the cache is already mutably borrowed.

pub fn strategy_id_for_order( &self, client_order_id: &ClientOrderId, ) -> Option<StrategyId>

Returns the strategy ID for the client_order_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn strategy_id_for_position( &self, position_id: &PositionId, ) -> Option<StrategyId>

Returns the strategy ID for the position_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn get(&self, key: &str) -> Result<Option<Bytes>>

Returns the general cache value for the key (if found).

Errors

Returns an error if:

• The key is invalid.
• The cache is already mutably borrowed (ComponentAccessError).

pub fn price( &self, instrument_id: &InstrumentId, price_type: PriceType, ) -> Option<Price>

Returns the price for the instrument_id and price_type (if found).

Panics

Panics if the cache is already mutably borrowed, or if price_type is [PriceType::Mid] and the quote price precision is already at the maximum fixed precision.

pub fn quotes(&self, instrument_id: &InstrumentId) -> Option<Vec<QuoteTick>>

Returns all quotes for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn trades(&self, instrument_id: &InstrumentId) -> Option<Vec<TradeTick>>

Returns all trades for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn mark_prices( &self, instrument_id: &InstrumentId, ) -> Option<Vec<MarkPriceUpdate>>

Returns all mark price updates for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn index_prices( &self, instrument_id: &InstrumentId, ) -> Option<Vec<IndexPriceUpdate>>

Returns all index price updates for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn funding_rates( &self, instrument_id: &InstrumentId, ) -> Option<Vec<FundingRateUpdate>>

Returns all funding rate updates for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn instrument_statuses( &self, instrument_id: &InstrumentId, ) -> Option<Vec<InstrumentStatus>>

Returns all instrument status updates for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn bars(&self, bar_type: &BarType) -> Option<Vec<Bar>>

Returns all bars for the bar_type (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn order_book(&self, instrument_id: &InstrumentId) -> Option<OrderBook>

Returns an owned copy of the order book for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn try_order_book( &self, instrument_id: &InstrumentId, ) -> Result<OrderBook, OrderBookLookupError>

Returns an owned copy of the order book for the instrument_id.

Errors

Returns:

• OrderBookLookupError::NotFound when the order book is not present in the cache.
• OrderBookLookupError::Access if the cache is already mutably borrowed.

pub fn own_order_book( &self, instrument_id: &InstrumentId, ) -> Option<OwnOrderBook>

Returns an owned copy of the own order book for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn try_own_order_book( &self, instrument_id: &InstrumentId, ) -> Result<OwnOrderBook, OwnOrderBookLookupError>

Returns an owned copy of the own order book for the instrument_id.

Errors

Returns:

• OwnOrderBookLookupError::NotFound when the own order book is not present in the cache.
• OwnOrderBookLookupError::Access if the cache is already mutably borrowed.

pub fn quote(&self, instrument_id: &InstrumentId) -> Option<QuoteTick>

Returns the latest quote for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn quote_at_index( &self, instrument_id: &InstrumentId, index: usize, ) -> Option<QuoteTick>

Returns the quote at index for the instrument_id (if found).

Index 0 is the most recent.

Panics

Panics if the cache is already mutably borrowed.

pub fn trade(&self, instrument_id: &InstrumentId) -> Option<TradeTick>

Returns the latest trade for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn trade_at_index( &self, instrument_id: &InstrumentId, index: usize, ) -> Option<TradeTick>

Returns the trade at index for the instrument_id (if found).

Index 0 is the most recent.

Panics

Panics if the cache is already mutably borrowed.

pub fn mark_price( &self, instrument_id: &InstrumentId, ) -> Option<MarkPriceUpdate>

Returns the latest mark price update for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn index_price( &self, instrument_id: &InstrumentId, ) -> Option<IndexPriceUpdate>

Returns the latest index price update for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn funding_rate( &self, instrument_id: &InstrumentId, ) -> Option<FundingRateUpdate>

Returns the latest funding rate update for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn instrument_status( &self, instrument_id: &InstrumentId, ) -> Option<InstrumentStatus>

Returns the latest instrument status update for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn instrument_close( &self, instrument_id: &InstrumentId, ) -> Option<InstrumentClose>

Returns the cached close for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn bar(&self, bar_type: &BarType) -> Option<Bar>

Returns the latest bar for the bar_type (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn bar_at_index(&self, bar_type: &BarType, index: usize) -> Option<Bar>

Returns the bar at index for the bar_type (if found).

Index 0 is the most recent.

Panics

Panics if the cache is already mutably borrowed.

pub fn book_update_count(&self, instrument_id: &InstrumentId) -> usize

Returns the order book update count for the instrument_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn quote_count(&self, instrument_id: &InstrumentId) -> usize

Returns the quote tick count for the instrument_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn trade_count(&self, instrument_id: &InstrumentId) -> usize

Returns the trade tick count for the instrument_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn mark_price_count(&self, instrument_id: &InstrumentId) -> usize

Returns the mark price update count for the instrument_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn index_price_count(&self, instrument_id: &InstrumentId) -> usize

Returns the index price update count for the instrument_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn funding_rate_count(&self, instrument_id: &InstrumentId) -> usize

Returns the funding rate update count for the instrument_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn instrument_status_count(&self, instrument_id: &InstrumentId) -> usize

Returns the instrument status update count for the instrument_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn bar_count(&self, bar_type: &BarType) -> usize

Returns the bar count for the bar_type.

Panics

Panics if the cache is already mutably borrowed.

pub fn has_order_book(&self, instrument_id: &InstrumentId) -> bool

Returns whether the cache contains an order book for the instrument_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn has_quote_ticks(&self, instrument_id: &InstrumentId) -> bool

Returns whether the cache contains quotes for the instrument_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn has_trade_ticks(&self, instrument_id: &InstrumentId) -> bool

Returns whether the cache contains trades for the instrument_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn has_mark_prices(&self, instrument_id: &InstrumentId) -> bool

Returns whether the cache contains mark price updates for the instrument_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn has_index_prices(&self, instrument_id: &InstrumentId) -> bool

Returns whether the cache contains index price updates for the instrument_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn has_funding_rates(&self, instrument_id: &InstrumentId) -> bool

Returns whether the cache contains funding rate updates for the instrument_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn has_instrument_statuses(&self, instrument_id: &InstrumentId) -> bool

Returns whether the cache contains instrument status updates for the instrument_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn has_instrument_close(&self, instrument_id: &InstrumentId) -> bool

Returns whether the cache contains a close for the instrument_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn has_bars(&self, bar_type: &BarType) -> bool

Returns whether the cache contains bars for the bar_type.

Panics

Panics if the cache is already mutably borrowed.

pub fn get_xrate( &self, venue: Venue, from_currency: Currency, to_currency: Currency, price_type: PriceType, ) -> Option<Decimal>

Returns the exchange rate for the given currencies and price type (if available).

Panics

Panics if the cache is already mutably borrowed.

pub fn get_mark_xrate( &self, from_currency: Currency, to_currency: Currency, ) -> Option<f64>

Returns the mark exchange rate for the currency pair (if set).

Panics

Panics if the cache is already mutably borrowed.

pub fn yield_curve(&self, key: &str) -> Option<Box<dyn Fn(f64) -> f64>>

Returns the yield curve for the key (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn greeks(&self, instrument_id: &InstrumentId) -> Option<GreeksData>

Returns an owned copy of the greeks data for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn option_greeks( &self, instrument_id: &InstrumentId, ) -> Option<OptionGreeks>

Returns exchange-provided option greeks for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn currency(&self, code: &Ustr) -> Option<Currency>

Returns the currency for the code (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn try_currency(&self, code: &Ustr) -> Result<Currency, CurrencyLookupError>

Returns the currency for the code.

Errors

Returns:

• CurrencyLookupError::NotFound when the currency is not present in the cache.
• CurrencyLookupError::Access if the cache is already mutably borrowed.

pub fn instrument(&self, instrument_id: &InstrumentId) -> Option<InstrumentAny>

Returns an owned copy of the instrument for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn try_instrument( &self, instrument_id: &InstrumentId, ) -> Result<InstrumentAny, InstrumentLookupError>

Returns an owned copy of the instrument for the instrument_id.

Errors

Returns:

• InstrumentLookupError::NotFound when the instrument is not present in the cache.
• InstrumentLookupError::Access if the cache is already mutably borrowed.

pub fn instrument_ids(&self, venue: Option<&Venue>) -> Vec<InstrumentId>

Returns the instrument IDs in the cache, optionally filtered by venue.

Panics

Panics if the cache is already mutably borrowed.

pub fn instruments( &self, venue: &Venue, underlying: Option<&Ustr>, ) -> Vec<InstrumentAny>

Returns owned copies of all instruments for the venue.

Panics

Panics if the cache is already mutably borrowed.

pub fn instruments_by_parent( &self, venue: &Venue, root: &Ustr, class: InstrumentClass, ) -> Vec<InstrumentAny>

Returns owned copies of all instruments for the venue, parent root, and instrument class.

Panics

Panics if the cache is already mutably borrowed.

pub fn bar_types( &self, instrument_id: Option<&InstrumentId>, price_type: Option<&PriceType>, aggregation_source: AggregationSource, ) -> Vec<BarType>

Returns the bar types in the cache, optionally filtered by instrument and price type.

Panics

Panics if the cache is already mutably borrowed.

pub fn synthetic( &self, instrument_id: &InstrumentId, ) -> Option<SyntheticInstrument>

Returns an owned copy of the synthetic instrument for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn try_synthetic( &self, instrument_id: &InstrumentId, ) -> Result<SyntheticInstrument, SyntheticInstrumentLookupError>

Returns an owned copy of the synthetic instrument for the instrument_id.

Errors

Returns:

• SyntheticInstrumentLookupError::NotFound when the synthetic instrument is not present in the cache.
• SyntheticInstrumentLookupError::Access if the cache is already mutably borrowed.

pub fn synthetic_ids(&self) -> Vec<InstrumentId>

Returns the synthetic instrument IDs in the cache.

Panics

Panics if the cache is already mutably borrowed.

pub fn synthetics(&self) -> Vec<SyntheticInstrument>

Returns owned copies of all synthetic instruments in the cache.

Panics

Panics if the cache is already mutably borrowed.

pub fn pool(&self, instrument_id: &InstrumentId) -> Option<Pool>

Returns an owned copy of the pool for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn pool_ids(&self, venue: Option<&Venue>) -> Vec<InstrumentId>

Returns the pool instrument IDs in the cache, optionally filtered by venue.

Panics

Panics if the cache is already mutably borrowed.

pub fn pools(&self, venue: Option<&Venue>) -> Vec<Pool>

Returns owned copies of all pools in the cache, optionally filtered by venue.

Panics

Panics if the cache is already mutably borrowed.

pub fn pool_profiler( &self, instrument_id: &InstrumentId, ) -> Option<PoolProfiler>

Returns an owned copy of the pool profiler for the instrument_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn pool_profiler_ids(&self, venue: Option<&Venue>) -> Vec<InstrumentId>

Returns the pool profiler instrument IDs in the cache, optionally filtered by venue.

Panics

Panics if the cache is already mutably borrowed.

pub fn pool_profilers(&self, venue: Option<&Venue>) -> Vec<PoolProfiler>

Returns owned copies of all pool profilers in the cache, optionally filtered by venue.

Panics

Panics if the cache is already mutably borrowed.

pub fn account(&self, account_id: &AccountId) -> Option<AccountAny>

Returns an owned copy of the account for the account_id (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn try_account( &self, account_id: &AccountId, ) -> Result<AccountAny, AccountLookupError>

Returns an owned copy of the account for the account_id.

Errors

Returns:

• AccountLookupError::NotFound when the account is not present in the cache.
• AccountLookupError::Access if the cache is already mutably borrowed.

pub fn account_for_venue(&self, venue: &Venue) -> Option<AccountAny>

Returns an owned copy of the account for the venue (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn account_id(&self, venue: &Venue) -> Option<AccountId>

Returns the account ID for the venue (if found).

Panics

Panics if the cache is already mutably borrowed.

pub fn accounts(&self, account_id: &AccountId) -> Vec<AccountAny>

Returns owned copies of all accounts matching the account_id.

Panics

Panics if the cache is already mutably borrowed.

pub fn accounts_all(&self) -> Vec<AccountAny>

Returns owned copies of every account in the cache.

Panics

Panics if the cache is already mutably borrowed.

Trait Implementations

impl<'a> Debug for CacheApi<'a>

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

Formats the value using the given formatter.