Struct FillBaselineCache 

pub struct FillBaselineCache<T> { /* private fields */ }

Cumulative per-order baseline used to derive incremental fill values.

OKX reports fee and accFillSz cumulatively, so a fill’s incremental commission derives from the previous message for the same ordId, as does its quantity whenever fillSz is absent. Losing an open order’s baseline would charge its whole cumulative fee, and its whole accumulated quantity, to the next fill.

Baselines are therefore split by order lifecycle. An order that can still fill keeps its baseline in full. A terminal order keeps one only to absorb reconnect replays, so those are held in a bounded cache that evicts oldest-first and cannot grow with session length.

Implementations

impl<T> FillBaselineCache<T>

pub fn new() -> Self

Creates a new empty FillBaselineCache.

pub fn get(&self, ord_id: &Ustr) -> Option<&T>

Returns the cumulative baseline recorded for ord_id.

pub fn record(&mut self, ord_id: Ustr, value: T, is_terminal: bool)

Records the cumulative baseline for ord_id.

Pass is_terminal for an order state the venue cannot follow with a new fill; its baseline then becomes evictable. An open order’s baseline is retained in full.

pub fn remove(&mut self, ord_id: &Ustr)

Drops any baseline recorded for ord_id.

Trait Implementations

impl<T: Debug> Debug for FillBaselineCache<T>

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

Formats the value using the given formatter.

impl<T> Default for FillBaselineCache<T>

fn default() -> Self

Returns the “default value” for a type.