Struct ExecutionEngine

pub struct ExecutionEngine { /* private fields */ }

Central execution engine responsible for orchestrating order routing and execution.

The execution engine manages the entire order lifecycle from submission to completion, handling routing to appropriate execution clients, position management, and event processing. It supports multiple execution venues through registered clients and provides sophisticated order management capabilities.

Implementations

impl ExecutionEngine

pub fn new( clock: Rc<RefCell<dyn Clock>>, cache: Rc<RefCell<Cache>>, config: Option<ExecutionEngineConfig>, ) -> Self

Creates a new ExecutionEngine instance.

pub fn position_id_count(&self, strategy_id: StrategyId) -> usize

Returns the position ID count for the specified strategy.

pub fn check_integrity(&self) -> bool

Checks the integrity of cached execution data.

pub fn check_connected(&self) -> bool

Returns true if all registered execution clients are connected.

pub fn check_disconnected(&self) -> bool

Returns true if all registered execution clients are disconnected.

pub fn check_residuals(&self) -> bool

Checks for residual positions and orders in the cache.

pub fn get_external_order_claims_instruments(&self) -> HashSet<InstrumentId>

Returns the set of instruments that have external order claims.

pub fn register_client(&mut self, client: Rc<dyn ExecutionClient>) -> Result<()>

Registers a new execution client.

Errors

Returns an error if a client with the same ID is already registered.

pub fn register_default_client(&mut self, client: Rc<dyn ExecutionClient>)

Registers a default execution client for fallback routing.

pub fn get_client( &self, client_id: &ClientId, ) -> Option<Rc<dyn ExecutionClient>>

Returns the execution client registered with the given ID.

pub fn register_venue_routing( &mut self, client_id: ClientId, venue: Venue, ) -> Result<()>

Sets routing for a specific venue to a given client ID.

Errors

Returns an error if the client ID is not registered.

pub fn deregister_client(&mut self, client_id: ClientId) -> Result<()>

Errors

Returns an error if no client is registered with the given ID.

pub async fn load_cache(&mut self) -> Result<()>

Loads persistent state into cache and rebuilds indices.

Errors

Returns an error if any cache operation fails.

pub fn flush_db(&self)

Flushes the database to persist all cached data.

pub fn process(&mut self, event: &OrderEventAny)

Processes an order event, updating internal state and routing as needed.

pub fn execute(&self, command: &TradingCommand)

Executes a trading command by routing it to the appropriate execution client.

Trait Implementations

impl Debug for ExecutionEngine

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

Formats the value using the given formatter.