Documentation
¶
Index ¶
- func CanOrderTransition(from model.OrderStatus, to model.OrderStatus) bool
- func NextOrderStatus(from model.OrderStatus, to model.OrderStatus) (model.OrderStatus, bool)
- type MissingOpenOrderRepairPolicy
- type OrderTracker
- type PositionRepairDiscrepancy
- type PositionRepairPolicy
- type PositionRepairResult
- type Reconciler
- func (r *Reconciler) Apply(event model.ExecutionEvent) error
- func (r *Reconciler) MissingPositionReports(accountID model.AccountID, instrumentID model.InstrumentID, ...) ([]model.PositionStatusReport, error)
- func (r *Reconciler) ReconcileMissingOpenOrders(accountID model.AccountID, instrumentID model.InstrumentID, ...) ([]model.OrderStatusReport, error)
- func (r *Reconciler) ReconcileMissingOpenOrdersWithPolicy(accountID model.AccountID, instrumentID model.InstrumentID, ...) ([]model.OrderStatusReport, error)
- func (r *Reconciler) RepairPositionReports(accountID model.AccountID, instrumentID model.InstrumentID, ...) (PositionRepairResult, error)
- type TradingAccount
- func (a *TradingAccount) Cache() *cache.Cache
- func (a *TradingAccount) CancelOrder(ctx context.Context, cancel model.CancelOrder) (model.OrderStatusReport, error)
- func (a *TradingAccount) Health() TradingAccountHealth
- func (a *TradingAccount) ModifyOrder(ctx context.Context, modify model.ModifyOrder) (model.OrderStatusReport, error)
- func (a *TradingAccount) QueryAccount(ctx context.Context) (model.AccountSnapshot, error)
- func (a *TradingAccount) QueryOrder(ctx context.Context, query model.QueryOrder) (model.OrderStatusReport, error)
- func (a *TradingAccount) Start(ctx context.Context) error
- func (a *TradingAccount) Stop(ctx context.Context) error
- func (a *TradingAccount) SubmitOrder(ctx context.Context, order model.SubmitOrder) (*OrderTracker, error)
- type TradingAccountConfig
- type TradingAccountHealth
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
func CanOrderTransition ¶ added in v1.0.0
func CanOrderTransition(from model.OrderStatus, to model.OrderStatus) bool
func NextOrderStatus ¶ added in v1.0.0
func NextOrderStatus(from model.OrderStatus, to model.OrderStatus) (model.OrderStatus, bool)
Types ¶
type MissingOpenOrderRepairPolicy ¶ added in v1.0.0
type OrderTracker ¶ added in v1.0.0
type OrderTracker struct {
// contains filtered or unexported fields
}
func (*OrderTracker) C ¶ added in v1.0.0
func (t *OrderTracker) C() <-chan model.OrderStatusReport
func (*OrderTracker) Close ¶ added in v1.0.0
func (t *OrderTracker) Close()
func (*OrderTracker) Fills ¶ added in v1.0.0
func (t *OrderTracker) Fills() <-chan model.FillReport
func (*OrderTracker) Latest ¶ added in v1.0.0
func (t *OrderTracker) Latest() (model.OrderStatusReport, bool)
type PositionRepairDiscrepancy ¶ added in v1.0.0
type PositionRepairDiscrepancy struct {
Kind string
AccountID model.AccountID
InstrumentID model.InstrumentID
PositionID model.PositionID
Attempts int
Reason string
}
type PositionRepairPolicy ¶ added in v1.0.0
type PositionRepairResult ¶ added in v1.0.0
type PositionRepairResult struct {
Generated []model.PositionStatusReport
Unresolved []PositionRepairDiscrepancy
}
type Reconciler ¶ added in v1.0.0
type Reconciler struct {
// contains filtered or unexported fields
}
func NewReconciler ¶ added in v1.0.0
func NewReconciler(c *cache.Cache) *Reconciler
func (*Reconciler) Apply ¶ added in v1.0.0
func (r *Reconciler) Apply(event model.ExecutionEvent) error
func (*Reconciler) MissingPositionReports ¶ added in v1.0.0
func (r *Reconciler) MissingPositionReports(accountID model.AccountID, instrumentID model.InstrumentID, reports []model.PositionStatusReport) ([]model.PositionStatusReport, error)
func (*Reconciler) ReconcileMissingOpenOrders ¶ added in v1.0.0
func (r *Reconciler) ReconcileMissingOpenOrders(accountID model.AccountID, instrumentID model.InstrumentID, reports []model.OrderStatusReport, missingStatus model.OrderStatus) ([]model.OrderStatusReport, error)
func (*Reconciler) ReconcileMissingOpenOrdersWithPolicy ¶ added in v1.0.0
func (r *Reconciler) ReconcileMissingOpenOrdersWithPolicy(accountID model.AccountID, instrumentID model.InstrumentID, reports []model.OrderStatusReport, policy MissingOpenOrderRepairPolicy) ([]model.OrderStatusReport, error)
func (*Reconciler) RepairPositionReports ¶ added in v1.0.0
func (r *Reconciler) RepairPositionReports(accountID model.AccountID, instrumentID model.InstrumentID, reports []model.PositionStatusReport, policy PositionRepairPolicy) (PositionRepairResult, error)
type TradingAccount ¶
type TradingAccount struct {
// contains filtered or unexported fields
}
func NewTradingAccount ¶
func NewTradingAccount(client venue.ExecutionClient, cfg TradingAccountConfig) (*TradingAccount, error)
func (*TradingAccount) Cache ¶ added in v1.0.0
func (a *TradingAccount) Cache() *cache.Cache
func (*TradingAccount) CancelOrder ¶ added in v1.0.0
func (a *TradingAccount) CancelOrder(ctx context.Context, cancel model.CancelOrder) (model.OrderStatusReport, error)
func (*TradingAccount) Health ¶ added in v0.2.20
func (a *TradingAccount) Health() TradingAccountHealth
func (*TradingAccount) ModifyOrder ¶ added in v1.0.0
func (a *TradingAccount) ModifyOrder(ctx context.Context, modify model.ModifyOrder) (model.OrderStatusReport, error)
func (*TradingAccount) QueryAccount ¶ added in v1.0.0
func (a *TradingAccount) QueryAccount(ctx context.Context) (model.AccountSnapshot, error)
func (*TradingAccount) QueryOrder ¶ added in v1.0.0
func (a *TradingAccount) QueryOrder(ctx context.Context, query model.QueryOrder) (model.OrderStatusReport, error)
func (*TradingAccount) Stop ¶ added in v1.0.0
func (a *TradingAccount) Stop(ctx context.Context) error
func (*TradingAccount) SubmitOrder ¶ added in v1.0.0
func (a *TradingAccount) SubmitOrder(ctx context.Context, order model.SubmitOrder) (*OrderTracker, error)
type TradingAccountConfig ¶ added in v1.0.0
type TradingAccountHealth ¶ added in v0.2.20
type TradingAccountHealth struct {
Ready bool
AccountReady bool
OrderStreamReady bool
FillsUnsupported bool
PositionsUnsupported bool
Reconnects int64
Reconciliations int64
AccountEvents int64
OrderEvents int64
FillEvents int64
PositionEvents int64
SlowSubscriberDrops int64
LastEventTime time.Time
LastReconcileTime time.Time
LastError error
}
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