Struct PortfolioState
pub struct PortfolioState {Show 31 fields
pub positions: BTreeMap<PositionKey, Position>,
pub open_orders: BTreeMap<OrderId, Order>,
pub balances: BTreeMap<BalanceKey, Decimal>,
pub risk_state: RiskStopState,
pub risk_state_trigger: Option<String>,
pub daily_pnl: Decimal,
pub monthly_pnl: Decimal,
pub total_pnl: Decimal,
pub hwm: Decimal,
pub seen_fill_ids: BTreeSet<(OrderId, String)>,
pub pending_intents: BTreeMap<ClientIntentId, PendingIntent>,
pub command_to_intent: BTreeMap<CommandId, ClientIntentId>,
pub command_seqs: BTreeMap<CommandId, u64>,
pub retiring_order_targets_by_command: BTreeMap<CommandId, BTreeSet<OrderId>>,
pub direct_retiring_order_ids: BTreeSet<OrderId>,
pub terminal_order_attribution: BTreeMap<OrderId, TerminalOrderAttribution>,
pub seen_intent_ids: BTreeSet<ClientIntentId>,
pub seen_command_ids: BTreeSet<CommandId>,
pub seen_ack_command_ids: BTreeSet<CommandId>,
pub last_prices: BTreeMap<PositionKey, Decimal>,
pub pre_ack_fills: BTreeMap<OrderId, Decimal>,
pub tombstoned_orders: BTreeSet<OrderId>,
pub tombstoned_order_seqs: BTreeMap<OrderId, u64>,
pub closed_order_ids: BTreeSet<OrderId>,
pub reconcile: ReconcileTracking,
pub strategy_pnl: BTreeMap<String, StrategyPnl>,
pub pair_daily_pnl: BTreeMap<PositionKey, Decimal>,
pub velocity_pnl_window: Vec<PnlSnapshot>,
pub velocity_gate: VelocityGateLevel,
pub last_pnl_reset_date: Option<(i32, u32)>,
pub last_pnl_reset_month: Option<(i32, u32)>,
}Fields§
§positions: BTreeMap<PositionKey, Position>§open_orders: BTreeMap<OrderId, Order>§balances: BTreeMap<BalanceKey, Decimal>§risk_state: RiskStopState§risk_state_trigger: Option<String>§daily_pnl: Decimal§monthly_pnl: Decimal§total_pnl: Decimal§hwm: Decimal§seen_fill_ids: BTreeSet<(OrderId, String)>§pending_intents: BTreeMap<ClientIntentId, PendingIntent>§command_to_intent: BTreeMap<CommandId, ClientIntentId>§command_seqs: BTreeMap<CommandId, u64>§retiring_order_targets_by_command: BTreeMap<CommandId, BTreeSet<OrderId>>§direct_retiring_order_ids: BTreeSet<OrderId>§terminal_order_attribution: BTreeMap<OrderId, TerminalOrderAttribution>§seen_intent_ids: BTreeSet<ClientIntentId>§seen_command_ids: BTreeSet<CommandId>§seen_ack_command_ids: BTreeSet<CommandId>§last_prices: BTreeMap<PositionKey, Decimal>§pre_ack_fills: BTreeMap<OrderId, Decimal>§tombstoned_orders: BTreeSet<OrderId>§tombstoned_order_seqs: BTreeMap<OrderId, u64>§closed_order_ids: BTreeSet<OrderId>§reconcile: ReconcileTracking§strategy_pnl: BTreeMap<String, StrategyPnl>§pair_daily_pnl: BTreeMap<PositionKey, Decimal>§velocity_pnl_window: Vec<PnlSnapshot>§velocity_gate: VelocityGateLevel§last_pnl_reset_date: Option<(i32, u32)>§last_pnl_reset_month: Option<(i32, u32)>Trait Implementations§
§impl Clone for PortfolioState
impl Clone for PortfolioState
§fn clone(&self) -> PortfolioState
fn clone(&self) -> PortfolioState
1.0.0 (const: )§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
§impl Default for PortfolioState
impl Default for PortfolioState
§fn default() -> PortfolioState
fn default() -> PortfolioState
§impl<'de> Deserialize<'de> for PortfolioState
impl<'de> Deserialize<'de> for PortfolioState
§fn deserialize<__D>(
__deserializer: __D,
) -> Result<PortfolioState, <__D as Deserializer<'de>>::Error>where
__D: Deserializer<'de>,
fn deserialize<__D>(
__deserializer: __D,
) -> Result<PortfolioState, <__D as Deserializer<'de>>::Error>where
__D: Deserializer<'de>,
§impl PartialEq for PortfolioState
impl PartialEq for PortfolioState
§impl Serialize for PortfolioState
impl Serialize for PortfolioState
§fn serialize<__S>(
&self,
__serializer: __S,
) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error>where
__S: Serializer,
fn serialize<__S>(
&self,
__serializer: __S,
) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error>where
__S: Serializer,
impl Eq for PortfolioState
impl StructuralPartialEq for PortfolioState
Auto Trait Implementations§
impl Freeze for PortfolioState
impl RefUnwindSafe for PortfolioState
impl Send for PortfolioState
impl Sync for PortfolioState
impl Unpin for PortfolioState
impl UnsafeUnpin for PortfolioState
impl UnwindSafe for PortfolioState
Blanket Implementations§
§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
§unsafe fn clone_to_uninit(&self, dest: *mut u8)
unsafe fn clone_to_uninit(&self, dest: *mut u8)
🔬This is a nightly-only experimental API. (
clone_to_uninit)