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b/nightly/.doctrees/integrations/databento.doctree differ diff --git a/nightly/.doctrees/integrations/index.doctree b/nightly/.doctrees/integrations/index.doctree index e23689862916..30216c7c10a1 100644 Binary files a/nightly/.doctrees/integrations/index.doctree and b/nightly/.doctrees/integrations/index.doctree differ diff --git a/nightly/_sources/concepts/data.md.txt b/nightly/_sources/concepts/data.md.txt index bbb85470848a..9964a606c860 100644 --- a/nightly/_sources/concepts/data.md.txt +++ b/nightly/_sources/concepts/data.md.txt @@ -41,7 +41,7 @@ To achieve this, two main components are necessary: ### Data loaders Data loader components are typically specific for the raw source/format and per integration. For instance, Binance order book data is stored in its raw CSV file form with -an entirely different format to [Databento Binary Encoding (DBN)](https://docs.databento.com/knowledge-base/new-users/dbn-encoding/getting-started-with-dbn) files. +an entirely different format to [Databento Binary Encoding (DBN)](https://databento.com/docs/knowledge-base/new-users/dbn-encoding/getting-started-with-dbn) files. ### Data wranglers diff --git a/nightly/_sources/integrations/databento.md.txt b/nightly/_sources/integrations/databento.md.txt index a43710e16e73..ad10aa049e5b 100644 --- a/nightly/_sources/integrations/databento.md.txt +++ b/nightly/_sources/integrations/databento.md.txt @@ -1,10 +1,10 @@ # Databento ```{warning} -We are currently working on this integration guide - consider it incomplete for now. +We are currently working on this integration guide. ``` -NautilusTrader provides an adapter for integrating with the Databento API and [Databento Binary Encoding (DBN)](https://docs.databento.com/knowledge-base/new-users/dbn-encoding) format data. +NautilusTrader provides an adapter for integrating with the Databento API and [Databento Binary Encoding (DBN)](https://databento.com/docs/knowledge-base/new-users/dbn-encoding) format data. As Databento is purely a market data provider, there is no execution client provided - although a sandbox environment with simulated execution could still be set up. It's also possible to match Databento data with Interactive Brokers execution, or to calculate traditional asset class signals for crypto trading. @@ -17,7 +17,7 @@ The capabilities of this adapter include: [Databento](https://databento.com/signup) currently offers 125 USD in free data credits (historical data only) for new account sign-ups. With careful requests, this is more than enough for testing and evaluation purposes. -It's recommended you make use of the [/metadata.get_cost](https://docs.databento.com/api-reference-historical/metadata/metadata-get-cost) endpoint. +It's recommended you make use of the [/metadata.get_cost](https://databento.com/docs/api-reference-historical/metadata/metadata-get-cost) endpoint. ``` ## Overview @@ -44,13 +44,13 @@ and won't need to necessarily work with these lower level components directly. ## Databento documentation -Databento provides extensive documentation for users which can be found in the [Databento knowledge base](https://docs.databento.com/knowledge-base/new-users). -It's recommended you also refer to the Databento documentation in conjunction with this Nautilus integration guide. +Databento provides extensive documentation for users which can be found in the [Databento knowledge base](https://databento.com/docs/knowledge-base/new-users). +It's recommended you also refer to this Databento documentation in conjunction with this NautilusTrader integration guide. ## Databento Binary Encoding (DBN) Databento Binary Encoding (DBN) is an extremely fast message encoding and storage format for normalized market data. -The [DBN specification](https://docs.databento.com/knowledge-base/new-users/dbn-encoding) includes a simple, self-describing metadata header and a fixed set of struct definitions, +The [DBN specification](https://databento.com/docs/knowledge-base/new-users/dbn-encoding) includes a simple, self-describing metadata header and a fixed set of struct definitions, which enforce a standardized way to normalize market data. The integration provides a decoder which can convert DBN format data to Nautilus objects. @@ -91,7 +91,7 @@ The Nautilus decoder will use the Databento `raw_symbol` for the Nautilus `symbo from the Databento instrument definition message for the Nautilus `venue`. Databento datasets are identified with a *dataset code* which is not the same -as a venue identifier. You can read more about Databento dataset naming conventions [here](https://docs.databento.com/api-reference-historical/basics/datasets). +as a venue identifier. You can read more about Databento dataset naming conventions [here](https://databento.com/docs/api-reference-historical/basics/datasets). Of particular note is for CME Globex MDP 3.0 data (`GLBX.MDP3` dataset code), the following exchanges are all grouped under the `GLBX` venue. These mappings can be determined from the @@ -105,7 +105,7 @@ instruments `exchange` field: - `XNYM` - **New York Mercantile Exchange (NYMEX)** ```{note} -Other venue MICs can be found in the `venue` field of responses from the [metadata.list_publishers](https://docs.databento.com/api-reference-historical/metadata/metadata-list-publishers?historical=http&live=python) endpoint. +Other venue MICs can be found in the `venue` field of responses from the [metadata.list_publishers](https://databento.com/docs/api-reference-historical/metadata/metadata-list-publishers?historical=http&live=python) endpoint. ``` ## Timestamps @@ -127,8 +127,8 @@ When decoding and normalizing Databento to Nautilus we generally assign the Data ```{note} See the following Databento docs for further information: -- [Databento standards and conventions - timestamps](https://docs.databento.com/knowledge-base/new-users/standards-conventions/timestamps) -- [Databento timestamping guide](https://docs.databento.com/knowledge-base/data-integrity/timestamping/timestamps-on-databento-and-how-to-use-them) +- [Databento standards and conventions - timestamps](https://databento.com/docs/knowledge-base/new-users/standards-conventions/timestamps) +- [Databento timestamping guide](https://databento.com/docs/knowledge-base/data-integrity/timestamping/timestamps-on-databento-and-how-to-use-them) ``` ## Data types @@ -136,6 +136,10 @@ See the following Databento docs for further information: The following section discusses Databento schema -> Nautilus data type equivalence and considerations. +```{note} +See the Databento [list of fields by schema guide](https://databento.com/docs/knowledge-base/new-users/fields-by-schema). +``` + ### Instrument definitions Databento provides a single schema to cover all instrument classes, these are @@ -143,17 +147,17 @@ decoded to the appropriate Nautilus `Instrument` types. The following Databento instrument classes are supported by NautilusTrader: -| Databento instrument class | Nautilus instrument type | -|----------------------------|------------------------------| -| STOCK | `Equity` | -| FUTURE | `FuturesContract` | -| CALL | `OptionsContract` | -| PUT | `OptionsContract` | -| FUTURESPREAD | `FuturesSpread` | -| OPTIONSPREAD | `OptionsSpread` | -| MIXEDSPREAD | `OptionsSpread` | -| FXSPOT | `CurrencyPair` | -| BOND | Not yet available | +| Databento instrument class | Code | Nautilus instrument type | +|----------------------------|------|------------------------------| +| Stock | `K` | `Equity` | +| Future | `F` | `FuturesContract` | +| Call | `C` | `OptionsContract` | +| Put | `P` | `OptionsContract` | +| Future spread | `S` | `FuturesSpread` | +| Option spread | `T` | `OptionsSpread` | +| Mixed spread | `M` | `OptionsSpread` | +| FX spot | `X` | `CurrencyPair` | +| Bond | `B` | Not yet available | ### MBO (market by order) @@ -171,9 +175,9 @@ object, which occurs during the replay startup sequence. ### MBP-1 (market by price, top-of-book) -This schema represents the top-of-book only. Like with MBO messages, some +This schema represents the top-of-book only (quotes *and* trades). Like with MBO messages, some messages carry trade information, and so when decoding MBP-1 messages Nautilus -will produce a `QuoteTick` and also a `TradeTick` if the message is a trade. +will produce a `QuoteTick` and *also* a `TradeTick` if the message is a trade. ### OHLCV (bar aggregates) @@ -183,9 +187,9 @@ The Nautilus decoder will normalize the `ts_event` timestamps to the **close** o ### Imbalance & Statistics -The Databento `imbalance` and `statistics` schemas cannot be represented as a built-in Nautilus data types +The Databento `imbalance` and `statistics` schemas cannot be represented as a built-in Nautilus data types, and so they have specific types defined in Rust `DatabentoImbalance` and `DatabentoStatistics`. -Python bindings are provided via pyo3 (Rust) and so the types behaves a little differently to a built-in Nautilus +Python bindings are provided via pyo3 (Rust) so the types behave a little differently to a built-in Nautilus data types, where all attributes are pyo3 provided objects and not directly compatible with certain methods which may expect a Cython provided type. There are pyo3 -> legacy Cython object conversion methods available, which can be found in the API reference. @@ -244,7 +248,7 @@ the Nautilus Parquet data from disk, which achieves extremely high through-put ( than converting DBN -> Nautilus on the fly for every backtest run). ```{note} -Performance benchmarks are under development. +Performance benchmarks are currently under development. ``` ## Loading DBN data diff --git a/nightly/_sources/integrations/index.md.txt b/nightly/_sources/integrations/index.md.txt index 6609b559f6af..1861de65b06f 100644 --- a/nightly/_sources/integrations/index.md.txt +++ b/nightly/_sources/integrations/index.md.txt @@ -26,12 +26,12 @@ running strategies which are able to access larger capital allocations. | Name | ID | Type | Status | Docs | | :-------------------------------------------------------- | :-------------------- | :---------------------- | :------------------------------------------------------ | :------------------------------------------------------------------ | -| [Betfair](https://betfair.com) | `BETFAIR` | Sports Betting Exchange | ![status](https://img.shields.io/badge/beta-yellow) | [Guide](https://docs.nautilustrader.io/integrations/betfair.html) | +| [Betfair](https://betfair.com) | `BETFAIR` | Sports Betting Exchange | ![status](https://img.shields.io/badge/stable-green) | [Guide](https://docs.nautilustrader.io/integrations/betfair.html) | | [Binance](https://binance.com) | `BINANCE` | Crypto Exchange (CEX) | ![status](https://img.shields.io/badge/stable-green) | [Guide](https://docs.nautilustrader.io/integrations/binance.html) | | [Binance US](https://binance.us) | `BINANCE` | Crypto Exchange (CEX) | ![status](https://img.shields.io/badge/stable-green) | [Guide](https://docs.nautilustrader.io/integrations/binance.html) | | [Binance Futures](https://www.binance.com/en/futures) | `BINANCE` | Crypto Exchange (CEX) | ![status](https://img.shields.io/badge/stable-green) | [Guide](https://docs.nautilustrader.io/integrations/binance.html) | | [Bybit](https://www.bybit.com) | `BYBIT` | Crypto Exchange (CEX) | ![status](https://img.shields.io/badge/building-orange) | | -| [Databento](https://databento.com) | `DATABENTO` | Data provider | ![status](https://img.shields.io/badge/beta-yellow) | [Guide](https://docs.nautilustrader.io/integrations/databento.html) | +| [Databento](https://databento.com) | `DATABENTO` | Data Provider | ![status](https://img.shields.io/badge/beta-yellow) | [Guide](https://docs.nautilustrader.io/integrations/databento.html) | | [Interactive Brokers](https://www.interactivebrokers.com) | `INTERACTIVE_BROKERS` | Brokerage (multi-venue) | ![status](https://img.shields.io/badge/stable-green) | [Guide](https://docs.nautilustrader.io/integrations/ib.html) | ## Implementation goals diff --git a/nightly/api_reference/adapters/interactive_brokers.html b/nightly/api_reference/adapters/interactive_brokers.html index b610ca85534e..9da8d8969eb6 100644 --- a/nightly/api_reference/adapters/interactive_brokers.html +++ b/nightly/api_reference/adapters/interactive_brokers.html @@ -12080,7 +12080,7 @@

at - 0x7ad1685cf350> + 0x79e85661b090> = diff --git a/nightly/api_reference/common.html b/nightly/api_reference/common.html index 53f5dee0cff4..7cf06317e2db 100644 --- a/nightly/api_reference/common.html +++ b/nightly/api_reference/common.html @@ -2272,6 +2272,15 @@ +
  • + + + + LogGuard + + + +
  • @@ -20035,6 +20044,44 @@

    +
    +
    + + + class + + + + + + + LogGuard + + + + ¶ + +
    +
    +

    + Bases: + + + object + + +

    +

    + Provides a + + LogGuard + + which serves as a token to signal the initialization +of the logging system. It also ensures that the global logger is flushed +of any buffered records when the instance is destroyed. +

    +
    +
    @@ -26476,9 +26523,11 @@

    → - - void - + + + LogGuard + + @@ -26498,7 +26547,15 @@

    This function should only be called once per process, at the beginning of the application -run. +run. Subsequent calls will raise a + + RuntimeError + + , as there can only be one + + LogGuard + + per initialized system.

    @@ -26760,6 +26817,33 @@

    • +
    + Returns + + : + +
    +
    +

    + + LogGuard + +

    +
    +
    + Raises + + : + +
    +
    +

    + + RuntimeError + + – If the logging system has already been initialized. +

    +
    diff --git a/nightly/concepts/data.html b/nightly/concepts/data.html index 4ce3e9d641a9..16ccb75b7ff5 100644 --- a/nightly/concepts/data.html +++ b/nightly/concepts/data.html @@ -1057,7 +1057,7 @@

    Data loader components are typically specific for the raw source/format and per integration. For instance, Binance order book data is stored in its raw CSV file form with an entirely different format to - + Databento Binary Encoding (DBN) files. diff --git a/nightly/core/help.html b/nightly/core/help.html index 362d8c629340..ad2e550e2650 100644 --- a/nightly/core/help.html +++ b/nightly/core/help.html @@ -1,2 +1,2 @@ -Help

    +Help

    Rustdoc help

    Back
    \ No newline at end of file diff --git a/nightly/core/index.html b/nightly/core/index.html index 4422279169ba..a7f6a835a54e 100644 --- a/nightly/core/index.html +++ b/nightly/core/index.html @@ -1,2 +1,2 @@ -Index of crates
    +Index of crates

    List of all crates

    \ No newline at end of file diff --git a/nightly/core/nautilus_accounting/account/base/index.html b/nightly/core/nautilus_accounting/account/base/index.html index 885d3b47efd9..35221fcd43bd 100644 --- a/nightly/core/nautilus_accounting/account/base/index.html +++ b/nightly/core/nautilus_accounting/account/base/index.html @@ -1,2 +1,2 @@ -nautilus_accounting::account::base - Rust
    -

    Module nautilus_accounting::account::base

    source ·

    Structs§

    \ No newline at end of file +nautilus_accounting::account::base - Rust
    +

    Module nautilus_accounting::account::base

    source ·

    Structs§

    \ No newline at end of file diff --git a/nightly/core/nautilus_accounting/account/base/struct.BaseAccount.html b/nightly/core/nautilus_accounting/account/base/struct.BaseAccount.html index 55e379e04928..3068d1475072 100644 --- a/nightly/core/nautilus_accounting/account/base/struct.BaseAccount.html +++ b/nightly/core/nautilus_accounting/account/base/struct.BaseAccount.html @@ -1,5 +1,5 @@ -BaseAccount in nautilus_accounting::account::base - Rust
    -

    Struct nautilus_accounting::account::base::BaseAccount

    source · 
    pub struct BaseAccount {
+BaseAccount in nautilus_accounting::account::base - Rust
    
+    
    Struct nautilus_accounting::account::base::BaseAccount
    source · 
    pub struct BaseAccount {
     pub id: AccountId,
     pub account_type: AccountType,
     pub base_currency: Option<Currency>,
@@ -8,27 +8,27 @@
     pub commissions: HashMap<Currency, f64>,
     pub balances: HashMap<Currency, AccountBalance>,
     pub balances_starting: HashMap<Currency, Money>,
-}
    Fields§
    §id: AccountId§account_type: AccountType§base_currency: Option<Currency>§calculate_account_state: bool§events: Vec<AccountState>§commissions: HashMap<Currency, f64>§balances: HashMap<Currency, AccountBalance>§balances_starting: HashMap<Currency, Money>
    Implementations§
    source§
    impl BaseAccount
    source
    pub fn new(event: AccountState, calculate_account_state: bool) -> Result<Self>
    source
    pub fn base_balance_total(&self, currency: Option<Currency>) -> Option<Money>
    source
    pub fn base_balances_total(&self) -> HashMap<Currency, Money>
    source
    pub fn base_balance_free(&self, currency: Option<Currency>) -> Option<Money>
    source
    pub fn base_balances_free(&self) -> HashMap<Currency, Money>
    source
    pub fn base_balance_locked(&self, currency: Option<Currency>) -> Option<Money>
    source
    pub fn base_balances_locked(&self) -> HashMap<Currency, Money>
    source
    pub fn base_last_event(&self) -> Option<AccountState>
    source
    pub fn update_balances(&mut self, balances: Vec<AccountBalance>)
    source
    pub fn base_apply(&mut self, event: AccountState)
    source
    pub fn base_calculate_balance_locked<T: Instrument>(
+}

    Fields§

    §id: AccountId§account_type: AccountType§base_currency: Option<Currency>§calculate_account_state: bool§events: Vec<AccountState>§commissions: HashMap<Currency, f64>§balances: HashMap<Currency, AccountBalance>§balances_starting: HashMap<Currency, Money>

    Implementations§

    source§

    impl BaseAccount

    source

    pub fn new(event: AccountState, calculate_account_state: bool) -> Result<Self>

    source

    pub fn base_balance_total(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_total(&self) -> HashMap<Currency, Money>

    source

    pub fn base_balance_free(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_free(&self) -> HashMap<Currency, Money>

    source

    pub fn base_balance_locked(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_locked(&self) -> HashMap<Currency, Money>

    source

    pub fn base_last_event(&self) -> Option<AccountState>

    source

    pub fn update_balances(&mut self, balances: Vec<AccountBalance>)

    source

    pub fn base_apply(&mut self, event: AccountState)

    source

    pub fn base_calculate_balance_locked<T: Instrument>( &mut self, instrument: T, side: OrderSide, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    source

    pub fn base_calculate_pnls<T: Instrument>( +) -> Result<Money>

    source

    pub fn base_calculate_pnls<T: Instrument>( &self, instrument: T, fill: OrderFilled, position: Option<Position> -) -> Result<Vec<Money>>

    source

    pub fn base_calculate_commission<T: Instrument>( +) -> Result<Vec<Money>>

    source

    pub fn base_calculate_commission<T: Instrument>( &self, instrument: T, last_qty: Quantity, last_px: Price, liquidity_side: LiquiditySide, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    Trait Implementations§

    source§

    impl Debug for BaseAccount

    source§

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

    Formats the value using the given formatter. Read more
    source§

    impl IntoPy<Py<PyAny>> for BaseAccount

    source§

    fn into_py(self, py: Python<'_>) -> PyObject

    Performs the conversion.
    source§

    impl PyClass for BaseAccount

    §

    type Frozen = False

    Whether the pyclass is frozen. Read more
    source§

    impl PyClassImpl for BaseAccount

    source§

    const IS_BASETYPE: bool = false

    #[pyclass(subclass)]
    source§

    const IS_SUBCLASS: bool = false

    #[pyclass(extends=…)]
    source§

    const IS_MAPPING: bool = false

    #[pyclass(mapping)]
    source§

    const IS_SEQUENCE: bool = false

    #[pyclass(sequence)]
    §

    type BaseType = PyAny

    Base class
    §

    type ThreadChecker = SendablePyClass<BaseAccount>

    This handles following two situations: Read more
    §

    type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

    Immutable or mutable
    §

    type Dict = PyClassDummySlot

    Specify this class has #[pyclass(dict)] or not.
    §

    type WeakRef = PyClassDummySlot

    Specify this class has #[pyclass(weakref)] or not.
    §

    type BaseNativeType = PyAny

    The closest native ancestor. This is PyAny by default, and when you declare -#[pyclass(extends=PyDict)], it’s PyDict.
    source§

    fn items_iter() -> PyClassItemsIter

    source§

    fn doc(py: Python<'_>) -> PyResult<&'static CStr>

    Rendered class doc
    source§

    fn lazy_type_object() -> &'static LazyTypeObject<Self>

    §

    fn dict_offset() -> Option<isize>

    §

    fn weaklist_offset() -> Option<isize>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a BaseAccount

    §

    type Holder = Option<PyRef<'py, BaseAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut BaseAccount

    §

    type Holder = Option<PyRefMut<'py, BaseAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl PyTypeInfo for BaseAccount

    §

    type AsRefTarget = PyCell<BaseAccount>

    Utility type to make Py::as_ref work.
    source§

    const NAME: &'static str = "BaseAccount"

    Class name.
    source§

    const MODULE: Option<&'static str> = _

    Module name, if any.
    source§

    fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

    Returns the PyTypeObject instance for this type.
    §

    fn type_object(py: Python<'_>) -> &PyType

    Returns the safe abstraction over the type object.
    §

    fn is_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type or a subclass of this type.
    §

    fn is_exact_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type.

    Auto Trait Implementations§

    Blanket Implementations§

    source§

    impl<T> Any for T
    where +) -> Result<Money>

    Trait Implementations§

    source§

    impl Debug for BaseAccount

    source§

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

    Formats the value using the given formatter. Read more
    source§

    impl IntoPy<Py<PyAny>> for BaseAccount

    source§

    fn into_py(self, py: Python<'_>) -> PyObject

    Performs the conversion.
    source§

    impl PyClass for BaseAccount

    §

    type Frozen = False

    Whether the pyclass is frozen. Read more
    source§

    impl PyClassImpl for BaseAccount

    source§

    const IS_BASETYPE: bool = false

    #[pyclass(subclass)]
    source§

    const IS_SUBCLASS: bool = false

    #[pyclass(extends=…)]
    source§

    const IS_MAPPING: bool = false

    #[pyclass(mapping)]
    source§

    const IS_SEQUENCE: bool = false

    #[pyclass(sequence)]
    §

    type BaseType = PyAny

    Base class
    §

    type ThreadChecker = SendablePyClass<BaseAccount>

    This handles following two situations: Read more
    §

    type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

    Immutable or mutable
    §

    type Dict = PyClassDummySlot

    Specify this class has #[pyclass(dict)] or not.
    §

    type WeakRef = PyClassDummySlot

    Specify this class has #[pyclass(weakref)] or not.
    §

    type BaseNativeType = PyAny

    The closest native ancestor. This is PyAny by default, and when you declare +#[pyclass(extends=PyDict)], it’s PyDict.
    source§

    fn items_iter() -> PyClassItemsIter

    source§

    fn doc(py: Python<'_>) -> PyResult<&'static CStr>

    Rendered class doc
    source§

    fn lazy_type_object() -> &'static LazyTypeObject<Self>

    §

    fn dict_offset() -> Option<isize>

    §

    fn weaklist_offset() -> Option<isize>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a BaseAccount

    §

    type Holder = Option<PyRef<'py, BaseAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut BaseAccount

    §

    type Holder = Option<PyRefMut<'py, BaseAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl PyTypeInfo for BaseAccount

    §

    type AsRefTarget = PyCell<BaseAccount>

    Utility type to make Py::as_ref work.
    source§

    const NAME: &'static str = "BaseAccount"

    Class name.
    source§

    const MODULE: Option<&'static str> = _

    Module name, if any.
    source§

    fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

    Returns the PyTypeObject instance for this type.
    §

    fn type_object(py: Python<'_>) -> &PyType

    Returns the safe abstraction over the type object.
    §

    fn is_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type or a subclass of this type.
    §

    fn is_exact_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type.

    Auto Trait Implementations§

    Blanket Implementations§

    source§

    impl<T> Any for T
    where T: 'static + ?Sized,

    source§

    fn type_id(&self) -> TypeId

    Gets the TypeId of self. Read more
    source§

    impl<T> Borrow<T> for T
    where T: ?Sized,

    source§

    fn borrow(&self) -> &T

    Immutably borrows from an owned value. Read more
    source§

    impl<T> BorrowMut<T> for T
    where T: ?Sized,

    source§

    fn borrow_mut(&mut self) -> &mut T

    Mutably borrows from an owned value. Read more
    source§

    impl<T> From<T> for T

    source§

    fn from(t: T) -> T

    Returns the argument unchanged.

    diff --git a/nightly/core/nautilus_accounting/account/cash/index.html b/nightly/core/nautilus_accounting/account/cash/index.html index 70eb33694c4a..3758715afc1b 100644 --- a/nightly/core/nautilus_accounting/account/cash/index.html +++ b/nightly/core/nautilus_accounting/account/cash/index.html @@ -1,2 +1,2 @@ -nautilus_accounting::account::cash - Rust
    -

    Module nautilus_accounting::account::cash

    source ·

    Structs§

    \ No newline at end of file +nautilus_accounting::account::cash - Rust
    +

    Module nautilus_accounting::account::cash

    source ·

    Structs§

    \ No newline at end of file diff --git a/nightly/core/nautilus_accounting/account/cash/struct.CashAccount.html b/nightly/core/nautilus_accounting/account/cash/struct.CashAccount.html index 1952d1945b3e..f91089b4dea9 100644 --- a/nightly/core/nautilus_accounting/account/cash/struct.CashAccount.html +++ b/nightly/core/nautilus_accounting/account/cash/struct.CashAccount.html @@ -1,51 +1,51 @@ -CashAccount in nautilus_accounting::account::cash - Rust
    -

    Struct nautilus_accounting::account::cash::CashAccount

    source · 
    pub struct CashAccount {
+CashAccount in nautilus_accounting::account::cash - Rust
    
+    
    Struct nautilus_accounting::account::cash::CashAccount
    source · 
    pub struct CashAccount {
     pub base: BaseAccount,
-}
    Fields§
    §base: BaseAccount
    Implementations§
    source§
    impl CashAccount
    source
    pub fn new(event: AccountState, calculate_account_state: bool) -> Result<Self>
    source
    pub fn is_cash_account(&self) -> bool
    source
    pub fn is_margin_account(&self) -> bool
    source
    pub fn is_unleveraged(&self) -> bool
    source§
    impl CashAccount
    source
    pub fn py_new(
+}

    Fields§

    §base: BaseAccount

    Implementations§

    source§

    impl CashAccount

    source

    pub fn new(event: AccountState, calculate_account_state: bool) -> Result<Self>

    source

    pub fn is_cash_account(&self) -> bool

    source

    pub fn is_margin_account(&self) -> bool

    source

    pub fn is_unleveraged(&self) -> bool

    source§

    impl CashAccount

    source

    pub fn py_new( event: AccountState, calculate_account_state: bool -) -> PyResult<Self>

    Methods from Deref<Target = BaseAccount>§

    source

    pub fn base_balance_total(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_total(&self) -> HashMap<Currency, Money>

    source

    pub fn base_balance_free(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_free(&self) -> HashMap<Currency, Money>

    source

    pub fn base_balance_locked(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_locked(&self) -> HashMap<Currency, Money>

    source

    pub fn base_last_event(&self) -> Option<AccountState>

    source

    pub fn update_balances(&mut self, balances: Vec<AccountBalance>)

    source

    pub fn base_apply(&mut self, event: AccountState)

    source

    pub fn base_calculate_balance_locked<T: Instrument>( +) -> PyResult<Self>

    Methods from Deref<Target = BaseAccount>§

    source

    pub fn base_balance_total(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_total(&self) -> HashMap<Currency, Money>

    source

    pub fn base_balance_free(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_free(&self) -> HashMap<Currency, Money>

    source

    pub fn base_balance_locked(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_locked(&self) -> HashMap<Currency, Money>

    source

    pub fn base_last_event(&self) -> Option<AccountState>

    source

    pub fn update_balances(&mut self, balances: Vec<AccountBalance>)

    source

    pub fn base_apply(&mut self, event: AccountState)

    source

    pub fn base_calculate_balance_locked<T: Instrument>( &mut self, instrument: T, side: OrderSide, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    source

    pub fn base_calculate_pnls<T: Instrument>( +) -> Result<Money>

    source

    pub fn base_calculate_pnls<T: Instrument>( &self, instrument: T, fill: OrderFilled, position: Option<Position> -) -> Result<Vec<Money>>

    source

    pub fn base_calculate_commission<T: Instrument>( +) -> Result<Vec<Money>>

    source

    pub fn base_calculate_commission<T: Instrument>( &self, instrument: T, last_qty: Quantity, last_px: Price, liquidity_side: LiquiditySide, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    Trait Implementations§

    source§

    impl Account for CashAccount

    source§

    fn balance_total(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_total(&self) -> HashMap<Currency, Money>

    source§

    fn balance_free(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_free(&self) -> HashMap<Currency, Money>

    source§

    fn balance_locked(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_locked(&self) -> HashMap<Currency, Money>

    source§

    fn last_event(&self) -> Option<AccountState>

    source§

    fn events(&self) -> Vec<AccountState>

    source§

    fn event_count(&self) -> usize

    source§

    fn currencies(&self) -> Vec<Currency>

    source§

    fn starting_balances(&self) -> HashMap<Currency, Money>

    source§

    fn balances(&self) -> HashMap<Currency, AccountBalance>

    source§

    fn apply(&mut self, event: AccountState)

    source§

    fn calculate_balance_locked<T: Instrument>( +) -> Result<Money>

    Trait Implementations§

    source§

    impl Account for CashAccount

    source§

    fn balance_total(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_total(&self) -> HashMap<Currency, Money>

    source§

    fn balance_free(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_free(&self) -> HashMap<Currency, Money>

    source§

    fn balance_locked(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_locked(&self) -> HashMap<Currency, Money>

    source§

    fn last_event(&self) -> Option<AccountState>

    source§

    fn events(&self) -> Vec<AccountState>

    source§

    fn event_count(&self) -> usize

    source§

    fn currencies(&self) -> Vec<Currency>

    source§

    fn starting_balances(&self) -> HashMap<Currency, Money>

    source§

    fn balances(&self) -> HashMap<Currency, AccountBalance>

    source§

    fn apply(&mut self, event: AccountState)

    source§

    fn calculate_balance_locked<T: Instrument>( &mut self, instrument: T, side: OrderSide, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    source§

    fn calculate_pnls<T: Instrument>( +) -> Result<Money>

    source§

    fn calculate_pnls<T: Instrument>( &self, instrument: T, fill: OrderFilled, position: Option<Position> -) -> Result<Vec<Money>>

    source§

    fn calculate_commission<T: Instrument>( +) -> Result<Vec<Money>>

    source§

    fn calculate_commission<T: Instrument>( &self, instrument: T, last_qty: Quantity, last_px: Price, liquidity_side: LiquiditySide, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    source§

    impl Debug for CashAccount

    source§

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

    Formats the value using the given formatter. Read more
    source§

    impl Deref for CashAccount

    §

    type Target = BaseAccount

    The resulting type after dereferencing.
    source§

    fn deref(&self) -> &Self::Target

    Dereferences the value.
    source§

    impl DerefMut for CashAccount

    source§

    fn deref_mut(&mut self) -> &mut Self::Target

    Mutably dereferences the value.
    source§

    impl Display for CashAccount

    source§

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

    Formats the value using the given formatter. Read more
    source§

    impl IntoPy<Py<PyAny>> for CashAccount

    source§

    fn into_py(self, py: Python<'_>) -> PyObject

    Performs the conversion.
    source§

    impl PartialEq for CashAccount

    source§

    fn eq(&self, other: &Self) -> bool

    This method tests for self and other values to be equal, and is used +) -> Result<Money>

    source§

    impl Debug for CashAccount

    source§

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

    Formats the value using the given formatter. Read more
    source§

    impl Deref for CashAccount

    §

    type Target = BaseAccount

    The resulting type after dereferencing.
    source§

    fn deref(&self) -> &Self::Target

    Dereferences the value.
    source§

    impl DerefMut for CashAccount

    source§

    fn deref_mut(&mut self) -> &mut Self::Target

    Mutably dereferences the value.
    source§

    impl Display for CashAccount

    source§

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

    Formats the value using the given formatter. Read more
    source§

    impl IntoPy<Py<PyAny>> for CashAccount

    source§

    fn into_py(self, py: Python<'_>) -> PyObject

    Performs the conversion.
    source§

    impl PartialEq for CashAccount

    source§

    fn eq(&self, other: &Self) -> bool

    This method tests for self and other values to be equal, and is used by ==.
    1.0.0 · source§

    fn ne(&self, other: &Rhs) -> bool

    This method tests for !=. The default implementation is almost always -sufficient, and should not be overridden without very good reason.
    source§

    impl PyClass for CashAccount

    §

    type Frozen = False

    Whether the pyclass is frozen. Read more
    source§

    impl PyClassImpl for CashAccount

    source§

    const IS_BASETYPE: bool = false

    #[pyclass(subclass)]
    source§

    const IS_SUBCLASS: bool = false

    #[pyclass(extends=…)]
    source§

    const IS_MAPPING: bool = false

    #[pyclass(mapping)]
    source§

    const IS_SEQUENCE: bool = false

    #[pyclass(sequence)]
    §

    type BaseType = PyAny

    Base class
    §

    type ThreadChecker = SendablePyClass<CashAccount>

    This handles following two situations: Read more
    §

    type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

    Immutable or mutable
    §

    type Dict = PyClassDummySlot

    Specify this class has #[pyclass(dict)] or not.
    §

    type WeakRef = PyClassDummySlot

    Specify this class has #[pyclass(weakref)] or not.
    §

    type BaseNativeType = PyAny

    The closest native ancestor. This is PyAny by default, and when you declare -#[pyclass(extends=PyDict)], it’s PyDict.
    source§

    fn items_iter() -> PyClassItemsIter

    source§

    fn doc(py: Python<'_>) -> PyResult<&'static CStr>

    Rendered class doc
    source§

    fn lazy_type_object() -> &'static LazyTypeObject<Self>

    §

    fn dict_offset() -> Option<isize>

    §

    fn weaklist_offset() -> Option<isize>

    source§

    impl PyClassNewTextSignature<CashAccount> for PyClassImplCollector<CashAccount>

    source§

    fn new_text_signature(self) -> Option<&'static str>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a CashAccount

    §

    type Holder = Option<PyRef<'py, CashAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut CashAccount

    §

    type Holder = Option<PyRefMut<'py, CashAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl PyMethods<CashAccount> for PyClassImplCollector<CashAccount>

    source§

    fn py_methods(self) -> &'static PyClassItems

    source§

    impl PyTypeInfo for CashAccount

    §

    type AsRefTarget = PyCell<CashAccount>

    Utility type to make Py::as_ref work.
    source§

    const NAME: &'static str = "CashAccount"

    Class name.
    source§

    const MODULE: Option<&'static str> = _

    Module name, if any.
    source§

    fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

    Returns the PyTypeObject instance for this type.
    §

    fn type_object(py: Python<'_>) -> &PyType

    Returns the safe abstraction over the type object.
    §

    fn is_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type or a subclass of this type.
    §

    fn is_exact_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type.
    source§

    impl Eq for CashAccount

    Auto Trait Implementations§

    Blanket Implementations§

    source§

    impl<T> Any for T
    where +sufficient, and should not be overridden without very good reason.

    source§

    impl PyClass for CashAccount

    §

    type Frozen = False

    Whether the pyclass is frozen. Read more
    source§

    impl PyClassImpl for CashAccount

    source§

    const IS_BASETYPE: bool = false

    #[pyclass(subclass)]
    source§

    const IS_SUBCLASS: bool = false

    #[pyclass(extends=…)]
    source§

    const IS_MAPPING: bool = false

    #[pyclass(mapping)]
    source§

    const IS_SEQUENCE: bool = false

    #[pyclass(sequence)]
    §

    type BaseType = PyAny

    Base class
    §

    type ThreadChecker = SendablePyClass<CashAccount>

    This handles following two situations: Read more
    §

    type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

    Immutable or mutable
    §

    type Dict = PyClassDummySlot

    Specify this class has #[pyclass(dict)] or not.
    §

    type WeakRef = PyClassDummySlot

    Specify this class has #[pyclass(weakref)] or not.
    §

    type BaseNativeType = PyAny

    The closest native ancestor. This is PyAny by default, and when you declare +#[pyclass(extends=PyDict)], it’s PyDict.
    source§

    fn items_iter() -> PyClassItemsIter

    source§

    fn doc(py: Python<'_>) -> PyResult<&'static CStr>

    Rendered class doc
    source§

    fn lazy_type_object() -> &'static LazyTypeObject<Self>

    §

    fn dict_offset() -> Option<isize>

    §

    fn weaklist_offset() -> Option<isize>

    source§

    impl PyClassNewTextSignature<CashAccount> for PyClassImplCollector<CashAccount>

    source§

    fn new_text_signature(self) -> Option<&'static str>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a CashAccount

    §

    type Holder = Option<PyRef<'py, CashAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut CashAccount

    §

    type Holder = Option<PyRefMut<'py, CashAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl PyMethods<CashAccount> for PyClassImplCollector<CashAccount>

    source§

    fn py_methods(self) -> &'static PyClassItems

    source§

    impl PyTypeInfo for CashAccount

    §

    type AsRefTarget = PyCell<CashAccount>

    Utility type to make Py::as_ref work.
    source§

    const NAME: &'static str = "CashAccount"

    Class name.
    source§

    const MODULE: Option<&'static str> = _

    Module name, if any.
    source§

    fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

    Returns the PyTypeObject instance for this type.
    §

    fn type_object(py: Python<'_>) -> &PyType

    Returns the safe abstraction over the type object.
    §

    fn is_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type or a subclass of this type.
    §

    fn is_exact_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type.
    source§

    impl Eq for CashAccount

    Auto Trait Implementations§

    Blanket Implementations§

    source§

    impl<T> Any for T
    where T: 'static + ?Sized,

    source§

    fn type_id(&self) -> TypeId

    Gets the TypeId of self. Read more
    source§

    impl<T> Borrow<T> for T
    where T: ?Sized,

    source§

    fn borrow(&self) -> &T

    Immutably borrows from an owned value. Read more
    source§

    impl<T> BorrowMut<T> for T
    where T: ?Sized,

    source§

    fn borrow_mut(&mut self) -> &mut T

    Mutably borrows from an owned value. Read more
    §

    impl<Q, K> Equivalent<K> for Q
    where diff --git a/nightly/core/nautilus_accounting/account/index.html b/nightly/core/nautilus_accounting/account/index.html index 5ecaf73c7af9..13c32ffb9b47 100644 --- a/nightly/core/nautilus_accounting/account/index.html +++ b/nightly/core/nautilus_accounting/account/index.html @@ -1,2 +1,2 @@ -nautilus_accounting::account - Rust
    -

    Module nautilus_accounting::account

    source ·

    Modules§

    Traits§

    \ No newline at end of file +nautilus_accounting::account - Rust
    +

    Module nautilus_accounting::account

    source ·

    Modules§

    Traits§

    \ No newline at end of file diff --git a/nightly/core/nautilus_accounting/account/margin/index.html b/nightly/core/nautilus_accounting/account/margin/index.html index d46c1e76ffd1..72b0a4bb3910 100644 --- a/nightly/core/nautilus_accounting/account/margin/index.html +++ b/nightly/core/nautilus_accounting/account/margin/index.html @@ -1,2 +1,2 @@ -nautilus_accounting::account::margin - Rust
    -

    Module nautilus_accounting::account::margin

    source ·

    Structs§

    \ No newline at end of file +nautilus_accounting::account::margin - Rust
    +

    Module nautilus_accounting::account::margin

    source ·

    Structs§

    \ No newline at end of file diff --git a/nightly/core/nautilus_accounting/account/margin/struct.MarginAccount.html b/nightly/core/nautilus_accounting/account/margin/struct.MarginAccount.html index e3fae98edc5e..c32f50086718 100644 --- a/nightly/core/nautilus_accounting/account/margin/struct.MarginAccount.html +++ b/nightly/core/nautilus_accounting/account/margin/struct.MarginAccount.html @@ -1,30 +1,30 @@ -MarginAccount in nautilus_accounting::account::margin - Rust
    -

    Struct nautilus_accounting::account::margin::MarginAccount

    source · 
    pub struct MarginAccount {
+MarginAccount in nautilus_accounting::account::margin - Rust
    
+    
    Struct nautilus_accounting::account::margin::MarginAccount
    source · 
    pub struct MarginAccount {
     pub base: BaseAccount,
     pub leverages: HashMap<InstrumentId, f64>,
     pub margins: HashMap<InstrumentId, MarginBalance>,
     pub default_leverage: f64,
-}
    Fields§
    §base: BaseAccount§leverages: HashMap<InstrumentId, f64>§margins: HashMap<InstrumentId, MarginBalance>§default_leverage: f64
    Implementations§
    source§
    impl MarginAccount
    source
    pub fn new(event: AccountState, calculate_account_state: bool) -> Result<Self>
    source
    pub fn set_default_leverage(&mut self, leverage: f64)
    source
    pub fn set_leverage(&mut self, instrument_id: InstrumentId, leverage: f64)
    source
    pub fn get_leverage(&self, instrument_id: &InstrumentId) -> f64
    source
    pub fn is_unleveraged(&self, instrument_id: InstrumentId) -> bool
    source
    pub fn is_cash_account(&self) -> bool
    source
    pub fn is_margin_account(&self) -> bool
    source
    pub fn initial_margins(&self) -> HashMap<InstrumentId, Money>
    source
    pub fn maintenance_margins(&self) -> HashMap<InstrumentId, Money>
    source
    pub fn update_initial_margin(
+}

    Fields§

    §base: BaseAccount§leverages: HashMap<InstrumentId, f64>§margins: HashMap<InstrumentId, MarginBalance>§default_leverage: f64

    Implementations§

    source§

    impl MarginAccount

    source

    pub fn new(event: AccountState, calculate_account_state: bool) -> Result<Self>

    source

    pub fn set_default_leverage(&mut self, leverage: f64)

    source

    pub fn set_leverage(&mut self, instrument_id: InstrumentId, leverage: f64)

    source

    pub fn get_leverage(&self, instrument_id: &InstrumentId) -> f64

    source

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

    source

    pub fn is_cash_account(&self) -> bool

    source

    pub fn is_margin_account(&self) -> bool

    source

    pub fn initial_margins(&self) -> HashMap<InstrumentId, Money>

    source

    pub fn maintenance_margins(&self) -> HashMap<InstrumentId, Money>

    source

    pub fn update_initial_margin( &mut self, instrument_id: InstrumentId, margin_init: Money -)

    source

    pub fn initial_margin(&self, instrument_id: InstrumentId) -> Money

    source

    pub fn update_maintenance_margin( +)

    source

    pub fn initial_margin(&self, instrument_id: InstrumentId) -> Money

    source

    pub fn update_maintenance_margin( &mut self, instrument_id: InstrumentId, margin_maintenance: Money -)

    source

    pub fn maintenance_margin(&self, instrument_id: InstrumentId) -> Money

    source

    pub fn calculate_initial_margin<T: Instrument>( +)

    source

    pub fn maintenance_margin(&self, instrument_id: InstrumentId) -> Money

    source

    pub fn calculate_initial_margin<T: Instrument>( &mut self, instrument: T, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool> -) -> Money

    source

    pub fn calculate_maintenance_margin<T: Instrument>( +) -> Money

    source

    pub fn calculate_maintenance_margin<T: Instrument>( &mut self, instrument: T, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool> -) -> Money

    source

    pub fn recalculate_balance(&mut self, currency: Currency)

    source§

    impl MarginAccount

    source

    pub fn py_calculate_initial_margin( +) -> Money

    source

    pub fn recalculate_balance(&mut self, currency: Currency)

    source§

    impl MarginAccount

    source

    pub fn py_calculate_initial_margin( &mut self, instrument: PyObject, quantity: Quantity, @@ -38,50 +38,50 @@ price: Price, use_quote_for_inverse: Option<bool>, py: Python<'_> -) -> PyResult<Money>

    Methods from Deref<Target = BaseAccount>§

    source

    pub fn base_balance_total(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_total(&self) -> HashMap<Currency, Money>

    source

    pub fn base_balance_free(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_free(&self) -> HashMap<Currency, Money>

    source

    pub fn base_balance_locked(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_locked(&self) -> HashMap<Currency, Money>

    source

    pub fn base_last_event(&self) -> Option<AccountState>

    source

    pub fn update_balances(&mut self, balances: Vec<AccountBalance>)

    source

    pub fn base_apply(&mut self, event: AccountState)

    source

    pub fn base_calculate_balance_locked<T: Instrument>( +) -> PyResult<Money>

    Methods from Deref<Target = BaseAccount>§

    source

    pub fn base_balance_total(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_total(&self) -> HashMap<Currency, Money>

    source

    pub fn base_balance_free(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_free(&self) -> HashMap<Currency, Money>

    source

    pub fn base_balance_locked(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_locked(&self) -> HashMap<Currency, Money>

    source

    pub fn base_last_event(&self) -> Option<AccountState>

    source

    pub fn update_balances(&mut self, balances: Vec<AccountBalance>)

    source

    pub fn base_apply(&mut self, event: AccountState)

    source

    pub fn base_calculate_balance_locked<T: Instrument>( &mut self, instrument: T, side: OrderSide, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    source

    pub fn base_calculate_pnls<T: Instrument>( +) -> Result<Money>

    source

    pub fn base_calculate_pnls<T: Instrument>( &self, instrument: T, fill: OrderFilled, position: Option<Position> -) -> Result<Vec<Money>>

    source

    pub fn base_calculate_commission<T: Instrument>( +) -> Result<Vec<Money>>

    source

    pub fn base_calculate_commission<T: Instrument>( &self, instrument: T, last_qty: Quantity, last_px: Price, liquidity_side: LiquiditySide, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    Trait Implementations§

    source§

    impl Account for MarginAccount

    source§

    fn balance_total(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_total(&self) -> HashMap<Currency, Money>

    source§

    fn balance_free(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_free(&self) -> HashMap<Currency, Money>

    source§

    fn balance_locked(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_locked(&self) -> HashMap<Currency, Money>

    source§

    fn last_event(&self) -> Option<AccountState>

    source§

    fn events(&self) -> Vec<AccountState>

    source§

    fn event_count(&self) -> usize

    source§

    fn currencies(&self) -> Vec<Currency>

    source§

    fn starting_balances(&self) -> HashMap<Currency, Money>

    source§

    fn balances(&self) -> HashMap<Currency, AccountBalance>

    source§

    fn apply(&mut self, event: AccountState)

    source§

    fn calculate_balance_locked<T: Instrument>( +) -> Result<Money>

    Trait Implementations§

    source§

    impl Account for MarginAccount

    source§

    fn balance_total(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_total(&self) -> HashMap<Currency, Money>

    source§

    fn balance_free(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_free(&self) -> HashMap<Currency, Money>

    source§

    fn balance_locked(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_locked(&self) -> HashMap<Currency, Money>

    source§

    fn last_event(&self) -> Option<AccountState>

    source§

    fn events(&self) -> Vec<AccountState>

    source§

    fn event_count(&self) -> usize

    source§

    fn currencies(&self) -> Vec<Currency>

    source§

    fn starting_balances(&self) -> HashMap<Currency, Money>

    source§

    fn balances(&self) -> HashMap<Currency, AccountBalance>

    source§

    fn apply(&mut self, event: AccountState)

    source§

    fn calculate_balance_locked<T: Instrument>( &mut self, instrument: T, side: OrderSide, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    source§

    fn calculate_pnls<T: Instrument>( +) -> Result<Money>

    source§

    fn calculate_pnls<T: Instrument>( &self, instrument: T, fill: OrderFilled, position: Option<Position> -) -> Result<Vec<Money>>

    source§

    fn calculate_commission<T: Instrument>( +) -> Result<Vec<Money>>

    source§

    fn calculate_commission<T: Instrument>( &self, instrument: T, last_qty: Quantity, last_px: Price, liquidity_side: LiquiditySide, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    source§

    impl Debug for MarginAccount

    source§

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

    Formats the value using the given formatter. Read more
    source§

    impl Deref for MarginAccount

    §

    type Target = BaseAccount

    The resulting type after dereferencing.
    source§

    fn deref(&self) -> &Self::Target

    Dereferences the value.
    source§

    impl DerefMut for MarginAccount

    source§

    fn deref_mut(&mut self) -> &mut Self::Target

    Mutably dereferences the value.
    source§

    impl Display for MarginAccount

    source§

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

    Formats the value using the given formatter. Read more
    source§

    impl Hash for MarginAccount

    source§

    fn hash<H: Hasher>(&self, state: &mut H)

    Feeds this value into the given Hasher. Read more
    1.3.0 · source§

    fn hash_slice<H>(data: &[Self], state: &mut H)
    where +) -> Result<Money>

    source§

    impl Debug for MarginAccount

    source§

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

    Formats the value using the given formatter. Read more
    source§

    impl Deref for MarginAccount

    §

    type Target = BaseAccount

    The resulting type after dereferencing.
    source§

    fn deref(&self) -> &Self::Target

    Dereferences the value.
    source§

    impl DerefMut for MarginAccount

    source§

    fn deref_mut(&mut self) -> &mut Self::Target

    Mutably dereferences the value.
    source§

    impl Display for MarginAccount

    source§

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

    Formats the value using the given formatter. Read more
    source§

    impl Hash for MarginAccount

    source§

    fn hash<H: Hasher>(&self, state: &mut H)

    Feeds this value into the given Hasher. Read more
    1.3.0 · source§

    fn hash_slice<H>(data: &[Self], state: &mut H)
    where H: Hasher, - Self: Sized,

    Feeds a slice of this type into the given Hasher. Read more
    source§

    impl IntoPy<Py<PyAny>> for MarginAccount

    source§

    fn into_py(self, py: Python<'_>) -> PyObject

    Performs the conversion.
    source§

    impl PartialEq for MarginAccount

    source§

    fn eq(&self, other: &Self) -> bool

    This method tests for self and other values to be equal, and is used + Self: Sized,

    Feeds a slice of this type into the given Hasher. Read more
    source§

    impl IntoPy<Py<PyAny>> for MarginAccount

    source§

    fn into_py(self, py: Python<'_>) -> PyObject

    Performs the conversion.
    source§

    impl PartialEq for MarginAccount

    source§

    fn eq(&self, other: &Self) -> bool

    This method tests for self and other values to be equal, and is used by ==.
    1.0.0 · source§

    fn ne(&self, other: &Rhs) -> bool

    This method tests for !=. The default implementation is almost always -sufficient, and should not be overridden without very good reason.
    source§

    impl PyClass for MarginAccount

    §

    type Frozen = False

    Whether the pyclass is frozen. Read more
    source§

    impl PyClassImpl for MarginAccount

    source§

    const IS_BASETYPE: bool = false

    #[pyclass(subclass)]
    source§

    const IS_SUBCLASS: bool = false

    #[pyclass(extends=…)]
    source§

    const IS_MAPPING: bool = false

    #[pyclass(mapping)]
    source§

    const IS_SEQUENCE: bool = false

    #[pyclass(sequence)]
    §

    type BaseType = PyAny

    Base class
    §

    type ThreadChecker = SendablePyClass<MarginAccount>

    This handles following two situations: Read more
    §

    type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

    Immutable or mutable
    §

    type Dict = PyClassDummySlot

    Specify this class has #[pyclass(dict)] or not.
    §

    type WeakRef = PyClassDummySlot

    Specify this class has #[pyclass(weakref)] or not.
    §

    type BaseNativeType = PyAny

    The closest native ancestor. This is PyAny by default, and when you declare -#[pyclass(extends=PyDict)], it’s PyDict.
    source§

    fn items_iter() -> PyClassItemsIter

    source§

    fn doc(py: Python<'_>) -> PyResult<&'static CStr>

    Rendered class doc
    source§

    fn lazy_type_object() -> &'static LazyTypeObject<Self>

    §

    fn dict_offset() -> Option<isize>

    §

    fn weaklist_offset() -> Option<isize>

    source§

    impl PyClassNewTextSignature<MarginAccount> for PyClassImplCollector<MarginAccount>

    source§

    fn new_text_signature(self) -> Option<&'static str>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a MarginAccount

    §

    type Holder = Option<PyRef<'py, MarginAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut MarginAccount

    §

    type Holder = Option<PyRefMut<'py, MarginAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl PyMethods<MarginAccount> for PyClassImplCollector<MarginAccount>

    source§

    fn py_methods(self) -> &'static PyClassItems

    source§

    impl PyTypeInfo for MarginAccount

    §

    type AsRefTarget = PyCell<MarginAccount>

    Utility type to make Py::as_ref work.
    source§

    const NAME: &'static str = "MarginAccount"

    Class name.
    source§

    const MODULE: Option<&'static str> = _

    Module name, if any.
    source§

    fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

    Returns the PyTypeObject instance for this type.
    §

    fn type_object(py: Python<'_>) -> &PyType

    Returns the safe abstraction over the type object.
    §

    fn is_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type or a subclass of this type.
    §

    fn is_exact_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type.
    source§

    impl Eq for MarginAccount

    Auto Trait Implementations§

    §

    impl Freeze for MarginAccount

    §

    impl RefUnwindSafe for MarginAccount

    §

    impl Send for MarginAccount

    §

    impl Sync for MarginAccount

    §

    impl Unpin for MarginAccount

    §

    impl UnwindSafe for MarginAccount

    Blanket Implementations§

    source§

    impl<T> Any for T
    where +sufficient, and should not be overridden without very good reason.

    source§

    impl PyClass for MarginAccount

    §

    type Frozen = False

    Whether the pyclass is frozen. Read more
    source§

    impl PyClassImpl for MarginAccount

    source§

    const IS_BASETYPE: bool = false

    #[pyclass(subclass)]
    source§

    const IS_SUBCLASS: bool = false

    #[pyclass(extends=…)]
    source§

    const IS_MAPPING: bool = false

    #[pyclass(mapping)]
    source§

    const IS_SEQUENCE: bool = false

    #[pyclass(sequence)]
    §

    type BaseType = PyAny

    Base class
    §

    type ThreadChecker = SendablePyClass<MarginAccount>

    This handles following two situations: Read more
    §

    type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

    Immutable or mutable
    §

    type Dict = PyClassDummySlot

    Specify this class has #[pyclass(dict)] or not.
    §

    type WeakRef = PyClassDummySlot

    Specify this class has #[pyclass(weakref)] or not.
    §

    type BaseNativeType = PyAny

    The closest native ancestor. This is PyAny by default, and when you declare +#[pyclass(extends=PyDict)], it’s PyDict.
    source§

    fn items_iter() -> PyClassItemsIter

    source§

    fn doc(py: Python<'_>) -> PyResult<&'static CStr>

    Rendered class doc
    source§

    fn lazy_type_object() -> &'static LazyTypeObject<Self>

    §

    fn dict_offset() -> Option<isize>

    §

    fn weaklist_offset() -> Option<isize>

    source§

    impl PyClassNewTextSignature<MarginAccount> for PyClassImplCollector<MarginAccount>

    source§

    fn new_text_signature(self) -> Option<&'static str>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a MarginAccount

    §

    type Holder = Option<PyRef<'py, MarginAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut MarginAccount

    §

    type Holder = Option<PyRefMut<'py, MarginAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl PyMethods<MarginAccount> for PyClassImplCollector<MarginAccount>

    source§

    fn py_methods(self) -> &'static PyClassItems

    source§

    impl PyTypeInfo for MarginAccount

    §

    type AsRefTarget = PyCell<MarginAccount>

    Utility type to make Py::as_ref work.
    source§

    const NAME: &'static str = "MarginAccount"

    Class name.
    source§

    const MODULE: Option<&'static str> = _

    Module name, if any.
    source§

    fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

    Returns the PyTypeObject instance for this type.
    §

    fn type_object(py: Python<'_>) -> &PyType

    Returns the safe abstraction over the type object.
    §

    fn is_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type or a subclass of this type.
    §

    fn is_exact_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type.
    source§

    impl Eq for MarginAccount

    Auto Trait Implementations§

    §

    impl Freeze for MarginAccount

    §

    impl RefUnwindSafe for MarginAccount

    §

    impl Send for MarginAccount

    §

    impl Sync for MarginAccount

    §

    impl Unpin for MarginAccount

    §

    impl UnwindSafe for MarginAccount

    Blanket Implementations§

    source§

    impl<T> Any for T
    where T: 'static + ?Sized,

    source§

    fn type_id(&self) -> TypeId

    Gets the TypeId of self. Read more
    source§

    impl<T> Borrow<T> for T
    where T: ?Sized,

    source§

    fn borrow(&self) -> &T

    Immutably borrows from an owned value. Read more
    source§

    impl<T> BorrowMut<T> for T
    where T: ?Sized,

    source§

    fn borrow_mut(&mut self) -> &mut T

    Mutably borrows from an owned value. Read more
    §

    impl<Q, K> Equivalent<K> for Q
    where diff --git a/nightly/core/nautilus_accounting/account/trait.Account.html b/nightly/core/nautilus_accounting/account/trait.Account.html index 8bd6aba00a03..35a8321b0fd3 100644 --- a/nightly/core/nautilus_accounting/account/trait.Account.html +++ b/nightly/core/nautilus_accounting/account/trait.Account.html @@ -1,5 +1,5 @@ -Account in nautilus_accounting::account - Rust
    -

    Trait nautilus_accounting::account::Account

    source · 
    pub trait Account {
+Account in nautilus_accounting::account - Rust
    
+    
    Trait nautilus_accounting::account::Account
    source · 
    pub trait Account {
 
    Show 16 methods    // Required methods
     fn balance_total(&self, currency: Option<Currency>) -> Option<Money>;
     fn balances_total(&self) -> HashMap<Currency, Money>;
@@ -36,23 +36,23 @@
         liquidity_side: LiquiditySide,
         use_quote_for_inverse: Option<bool>
     ) -> Result<Money>;
-
    }
    Required Methods§
    source
    fn balance_total(&self, currency: Option<Currency>) -> Option<Money>
    source
    fn balances_total(&self) -> HashMap<Currency, Money>
    source
    fn balance_free(&self, currency: Option<Currency>) -> Option<Money>
    source
    fn balances_free(&self) -> HashMap<Currency, Money>
    source
    fn balance_locked(&self, currency: Option<Currency>) -> Option<Money>
    source
    fn balances_locked(&self) -> HashMap<Currency, Money>
    source
    fn last_event(&self) -> Option<AccountState>
    source
    fn events(&self) -> Vec<AccountState>
    source
    fn event_count(&self) -> usize
    source
    fn currencies(&self) -> Vec<Currency>
    source
    fn starting_balances(&self) -> HashMap<Currency, Money>
    source
    fn balances(&self) -> HashMap<Currency, AccountBalance>
    source
    fn apply(&mut self, event: AccountState)
    source
    fn calculate_balance_locked<T: Instrument>(
+

    }

    Required Methods§

    source

    fn balance_total(&self, currency: Option<Currency>) -> Option<Money>

    source

    fn balances_total(&self) -> HashMap<Currency, Money>

    source

    fn balance_free(&self, currency: Option<Currency>) -> Option<Money>

    source

    fn balances_free(&self) -> HashMap<Currency, Money>

    source

    fn balance_locked(&self, currency: Option<Currency>) -> Option<Money>

    source

    fn balances_locked(&self) -> HashMap<Currency, Money>

    source

    fn last_event(&self) -> Option<AccountState>

    source

    fn events(&self) -> Vec<AccountState>

    source

    fn event_count(&self) -> usize

    source

    fn currencies(&self) -> Vec<Currency>

    source

    fn starting_balances(&self) -> HashMap<Currency, Money>

    source

    fn balances(&self) -> HashMap<Currency, AccountBalance>

    source

    fn apply(&mut self, event: AccountState)

    source

    fn calculate_balance_locked<T: Instrument>( &mut self, instrument: T, side: OrderSide, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    source

    fn calculate_pnls<T: Instrument>( +) -> Result<Money>

    source

    fn calculate_pnls<T: Instrument>( &self, instrument: T, fill: OrderFilled, position: Option<Position> -) -> Result<Vec<Money>>

    source

    fn calculate_commission<T: Instrument>( +) -> Result<Vec<Money>>

    source

    fn calculate_commission<T: Instrument>( &self, instrument: T, last_qty: Quantity, last_px: Price, liquidity_side: LiquiditySide, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    Object Safety§

    This trait is not object safe.

    Implementors§

    \ No newline at end of file +) -> Result<Money>

    Object Safety§

    This trait is not object safe.

    Implementors§

    \ No newline at end of file diff --git a/nightly/core/nautilus_accounting/all.html b/nightly/core/nautilus_accounting/all.html index 9e19da8570b2..6818f257c678 100644 --- a/nightly/core/nautilus_accounting/all.html +++ b/nightly/core/nautilus_accounting/all.html @@ -1,2 +1,2 @@ -List of all items in this crate
    +List of all items in this crate

    List of all items

    Structs

    Traits

    Functions

    \ No newline at end of file diff --git a/nightly/core/nautilus_accounting/index.html b/nightly/core/nautilus_accounting/index.html index 18cdbc566407..5b9c51625d1e 100644 --- a/nightly/core/nautilus_accounting/index.html +++ b/nightly/core/nautilus_accounting/index.html @@ -1,3 +1,3 @@ -nautilus_accounting - Rust
    use std::collections::HashMap; -use anyhow::Result; use nautilus_model::{ enums::{AccountType, LiquiditySide, OrderSide}, events::{account::state::AccountState, order::filled::OrderFilled}, @@ -293,7 +291,7 @@

    Files

    } impl BaseAccount { - pub fn new(event: AccountState, calculate_account_state: bool) -> Result<Self> { + pub fn new(event: AccountState, calculate_account_state: bool) -> anyhow::Result<Self> { let mut balances_starting: HashMap<Currency, Money> = HashMap::new(); let mut balances: HashMap<Currency, AccountBalance> = HashMap::new(); event.balances.iter().for_each(|balance| { @@ -393,7 +391,7 @@

    Files

    quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool>, - ) -> Result<Money> { + ) -> anyhow::Result<Money> { let base_currency = instrument .base_currency() .unwrap_or(instrument.quote_currency()); @@ -426,7 +424,7 @@

    Files

    instrument: T, fill: OrderFilled, position: Option<Position>, - ) -> Result<Vec<Money>> { + ) -> anyhow::Result<Vec<Money>> { let mut pnls: HashMap<Currency, Money> = HashMap::new(); let quote_currency = instrument.quote_currency(); let base_currency = instrument.base_currency(); @@ -470,7 +468,7 @@

    Files

    last_px: Price, liquidity_side: LiquiditySide, use_quote_for_inverse: Option<bool>, - ) -> Result<Money> { + ) -> anyhow::Result<Money> { assert!( liquidity_side != LiquiditySide::NoLiquiditySide, "Invalid liquidity side" diff --git a/nightly/core/src/nautilus_accounting/account/cash.rs.html b/nightly/core/src/nautilus_accounting/account/cash.rs.html index e337a1ad2b71..3ef0cd12fa70 100644 --- a/nightly/core/src/nautilus_accounting/account/cash.rs.html +++ b/nightly/core/src/nautilus_accounting/account/cash.rs.html @@ -1,4 +1,4 @@ -cash.rs - source
    573 574 575 -576 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -597,7 +596,6 @@ 
    Files
    
     ops::{Deref, DerefMut},
 };
 
-use anyhow::Result;
 use nautilus_model::{
     enums::{AccountType, LiquiditySide, OrderSide},
     events::{account::state::AccountState, order::filled::OrderFilled},
@@ -620,7 +618,7 @@ 
    Files
    
 }
 
 impl CashAccount {
-    pub fn new(event: AccountState, calculate_account_state: bool) -> Result<Self> {
+    pub fn new(event: AccountState, calculate_account_state: bool) -> anyhow::Result<Self> {
         Ok(Self {
             base: BaseAccount::new(event, calculate_account_state)?,
         })
@@ -691,7 +689,7 @@ 
    Files
    
         quantity: Quantity,
         price: Price,
         use_quote_for_inverse: Option<bool>,
-    ) -> Result<Money> {
+    ) -> anyhow::Result<Money> {
         self.base_calculate_balance_locked(instrument, side, quantity, price, use_quote_for_inverse)
     }
     fn calculate_pnls<T: Instrument>(
@@ -699,7 +697,7 @@ 
    Files
    
         instrument: T,
         fill: OrderFilled,
         position: Option<Position>,
-    ) -> Result<Vec<Money>> {
+    ) -> anyhow::Result<Vec<Money>> {
         self.base_calculate_pnls(instrument, fill, position)
     }
     fn calculate_commission<T: Instrument>(
@@ -709,7 +707,7 @@ 
    Files
    
         last_px: Price,
         liquidity_side: LiquiditySide,
         use_quote_for_inverse: Option<bool>,
-    ) -> Result<Money> {
+    ) -> anyhow::Result<Money> {
         self.base_calculate_commission(
             instrument,
             last_qty,
diff --git a/nightly/core/src/nautilus_accounting/account/margin.rs.html b/nightly/core/src/nautilus_accounting/account/margin.rs.html
index c473980ef2a5..c649435891ab 100644
--- a/nightly/core/src/nautilus_accounting/account/margin.rs.html
+++ b/nightly/core/src/nautilus_accounting/account/margin.rs.html
@@ -1,4 +1,4 @@
-margin.rs - source
    
 628
 629
 630
-631
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -655,7 +654,6 @@ 
    Files
    
     ops::{Deref, DerefMut},
 };
 
-use anyhow::Result;
 use nautilus_model::{
     enums::{AccountType, LiquiditySide, OrderSide},
     events::{account::state::AccountState, order::filled::OrderFilled},
@@ -687,7 +685,7 @@ 
    Files
    
 }
 
 impl MarginAccount {
-    pub fn new(event: AccountState, calculate_account_state: bool) -> Result<Self> {
+    pub fn new(event: AccountState, calculate_account_state: bool) -> anyhow::Result<Self> {
         Ok(Self {
             base: BaseAccount::new(event, calculate_account_state)?,
             leverages: HashMap::new(),
@@ -955,7 +953,7 @@ 
    Files
    
         quantity: Quantity,
         price: Price,
         use_quote_for_inverse: Option<bool>,
-    ) -> Result<Money> {
+    ) -> anyhow::Result<Money> {
         self.base_calculate_balance_locked(instrument, side, quantity, price, use_quote_for_inverse)
     }
     fn calculate_pnls<T: Instrument>(
@@ -963,7 +961,7 @@ 
    Files
    
         instrument: T,
         fill: OrderFilled,
         position: Option<Position>,
-    ) -> Result<Vec<Money>> {
+    ) -> anyhow::Result<Vec<Money>> {
         self.base_calculate_pnls(instrument, fill, position)
     }
     fn calculate_commission<T: Instrument>(
@@ -973,7 +971,7 @@ 
    Files
    
         last_px: Price,
         liquidity_side: LiquiditySide,
         use_quote_for_inverse: Option<bool>,
-    ) -> Result<Money> {
+    ) -> anyhow::Result<Money> {
         self.base_calculate_commission(
             instrument,
             last_qty,
diff --git a/nightly/core/src/nautilus_accounting/account/mod.rs.html b/nightly/core/src/nautilus_accounting/account/mod.rs.html
index 6f2927e4528a..004465d39573 100644
--- a/nightly/core/src/nautilus_accounting/account/mod.rs.html
+++ b/nightly/core/src/nautilus_accounting/account/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
 72
 73
 74
-75
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -92,7 +91,6 @@ 
    Files
    
 
     use std::collections::HashMap;
 
-use anyhow::Result;
 use nautilus_model::{
     enums::{LiquiditySide, OrderSide},
     events::{account::state::AccountState, order::filled::OrderFilled},
@@ -125,14 +123,14 @@ 
    Files
    
         quantity: Quantity,
         price: Price,
         use_quote_for_inverse: Option<bool>,
-    ) -> Result<Money>;
+    ) -> anyhow::Result<Money>;
 
     fn calculate_pnls<T: Instrument>(
         &self,
         instrument: T,
         fill: OrderFilled,
         position: Option<Position>,
-    ) -> Result<Vec<Money>>;
+    ) -> anyhow::Result<Vec<Money>>;
 
     fn calculate_commission<T: Instrument>(
         &self,
@@ -141,7 +139,7 @@ 
    Files
    
         last_px: Price,
         liquidity_side: LiquiditySide,
         use_quote_for_inverse: Option<bool>,
-    ) -> Result<Money>;
+    ) -> anyhow::Result<Money>;
 }
 
 pub mod base;
diff --git a/nightly/core/src/nautilus_accounting/lib.rs.html b/nightly/core/src/nautilus_accounting/lib.rs.html
index 28467f03395a..5db560931cb2 100644
--- a/nightly/core/src/nautilus_accounting/lib.rs.html
+++ b/nightly/core/src/nautilus_accounting/lib.rs.html
@@ -1,4 +1,4 @@
-lib.rs - source
    
 /// # Safety
 ///
 /// - Assumes `ptr` is a valid C string pointer.
-pub unsafe fn raw_ptr_to_string(ptr: *const c_char) -> Result<String> {
+pub unsafe fn raw_ptr_to_string(ptr: *const c_char) -> anyhow::Result<String> {
     let c_str: &CStr = unsafe { CStr::from_ptr(ptr) };
-    let str_slice: &str = c_str.to_str().map_err(|e| anyhow!(e))?;
+    let str_slice: &str = c_str.to_str().map_err(|e| anyhow::anyhow!(e))?;
     Ok(str_slice.to_owned())
 }
 
 /// # Safety
 ///
 /// - Assumes `ptr` is a valid C string pointer.
-pub unsafe fn raw_ptr_to_ustr(ptr: *const c_char) -> Result<Ustr> {
+pub unsafe fn raw_ptr_to_ustr(ptr: *const c_char) -> anyhow::Result<Ustr> {
     let c_str: &CStr = unsafe { CStr::from_ptr(ptr) };
-    let str_slice: &str = c_str.to_str().map_err(|e| anyhow!(e))?;
+    let str_slice: &str = c_str.to_str().map_err(|e| anyhow::anyhow!(e))?;
     Ok(Ustr::from(str_slice))
 }
 
@@ -1205,6 +1225,8 @@ 
    Files
    
         None,                   // TBD
         None,                   // TBD
         None,                   // TBD
+        None,                   // TBD
+        None,                   // TBD
         msg.ts_recv,            // More accurate and reliable timestamp
         ts_init,
     )
@@ -1240,6 +1262,8 @@ 
    Files
    
         None,                   // TBD
         None,                   // TBD
         None,                   // TBD
+        None,                   // TBD
+        None,                   // TBD
         msg.ts_recv,            // More accurate and reliable timestamp
         ts_init,
     )
@@ -1282,7 +1306,9 @@ 
    Files
    
         None,                   // TBD
         None,                   // TBD
         None,                   // TBD
-        msg.ts_recv,            // More accurate and reliable timestamp
+        None,
+        None,
+        msg.ts_recv, // More accurate and reliable timestamp
         ts_init,
     )
 }
@@ -1324,6 +1350,8 @@ 
    Files
    
         None,                   // TBD
         None,                   // TBD
         None,                   // TBD
+        None,                   // TBD
+        None,                   // TBD
         msg.ts_recv,            // More accurate and reliable timestamp
         ts_init,
     )
@@ -1506,7 +1534,7 @@ 
    Files
    
             // ohlcv-1d
             BarType::new(instrument_id, BAR_SPEC_1D, AggregationSource::External)
         }
-        _ => bail!(
+        _ => anyhow::bail!(
             "`rtype` is not a supported bar aggregation, was {}",
             msg.hd.rtype
         ),
@@ -1533,7 +1561,7 @@ 
    Files
    
             // ohlcv-1d
             BAR_CLOSE_ADJUSTMENT_1D
         }
-        _ => bail!(
+        _ => anyhow::bail!(
             "`rtype` is not a supported bar aggregation, was {}",
             msg.hd.rtype
         ),
@@ -1583,7 +1611,7 @@ 
    Files
    
             (Some(delta), None) => (Some(Data::Delta(delta)), None),
             (None, Some(trade)) => (Some(Data::Trade(trade)), None),
             (None, None) => (None, None),
-            _ => bail!("Invalid `MboMsg` parsing combination"),
+            _ => anyhow::bail!("Invalid `MboMsg` parsing combination"),
         }
     } else if let Some(msg) = record.get::<dbn::TradeMsg>() {
         let ts_init = determine_timestamp(ts_init, msg.ts_recv);
@@ -1605,7 +1633,7 @@ 
    Files
    
         let bar = decode_ohlcv_msg(msg, instrument_id, price_precision, ts_init)?;
         (Some(Data::Bar(bar)), None)
     } else {
-        bail!("DBN message type is not currently supported")
+        anyhow::bail!("DBN message type is not currently supported")
     };
 
     Ok(result)
@@ -1649,9 +1677,9 @@ 
    Files
    
             instrument_id,
             ts_init,
         )?)),
-        'B' => bail!("Unsupported `instrument_class` 'B' (BOND)"),
-        'X' => bail!("Unsupported `instrument_class` 'X' (FX_SPOT)"),
-        _ => bail!(
+        'B' => anyhow::bail!("Unsupported `instrument_class` 'B' (Bond)"),
+        'X' => anyhow::bail!("Unsupported `instrument_class` 'X' (FX spot)"),
+        _ => anyhow::bail!(
             "Unsupported `instrument_class` '{}'",
             msg.instrument_class as u8 as char
         ),
@@ -1689,9 +1717,9 @@ 
    Files
    
             instrument_id,
             ts_init,
         )?)),
-        'B' => bail!("Unsupported `instrument_class` 'B' (BOND)"),
-        'X' => bail!("Unsupported `instrument_class` 'X' (FX_SPOT)"),
-        _ => bail!(
+        'B' => anyhow::bail!("Unsupported `instrument_class` 'B' (Bond)"),
+        'X' => anyhow::bail!("Unsupported `instrument_class` 'X' (FX spot)"),
+        _ => anyhow::bail!(
             "Unsupported `instrument_class` '{}'",
             msg.instrument_class as u8 as char
         ),
@@ -1750,11 +1778,13 @@ 
    Files
    
         decode_price(msg.min_price_increment, currency.precision)?,
         Quantity::new(1.0, 0)?, // TBD
         Quantity::new(1.0, 0)?, // TBD
-        None,                   // TBD
-        None,                   // TBD
-        None,                   // TBD
-        None,                   // TBD
-        msg.ts_recv,            // More accurate and reliable timestamp
+        None,
+        None,        // TBD
+        None,        // TBD
+        None,        // TBD
+        None,        // TBD
+        None,        // TBD
+        msg.ts_recv, // More accurate and reliable timestamp
         ts_init,
     )
 }
@@ -1789,6 +1819,8 @@ 
    Files
    
         None,                   // TBD
         None,                   // TBD
         None,                   // TBD
+        None,                   // TBD
+        None,                   // TBD
         msg.ts_recv,            // More accurate and reliable timestamp
         ts_init,
     )
@@ -1831,6 +1863,8 @@ 
    Files
    
         None,                   // TBD
         None,                   // TBD
         None,                   // TBD
+        None,                   // TBD
+        None,                   // TBD
         msg.ts_recv,            // More accurate and reliable timestamp
         ts_init,
     )
@@ -1873,6 +1907,8 @@ 
    Files
    
         None,                   // TBD
         None,                   // TBD
         None,                   // TBD
+        None,                   // TBD
+        None,                   // TBD
         msg.ts_recv,            // More accurate and reliable timestamp
         ts_init,
     )
diff --git a/nightly/core/src/nautilus_adapters/databento/enums.rs.html b/nightly/core/src/nautilus_adapters/databento/enums.rs.html
index ea979336c204..7f8b47b240d5 100644
--- a/nightly/core/src/nautilus_adapters/databento/enums.rs.html
+++ b/nightly/core/src/nautilus_adapters/databento/enums.rs.html
@@ -1,4 +1,4 @@
-enums.rs - source
    
     }
 
     /// Run the feed handler to begin listening for commands and processing messages.
-    pub async fn run(&mut self) -> Result<()> {
+    pub async fn run(&mut self) -> anyhow::Result<()> {
         debug!("Running feed handler");
         let clock = get_atomic_clock_realtime();
         let mut symbol_map = PitSymbolMap::new();
@@ -580,7 +580,7 @@ 
    Files
    
             Err(_) => {
                 self.msg_tx.send(LiveMessage::Close).await?;
                 self.cmd_rx.close();
-                return Err(anyhow!("Timeout connecting to LSG"));
+                return Err(anyhow::anyhow!("Timeout connecting to LSG"));
             }
         };
 
@@ -649,7 +649,7 @@ 
    Files
    
                 Err(e) => {
                     // Fail the session entirely for now. Consider refining
                     // this strategy to handle specific errors more gracefully.
-                    self.send_msg(LiveMessage::Error(anyhow!(e))).await;
+                    self.send_msg(LiveMessage::Error(anyhow::anyhow!(e))).await;
                     break;
                 }
             };
@@ -825,7 +825,7 @@ 
    Files
    
     msg: &dbn::InstrumentDefMsg,
     publisher_venue_map: &IndexMap<PublisherId, Venue>,
     clock: &AtomicTime,
-) -> Result<InstrumentType> {
+) -> anyhow::Result<InstrumentType> {
     let c_str: &CStr = unsafe { CStr::from_ptr(msg.raw_symbol.as_ptr()) };
     let raw_symbol: &str = c_str.to_str().map_err(to_pyvalue_err)?;
 
diff --git a/nightly/core/src/nautilus_adapters/databento/loader.rs.html b/nightly/core/src/nautilus_adapters/databento/loader.rs.html
index 4bdea011a2b0..bedc4d997ed1 100644
--- a/nightly/core/src/nautilus_adapters/databento/loader.rs.html
+++ b/nightly/core/src/nautilus_adapters/databento/loader.rs.html
@@ -1,4 +1,4 @@
-loader.rs - source
    
 
 use std::{env, fs, path::PathBuf};
 
-use anyhow::Result;
+use databento::dbn;
 use dbn::{
     compat::InstrumentDefMsgV1,
     decode::{dbn::Decoder, DbnMetadata, DecodeStream},
@@ -371,7 +371,7 @@ 
    Files
    
 ///  - STATISTICS -> `DatabentoStatistics`
 ///
 /// # References
-/// <https://docs.databento.com/knowledge-base/new-users/dbn-encoding>
+/// <https://databento.com/docs/knowledge-base/new-users/dbn-encoding>
 #[cfg_attr(
     feature = "python",
     pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.databento")
@@ -383,7 +383,7 @@ 
    Files
    
 }
 
 impl DatabentoDataLoader {
-    pub fn new(path: Option<PathBuf>) -> Result<Self> {
+    pub fn new(path: Option<PathBuf>) -> anyhow::Result<Self> {
         let mut loader = Self {
             publishers_map: IndexMap::new(),
             venue_dataset_map: IndexMap::new(),
@@ -408,7 +408,7 @@ 
    Files
    
     }
 
     /// Load the publishers data from the file at the given `path`.
-    pub fn load_publishers(&mut self, path: PathBuf) -> Result<()> {
+        pub fn load_publishers(&mut self, path: PathBuf) -> anyhow::Result<()> {
         let file_content = fs::read_to_string(path)?;
         let publishers: Vec<DatabentoPublisher> = serde_json::from_str(&file_content)?;
 
@@ -454,7 +454,7 @@ 
    Files
    
         self.publisher_venue_map.get(&publisher_id)
     }
 
-    pub fn schema_from_file(&self, path: PathBuf) -> Result<Option<String>> {
+    pub fn schema_from_file(&self, path: PathBuf) -> anyhow::Result<Option<String>> {
         let decoder = Decoder::from_zstd_file(path)?;
         let metadata = decoder.metadata();
         Ok(metadata.schema.map(|schema| schema.to_string()))
@@ -463,7 +463,7 @@ 
    Files
    
     pub fn read_definition_records(
         &mut self,
         path: PathBuf,
-    ) -> Result<impl Iterator<Item = Result<InstrumentType>> + '_> {
+    ) -> anyhow::Result<impl Iterator<Item = anyhow::Result<InstrumentType>> + '_> {
         let mut decoder = Decoder::from_zstd_file(path)?;
         decoder.set_upgrade_policy(dbn::VersionUpgradePolicy::Upgrade);
         let mut dbn_stream = decoder.decode_stream::<InstrumentDefMsgV1>();
@@ -503,7 +503,7 @@ 
    Files
    
         path: PathBuf,
         instrument_id: Option<InstrumentId>,
         include_trades: bool,
-    ) -> Result<impl Iterator<Item = Result<(Option<Data>, Option<Data>)>> + '_>
+    ) -> anyhow::Result<impl Iterator<Item = anyhow::Result<(Option<Data>, Option<Data>)>> + '_>
     where
         T: dbn::Record + dbn::HasRType + 'static,
     {
@@ -548,7 +548,7 @@ 
    Files
    
         &self,
         path: PathBuf,
         instrument_id: Option<InstrumentId>,
-    ) -> Result<impl Iterator<Item = Result<DatabentoImbalance>> + '_>
+    ) -> anyhow::Result<impl Iterator<Item = anyhow::Result<DatabentoImbalance>> + '_>
     where
         T: dbn::Record + dbn::HasRType + 'static,
     {
@@ -590,7 +590,7 @@ 
    Files
    
         &self,
         path: PathBuf,
         instrument_id: Option<InstrumentId>,
-    ) -> Result<impl Iterator<Item = Result<DatabentoStatistics>> + '_>
+    ) -> anyhow::Result<impl Iterator<Item = anyhow::Result<DatabentoStatistics>> + '_>
     where
         T: dbn::Record + dbn::HasRType + 'static,
     {
diff --git a/nightly/core/src/nautilus_adapters/databento/mod.rs.html b/nightly/core/src/nautilus_adapters/databento/mod.rs.html
index db934c9268ec..6ce5cccbba58 100644
--- a/nightly/core/src/nautilus_adapters/databento/mod.rs.html
+++ b/nightly/core/src/nautilus_adapters/databento/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
-pub mod decode;
-pub mod enums;
+pub mod enums;
 pub mod historical;
 pub mod live;
 pub mod loader;
@@ -80,14 +70,6 @@ 
    Files
    
     m.add_class::<super::loader::DatabentoDataLoader>()?;
     m.add_class::<live::DatabentoLiveClient>()?;
     m.add_class::<historical::DatabentoHistoricalClient>()?;
-    m.add_function(wrap_pyfunction!(decode::py_decode_equity, m)?)?;
-    m.add_function(wrap_pyfunction!(decode::py_decode_futures_contract, m)?)?;
-    m.add_function(wrap_pyfunction!(decode::py_decode_options_contract, m)?)?;
-    m.add_function(wrap_pyfunction!(decode::py_decode_mbo_msg, m)?)?;
-    m.add_function(wrap_pyfunction!(decode::py_decode_trade_msg, m)?)?;
-    m.add_function(wrap_pyfunction!(decode::py_decode_mbp1_msg, m)?)?;
-    m.add_function(wrap_pyfunction!(decode::py_decode_mbp10_msg, m)?)?;
-
     Ok(())
 }
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_adapters/databento/python/types.rs.html b/nightly/core/src/nautilus_adapters/databento/python/types.rs.html index 6a9686a402e7..5026faab86db 100644 --- a/nightly/core/src/nautilus_adapters/databento/python/types.rs.html +++ b/nightly/core/src/nautilus_adapters/databento/python/types.rs.html @@ -1,4 +1,4 @@ -types.rs - source
    record: &dbn::RecordRef, metadata: &dbn::Metadata, publisher_venue_map: &IndexMap<PublisherId, Venue>, -) -> Result<InstrumentId> { +) -> anyhow::Result<InstrumentId> { let publisher = record.publisher().expect("Invalid `publisher` for record"); let publisher_id = publisher as PublisherId; let venue = publisher_venue_map .get(&publisher_id) - .ok_or_else(|| anyhow!("`Venue` not found for `publisher_id` {publisher_id}"))?; + .ok_or_else(|| anyhow::anyhow!("`Venue` not found for `publisher_id` {publisher_id}"))?; let instrument_id = get_nautilus_instrument_id_for_record(record, metadata, *venue)?; Ok(instrument_id) @@ -115,7 +115,7 @@

    Files

    record: &dbn::RecordRef, metadata: &dbn::Metadata, venue: Venue, -) -> Result<InstrumentId> { +) -> anyhow::Result<InstrumentId> { let (instrument_id, nanoseconds) = if let Some(msg) = record.get::<dbn::MboMsg>() { (msg.hd.instrument_id, msg.ts_recv) } else if let Some(msg) = record.get::<dbn::TradeMsg>() { @@ -131,7 +131,7 @@

    Files

    } else if let Some(msg) = record.get::<dbn::StatMsg>() { (msg.hd.instrument_id, msg.ts_recv) } else { - bail!("DBN message type is not currently supported") + anyhow::bail!("DBN message type is not currently supported") }; let duration = time::Duration::nanoseconds(nanoseconds as i64); @@ -142,7 +142,7 @@

    Files

    let symbol_map = metadata.symbol_map_for_date(date)?; let raw_symbol = symbol_map .get(instrument_id) - .ok_or_else(|| anyhow!("No raw symbol found for {instrument_id}"))?; + .ok_or_else(|| anyhow::anyhow!("No raw symbol found for {instrument_id}"))?; let symbol = Symbol::from_str_unchecked(raw_symbol); diff --git a/nightly/core/src/nautilus_adapters/databento/types.rs.html b/nightly/core/src/nautilus_adapters/databento/types.rs.html index 7d9488b3859a..c83f0648a94d 100644 --- a/nightly/core/src/nautilus_adapters/databento/types.rs.html +++ b/nightly/core/src/nautilus_adapters/databento/types.rs.html @@ -1,4 +1,4 @@ -types.rs - source
    186 187 188 +189 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -205,6 +206,7 @@ 
    Files
    
 
     use std::ffi::c_char;
 
+use databento::dbn;
 use nautilus_core::time::UnixNanos;
 use nautilus_model::{
     enums::OrderSide,
diff --git a/nightly/core/src/nautilus_adapters/lib.rs.html b/nightly/core/src/nautilus_adapters/lib.rs.html
index 55452ba3b67b..56228f836f5d 100644
--- a/nightly/core/src/nautilus_adapters/lib.rs.html
+++ b/nightly/core/src/nautilus_adapters/lib.rs.html
@@ -1,4 +1,4 @@
-lib.rs - source
    
         stop_time_ns: Option<UnixNanos>,
         callback: Option<EventHandler>,
     ) {
-        check_valid_string(name, "`Timer` name").unwrap();
+        check_valid_string(name, stringify!(name)).unwrap();
         assert!(
             callback.is_some() | self.default_callback.is_some(),
             "All Python callbacks were `None`"
diff --git a/nightly/core/src/nautilus_common/enums.rs.html b/nightly/core/src/nautilus_common/enums.rs.html
index 6dfe6f8cff50..c2e54d941ee6 100644
--- a/nightly/core/src/nautilus_common/enums.rs.html
+++ b/nightly/core/src/nautilus_common/enums.rs.html
@@ -1,4 +1,4 @@
-enums.rs - source
    
         logging_set_bypass();
     }
 
-    logging::init_logging(trader_id, instance_id, config, file_config);
-}
+    LogGuard_API(Box::new(logging::init_logging(
+        trader_id,
+        instance_id,
+        config,
+        file_config,
+    )))
+    // logging::init_logging(trader_id, instance_id, config, file_config);
+}
 
 /// Creates a new log event.
 ///
@@ -285,9 +355,9 @@ 
    Files
    
     headers::log_sysinfo(component)
 }
 
-/// Flushes global logger buffers.
+/// Flushes global logger buffers of any records.
 #[no_mangle]
-pub extern "C" fn logger_flush() {
-    log::logger().flush()
+pub extern "C" fn logger_drop(log_guard: LogGuard_API) {
+    drop(log_guard)
 }
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_common/ffi/mod.rs.html b/nightly/core/src/nautilus_common/ffi/mod.rs.html index 6279009d758f..fdca37ebb8fe 100644 --- a/nightly/core/src/nautilus_common/ffi/mod.rs.html +++ b/nightly/core/src/nautilus_common/ffi/mod.rs.html @@ -1,4 +1,4 @@ -mod.rs - source
    ..Default::default() }; - Logger::init_with_config( + let log_guard = Logger::init_with_config( TraderId::from("TRADER-001"), UUID4::new(), config, @@ -1384,7 +1460,9 @@

    Files

    Duration::from_secs(2), ); - assert_eq!( + drop(log_guard); // Ensure log buffers are flushed + + assert_eq!( log_contents, "{\"timestamp\":\"1970-01-20T02:20:00.000000000Z\",\"trader_id\":\"TRADER-001\",\"level\":\"INFO\",\"color\":\"NORMAL\",\"component\":\"RiskEngine\",\"message\":\"This is a test.\"}\n" ); diff --git a/nightly/core/src/nautilus_common/logging/mod.rs.html b/nightly/core/src/nautilus_common/logging/mod.rs.html index 134e05661c38..0f68ec805270 100644 --- a/nightly/core/src/nautilus_common/logging/mod.rs.html +++ b/nightly/core/src/nautilus_common/logging/mod.rs.html @@ -1,4 +1,4 @@ -mod.rs - source
    use ustr::Ustr; use self::{ - logger::{Logger, LoggerConfig}, + logger::{LogGuard, Logger, LoggerConfig}, writer::FileWriterConfig, }; use crate::enums::LogLevel; @@ -277,10 +277,10 @@

    Files

    instance_id: UUID4, config: LoggerConfig, file_config: FileWriterConfig, -) { +) -> LogGuard { LOGGING_INITIALIZED.store(true, Ordering::Relaxed); LOGGING_COLORED.store(config.is_colored, Ordering::Relaxed); - Logger::init_with_config(trader_id, instance_id, config, file_config); + Logger::init_with_config(trader_id, instance_id, config, file_config) } pub fn map_log_level_to_filter(log_level: LogLevel) -> LevelFilter { diff --git a/nightly/core/src/nautilus_common/logging/writer.rs.html b/nightly/core/src/nautilus_common/logging/writer.rs.html index 88937b85e530..0637a9af9182 100644 --- a/nightly/core/src/nautilus_common/logging/writer.rs.html +++ b/nightly/core/src/nautilus_common/logging/writer.rs.html @@ -1,4 +1,4 @@ -writer.rs - source
    use pyo3::prelude::*; -use crate::logging::{logger::LoggerConfig, writer::FileWriterConfig}; - /// Loaded as nautilus_pyo3.common #[pymodule] pub fn common(_: Python<'_>, m: &PyModule) -> PyResult<()> { @@ -76,8 +73,9 @@

    Files

    m.add_class::<crate::enums::LogColor>()?; m.add_class::<crate::enums::LogLevel>()?; m.add_class::<crate::enums::LogFormat>()?; - m.add_class::<LoggerConfig>()?; - m.add_class::<FileWriterConfig>()?; + m.add_class::<crate::logging::logger::LoggerConfig>()?; + m.add_class::<crate::logging::logger::LogGuard>()?; + m.add_class::<crate::logging::writer::FileWriterConfig>()?; m.add_function(wrap_pyfunction!(logging::py_init_tracing, m)?)?; m.add_function(wrap_pyfunction!(logging::py_init_logging, m)?)?; m.add_function(wrap_pyfunction!(logging::py_logger_log, m)?)?; diff --git a/nightly/core/src/nautilus_common/python/timer.rs.html b/nightly/core/src/nautilus_common/python/timer.rs.html index c936bcfbaf01..c1bdf8711b57 100644 --- a/nightly/core/src/nautilus_common/python/timer.rs.html +++ b/nightly/core/src/nautilus_common/python/timer.rs.html @@ -1,4 +1,4 @@ -timer.rs - source
    #[case] lhs_param: &str, #[case] rhs_param: &str, ) { - assert!(check_u8_equal(lhs, rhs, lhs_param, rhs_param).is_ok()); + assert!(check_equal_u8(lhs, rhs, lhs_param, rhs_param).is_ok()); } #[rstest] @@ -439,7 +525,7 @@

    Files

    #[case] r: u8, #[case] desc: &str, ) { - assert!(check_u8_in_range_inclusive(value, l, r, desc).is_err()); + assert!(check_in_range_inclusive_u8(value, l, r, desc).is_err()); } #[rstest] @@ -452,7 +538,7 @@

    Files

    #[case] r: u64, #[case] desc: &str, ) { - assert!(check_u64_in_range_inclusive(value, l, r, desc).is_ok()); + assert!(check_in_range_inclusive_u64(value, l, r, desc).is_ok()); } #[rstest] @@ -464,7 +550,7 @@

    Files

    #[case] r: u64, #[case] desc: &str, ) { - assert!(check_u64_in_range_inclusive(value, l, r, desc).is_err()); + assert!(check_in_range_inclusive_u64(value, l, r, desc).is_err()); } #[rstest] @@ -477,7 +563,7 @@

    Files

    #[case] r: i64, #[case] desc: &str, ) { - assert!(check_i64_in_range_inclusive(value, l, r, desc).is_ok()); + assert!(check_in_range_inclusive_i64(value, l, r, desc).is_ok()); } #[rstest] @@ -489,14 +575,14 @@

    Files

    #[case] r: i64, #[case] desc: &str, ) { - assert!(check_i64_in_range_inclusive(value, l, r, desc).is_err()); + assert!(check_in_range_inclusive_i64(value, l, r, desc).is_err()); } #[rstest] #[case(0.0, "value")] #[case(1.0, "value")] fn test_f64_non_negative_when_valid_values(#[case] value: f64, #[case] desc: &str) { - assert!(check_f64_non_negative(value, desc).is_ok()); + assert!(check_non_negative_f64(value, desc).is_ok()); } #[rstest] @@ -505,7 +591,7 @@

    Files

    #[case(f64::NEG_INFINITY, "value")] #[case(-0.1, "value")]     fn test_f64_non_negative_when_invalid_values(#[case] value: f64, #[case] desc: &str) { - assert!(check_f64_non_negative(value, desc).is_err()); + assert!(check_non_negative_f64(value, desc).is_err()); } }     \ No newline at end of file diff --git a/nightly/core/src/nautilus_core/datetime.rs.html b/nightly/core/src/nautilus_core/datetime.rs.html index 97bbcfaa1ac3..3806ba42cfcd 100644 --- a/nightly/core/src/nautilus_core/datetime.rs.html +++ b/nightly/core/src/nautilus_core/datetime.rs.html @@ -1,4 +1,4 @@ -datetime.rs - source
    use std::time::{Duration, UNIX_EPOCH}; -use anyhow::{anyhow, Result}; use chrono::{ prelude::{DateTime, Utc}, Datelike, NaiveDate, SecondsFormat, TimeDelta, Weekday, @@ -365,8 +364,9 @@

    Files

    dt.to_rfc3339_opts(SecondsFormat::Nanos, true) } -pub fn last_weekday_nanos(year: i32, month: u32, day: u32) -> Result<UnixNanos> { - let date = NaiveDate::from_ymd_opt(year, month, day).ok_or_else(|| anyhow!("Invalid date"))?; +pub fn last_weekday_nanos(year: i32, month: u32, day: u32) -> anyhow::Result<UnixNanos> { + let date = + NaiveDate::from_ymd_opt(year, month, day).ok_or_else(|| anyhow::anyhow!("Invalid date"))?; let current_weekday = date.weekday().number_from_monday(); // Calculate the offset in days for closest weekday (Mon-Fri) @@ -382,19 +382,19 @@

    Files

    // Convert to UNIX nanoseconds let unix_timestamp_ns = last_closest .and_hms_nano_opt(0, 0, 0, 0) - .ok_or_else(|| anyhow!("Failed `and_hms_nano_opt`"))?; + .ok_or_else(|| anyhow::anyhow!("Failed `and_hms_nano_opt`"))?; Ok(unix_timestamp_ns .and_utc() .timestamp_nanos_opt() - .ok_or_else(|| anyhow!("Failed `timestamp_nanos_opt`"))? as UnixNanos) + .ok_or_else(|| anyhow::anyhow!("Failed `timestamp_nanos_opt`"))? as UnixNanos) } -pub fn is_within_last_24_hours(timestamp_ns: UnixNanos) -> Result<bool> { +pub fn is_within_last_24_hours(timestamp_ns: UnixNanos) -> anyhow::Result<bool> { let seconds = timestamp_ns / NANOSECONDS_IN_SECOND; let nanoseconds = (timestamp_ns % NANOSECONDS_IN_SECOND) as u32; let timestamp = DateTime::from_timestamp(seconds as i64, nanoseconds) - .ok_or_else(|| anyhow!("Invalid timestamp {timestamp_ns}"))?; + .ok_or_else(|| anyhow::anyhow!("Invalid timestamp {timestamp_ns}"))?; let now = Utc::now(); Ok(now.signed_duration_since(timestamp) <= TimeDelta::try_days(1).unwrap()) diff --git a/nightly/core/src/nautilus_core/ffi/cvec.rs.html b/nightly/core/src/nautilus_core/ffi/cvec.rs.html index 01d226dbcdbb..81b31a7b2e1c 100644 --- a/nightly/core/src/nautilus_core/ffi/cvec.rs.html +++ b/nightly/core/src/nautilus_core/ffi/cvec.rs.html @@ -1,4 +1,4 @@ -cvec.rs - source
    use std::fmt::{Display, Formatter}; -use anyhow::Result; use nautilus_model::{ data::{bar::Bar, quote::QuoteTick, trade::TradeTick}, enums::PriceType, @@ -357,7 +355,7 @@

    Files

    } impl HullMovingAverage { - pub fn new(period: usize, price_type: Option<PriceType>) -> Result<Self> { + pub fn new(period: usize, price_type: Option<PriceType>) -> anyhow::Result<Self> { let period_halved = period / 2; let period_sqrt = (period as f64).sqrt() as usize; diff --git a/nightly/core/src/nautilus_indicators/average/mod.rs.html b/nightly/core/src/nautilus_indicators/average/mod.rs.html index 76fbfad22d34..f41ad5e386c0 100644 --- a/nightly/core/src/nautilus_indicators/average/mod.rs.html +++ b/nightly/core/src/nautilus_indicators/average/mod.rs.html @@ -1,4 +1,4 @@ -mod.rs - source
    use std::fmt::Display; -use anyhow::Result; use nautilus_model::{ data::{bar::Bar, quote::QuoteTick, trade::TradeTick}, enums::PriceType, @@ -310,7 +308,7 @@

    Files

    } impl WilderMovingAverage { - pub fn new(period: usize, price_type: Option<PriceType>) -> Result<Self> { + pub fn new(period: usize, price_type: Option<PriceType>) -> anyhow::Result<Self> { // Inputs don't require validation, however we return a `Result` // to standardize with other indicators which do need validation. // The Wilder Moving Average is The Wilder's Moving Average is simply diff --git a/nightly/core/src/nautilus_indicators/average/sma.rs.html b/nightly/core/src/nautilus_indicators/average/sma.rs.html index 795d445f9785..9f06c07026c5 100644 --- a/nightly/core/src/nautilus_indicators/average/sma.rs.html +++ b/nightly/core/src/nautilus_indicators/average/sma.rs.html @@ -1,4 +1,4 @@ -sma.rs - source
    201 202 203 -204 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -221,7 +220,6 @@ 
    Files
    
 
     use std::fmt::Display;
 
-use anyhow::Result;
 use nautilus_model::{
     data::{bar::Bar, quote::QuoteTick, trade::TradeTick},
     enums::PriceType,
@@ -284,7 +282,7 @@ 
    Files
    
 }
 
 impl SimpleMovingAverage {
-    pub fn new(period: usize, price_type: Option<PriceType>) -> Result<Self> {
+    pub fn new(period: usize, price_type: Option<PriceType>) -> anyhow::Result<Self> {
         // Inputs don't require validation, however we return a `Result`
         // to standardize with other indicators which do need validation.
         Ok(Self {
diff --git a/nightly/core/src/nautilus_indicators/average/vidya.rs.html b/nightly/core/src/nautilus_indicators/average/vidya.rs.html
index 4a4036e782c7..685ac3d4b60c 100644
--- a/nightly/core/src/nautilus_indicators/average/vidya.rs.html
+++ b/nightly/core/src/nautilus_indicators/average/vidya.rs.html
@@ -1,4 +1,4 @@
-vidya.rs - source
    
 234
 235
 236
-237
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -254,7 +253,6 @@ 
    Files
    
 
     use std::fmt::{Display, Formatter};
 
-use anyhow::Result;
 use nautilus_model::{
     data::{bar::Bar, quote::QuoteTick, trade::TradeTick},
     enums::PriceType,
@@ -330,7 +328,7 @@ 
    Files
    
         period: usize,
         price_type: Option<PriceType>,
         cmo_ma_type: Option<MovingAverageType>,
-    ) -> Result<Self> {
+    ) -> anyhow::Result<Self> {
         Ok(Self {
             period,
             price_type: price_type.unwrap_or(PriceType::Last),
diff --git a/nightly/core/src/nautilus_indicators/average/wma.rs.html b/nightly/core/src/nautilus_indicators/average/wma.rs.html
index 4bd1d59eb47d..9a999d0fc65b 100644
--- a/nightly/core/src/nautilus_indicators/average/wma.rs.html
+++ b/nightly/core/src/nautilus_indicators/average/wma.rs.html
@@ -1,4 +1,4 @@
-wma.rs - source
    
 238
 239
 240
+241
+242
+243
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -257,7 +260,6 @@ 
    Files
    
 
     use std::fmt::Display;
 
-use anyhow::Result;
 use nautilus_model::{
     data::{bar::Bar, quote::QuoteTick, trade::TradeTick},
     enums::PriceType,
@@ -295,7 +297,11 @@ 
    Files
    
 }
 
 impl WeightedMovingAverage {
-    pub fn new(period: usize, weights: Vec<f64>, price_type: Option<PriceType>) -> Result<Self> {
+    pub fn new(
+        period: usize,
+        weights: Vec<f64>,
+        price_type: Option<PriceType>,
+    ) -> anyhow::Result<Self> {
         if weights.len() != period {
             return Err(anyhow::anyhow!("Weights length must be equal to period"));
         }
diff --git a/nightly/core/src/nautilus_indicators/book/imbalance.rs.html b/nightly/core/src/nautilus_indicators/book/imbalance.rs.html
index b0f83b7b0986..0af7f57586e3 100644
--- a/nightly/core/src/nautilus_indicators/book/imbalance.rs.html
+++ b/nightly/core/src/nautilus_indicators/book/imbalance.rs.html
@@ -1,4 +1,4 @@
-imbalance.rs - source
    
 221
 222
 223
-224
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -241,7 +240,6 @@ 
    Files
    
 
     use std::fmt::Display;
 
-use anyhow::Result;
 use nautilus_model::{
     orderbook::{book_mbo::OrderBookMbo, book_mbp::OrderBookMbp},
     types::quantity::Quantity,
@@ -298,7 +296,7 @@ 
    Files
    
 }
 
 impl BookImbalanceRatio {
-    pub fn new() -> Result<Self> {
+    pub fn new() -> anyhow::Result<Self> {
         // Inputs don't require validation, however we return a `Result`
         // to standardize with other indicators which do need validation.
         Ok(Self {
diff --git a/nightly/core/src/nautilus_indicators/book/mod.rs.html b/nightly/core/src/nautilus_indicators/book/mod.rs.html
index c17c34e8fdb1..01e47fac8b69 100644
--- a/nightly/core/src/nautilus_indicators/book/mod.rs.html
+++ b/nightly/core/src/nautilus_indicators/book/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
 
 use std::fmt::Display;
 
-use anyhow::Result;
 use nautilus_model::data::{bar::Bar, quote::QuoteTick, trade::TradeTick};
 
 use crate::{
@@ -298,7 +296,7 @@ 
    Files
    
 }
 
 impl ChandeMomentumOscillator {
-    pub fn new(period: usize, ma_type: Option<MovingAverageType>) -> Result<Self> {
+    pub fn new(period: usize, ma_type: Option<MovingAverageType>) -> anyhow::Result<Self> {
         Ok(Self {
             period,
             ma_type: ma_type.unwrap_or(MovingAverageType::Wilder),
diff --git a/nightly/core/src/nautilus_indicators/momentum/mod.rs.html b/nightly/core/src/nautilus_indicators/momentum/mod.rs.html
index b576f3e4b0cd..56ed96fdcd32 100644
--- a/nightly/core/src/nautilus_indicators/momentum/mod.rs.html
+++ b/nightly/core/src/nautilus_indicators/momentum/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
 
 use std::fmt::{Debug, Display};
 
-use anyhow::Result;
 use nautilus_model::{
     data::{bar::Bar, quote::QuoteTick, trade::TradeTick},
     enums::PriceType,
@@ -335,7 +333,7 @@ 
    Files
    
 }
 
 impl RelativeStrengthIndex {
-    pub fn new(period: usize, ma_type: Option<MovingAverageType>) -> Result<Self> {
+    pub fn new(period: usize, ma_type: Option<MovingAverageType>) -> anyhow::Result<Self> {
         Ok(Self {
             period,
             ma_type: ma_type.unwrap_or(MovingAverageType::Exponential),
diff --git a/nightly/core/src/nautilus_indicators/python/average/ama.rs.html b/nightly/core/src/nautilus_indicators/python/average/ama.rs.html
index 23bfce331626..4a8f13431c79 100644
--- a/nightly/core/src/nautilus_indicators/python/average/ama.rs.html
+++ b/nightly/core/src/nautilus_indicators/python/average/ama.rs.html
@@ -1,4 +1,4 @@
-ama.rs - source
    
     key
 }
 
-fn get_collection_key(key: &str) -> Result<&str> {
+fn get_collection_key(key: &str) -> anyhow::Result<&str> {
     key.split_once(DELIMITER)
         .map(|(collection, _)| collection)
-        .ok_or_else(|| anyhow!("Invalid `key`, missing a '{DELIMITER}' delimiter, was {key}"))
+        .ok_or_else(|| {
+            anyhow::anyhow!("Invalid `key`, missing a '{DELIMITER}' delimiter, was {key}")
+        })
 }
 
-fn get_index_key(key: &str) -> Result<&str> {
+fn get_index_key(key: &str) -> anyhow::Result<&str> {
     key.split_once(DELIMITER)
         .map(|(_, index_key)| index_key)
-        .ok_or_else(|| anyhow!("Invalid `key`, missing a '{DELIMITER}' delimiter, was {key}"))
+        .ok_or_else(|| {
+            anyhow::anyhow!("Invalid `key`, missing a '{DELIMITER}' delimiter, was {key}")
+        })
 }
 
 // This function can be used when we handle cache serialization in Rust
@@ -1210,13 +1238,13 @@ 
    Files
    
     fn deserialize_payload(
     encoding: &str,
     payload: &[u8],
-) -> Result<HashMap<String, serde_json::Value>> {
+) -> anyhow::Result<HashMap<String, serde_json::Value>> {
     match encoding {
         "msgpack" => rmp_serde::from_slice(payload)
-            .map_err(|e| anyhow!("Failed to deserialize msgpack `payload`: {e}")),
+            .map_err(|e| anyhow::anyhow!("Failed to deserialize msgpack `payload`: {e}")),
         "json" => serde_json::from_slice(payload)
-            .map_err(|e| anyhow!("Failed to deserialize json `payload`: {e}")),
-        _ => Err(anyhow!("Unsupported encoding: {encoding}")),
+            .map_err(|e| anyhow::anyhow!("Failed to deserialize json `payload`: {e}")),
+        _ => Err(anyhow::anyhow!("Unsupported encoding: {encoding}")),
     }
 }
 
diff --git a/nightly/core/src/nautilus_model/currencies.rs.html b/nightly/core/src/nautilus_model/currencies.rs.html
index de428ec064f0..fda68ef94b8b 100644
--- a/nightly/core/src/nautilus_model/currencies.rs.html
+++ b/nightly/core/src/nautilus_model/currencies.rs.html
@@ -1,4 +1,4 @@
-currencies.rs - source
    
 
 use std::fmt::{Display, Formatter};
 
-use anyhow::Result;
 use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use serde::{Deserialize, Serialize};
@@ -151,7 +149,7 @@ 
    Files
    
         event_id: UUID4,
         ts_event: UnixNanos,
         ts_init: UnixNanos,
-    ) -> Result<Self> {
+    ) -> anyhow::Result<Self> {
         Ok(Self {
             trader_id,
             strategy_id,
diff --git a/nightly/core/src/nautilus_model/events/order/event.rs.html b/nightly/core/src/nautilus_model/events/order/event.rs.html
index 8229ab137437..fedc8af198bc 100644
--- a/nightly/core/src/nautilus_model/events/order/event.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/event.rs.html
@@ -1,4 +1,4 @@
-event.rs - source
    
 
 use std::fmt::Display;
 
-use anyhow::Result;
 use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use serde::{Deserialize, Serialize};
@@ -171,7 +169,7 @@ 
    Files
    
         reconciliation: bool,
         venue_order_id: Option<VenueOrderId>,
         account_id: Option<AccountId>,
-    ) -> Result<Self> {
+    ) -> anyhow::Result<Self> {
         Ok(Self {
             trader_id,
             strategy_id,
diff --git a/nightly/core/src/nautilus_model/events/order/filled.rs.html b/nightly/core/src/nautilus_model/events/order/filled.rs.html
index 752e4f2d8594..7bd752782226 100644
--- a/nightly/core/src/nautilus_model/events/order/filled.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/filled.rs.html
@@ -1,4 +1,4 @@
-filled.rs - source
    
 203
 204
 205
-206
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -223,7 +222,6 @@ 
    Files
    
 
     use std::fmt::Display;
 
-use anyhow::Result;
 use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use serde::{Deserialize, Serialize};
@@ -290,7 +288,7 @@ 
    Files
    
         reconciliation: bool,
         position_id: Option<PositionId>,
         commission: Option<Money>,
-    ) -> Result<Self> {
+    ) -> anyhow::Result<Self> {
         Ok(Self {
             trader_id,
             strategy_id,
diff --git a/nightly/core/src/nautilus_model/events/order/initialized.rs.html b/nightly/core/src/nautilus_model/events/order/initialized.rs.html
index 2e09cc41e75f..2a0b06a433b1 100644
--- a/nightly/core/src/nautilus_model/events/order/initialized.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/initialized.rs.html
@@ -1,4 +1,4 @@
-initialized.rs - source
    
 293
 294
 295
-296
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -316,7 +315,6 @@ 
    Files
    
     fmt::{Display, Formatter},
 };
 
-use anyhow::Result;
 use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use serde::{Deserialize, Serialize};
@@ -452,7 +450,7 @@ 
    Files
    
         exec_algorithm_params: Option<HashMap<Ustr, Ustr>>,
         exec_spawn_id: Option<ClientOrderId>,
         tags: Option<Ustr>,
-    ) -> Result<Self> {
+    ) -> anyhow::Result<Self> {
         Ok(Self {
             trader_id,
             strategy_id,
diff --git a/nightly/core/src/nautilus_model/events/order/mod.rs.html b/nightly/core/src/nautilus_model/events/order/mod.rs.html
index d17eb11066a9..d64d6baf54c0 100644
--- a/nightly/core/src/nautilus_model/events/order/mod.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
 
     use std::fmt::{Display, Formatter};
 
-use anyhow::Result;
 use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use serde::{Deserialize, Serialize};
@@ -179,7 +177,7 @@ 
    Files
    
         reconciliation: bool,
         venue_order_id: Option<VenueOrderId>,
         account_id: Option<AccountId>,
-    ) -> Result<Self> {
+    ) -> anyhow::Result<Self> {
         Ok(Self {
             trader_id,
             strategy_id,
diff --git a/nightly/core/src/nautilus_model/events/order/pending_cancel.rs.html b/nightly/core/src/nautilus_model/events/order/pending_cancel.rs.html
index e540d9225e15..057ffb77e36a 100644
--- a/nightly/core/src/nautilus_model/events/order/pending_cancel.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/pending_cancel.rs.html
@@ -1,4 +1,4 @@
-pending_cancel.rs - source
    
 106
 107
 108
-109
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -126,7 +125,6 @@ 
    Files
    
 
     use std::fmt::{Display, Formatter};
 
-use anyhow::Result;
 use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use serde::{Deserialize, Serialize};
@@ -170,7 +168,7 @@ 
    Files
    
         ts_init: UnixNanos,
         reconciliation: bool,
         venue_order_id: Option<VenueOrderId>,
-    ) -> Result<Self> {
+    ) -> anyhow::Result<Self> {
         Ok(Self {
             trader_id,
             strategy_id,
diff --git a/nightly/core/src/nautilus_model/events/order/pending_update.rs.html b/nightly/core/src/nautilus_model/events/order/pending_update.rs.html
index 0b95eca81fbe..49454b0624d1 100644
--- a/nightly/core/src/nautilus_model/events/order/pending_update.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/pending_update.rs.html
@@ -1,4 +1,4 @@
-pending_update.rs - source
    
 106
 107
 108
-109
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -126,7 +125,6 @@ 
    Files
    
 
     use std::fmt::{Display, Formatter};
 
-use anyhow::Result;
 use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use serde::{Deserialize, Serialize};
@@ -170,7 +168,7 @@ 
    Files
    
         ts_init: UnixNanos,
         reconciliation: bool,
         venue_order_id: Option<VenueOrderId>,
-    ) -> Result<Self> {
+    ) -> anyhow::Result<Self> {
         Ok(Self {
             trader_id,
             strategy_id,
diff --git a/nightly/core/src/nautilus_model/events/order/rejected.rs.html b/nightly/core/src/nautilus_model/events/order/rejected.rs.html
index fb4a7162f022..ccda32a22c1e 100644
--- a/nightly/core/src/nautilus_model/events/order/rejected.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/rejected.rs.html
@@ -1,4 +1,4 @@
-rejected.rs - source
    
 102
 103
 104
-105
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -122,7 +121,6 @@ 
    Files
    
 
     use std::fmt::{Display, Formatter};
 
-use anyhow::Result;
 use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use serde::{Deserialize, Serialize};
@@ -167,7 +165,7 @@ 
    Files
    
         ts_event: UnixNanos,
         ts_init: UnixNanos,
         reconciliation: bool,
-    ) -> Result<Self> {
+    ) -> anyhow::Result<Self> {
         Ok(Self {
             trader_id,
             strategy_id,
diff --git a/nightly/core/src/nautilus_model/events/order/released.rs.html b/nightly/core/src/nautilus_model/events/order/released.rs.html
index 60bd1ef6c0f6..2a0571dc365a 100644
--- a/nightly/core/src/nautilus_model/events/order/released.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/released.rs.html
@@ -1,4 +1,4 @@
-released.rs - source
    
 98
 99
 100
-101
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -118,7 +117,6 @@ 
    Files
    
 
     use std::fmt::Display;
 
-use anyhow::Result;
 use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use serde::{Deserialize, Serialize};
@@ -161,7 +159,7 @@ 
    Files
    
         event_id: UUID4,
         ts_event: UnixNanos,
         ts_init: UnixNanos,
-    ) -> Result<Self> {
+    ) -> anyhow::Result<Self> {
         Ok(Self {
             trader_id,
             strategy_id,
diff --git a/nightly/core/src/nautilus_model/events/order/stubs.rs.html b/nightly/core/src/nautilus_model/events/order/stubs.rs.html
index d7d84197037e..cd6800d19e7f 100644
--- a/nightly/core/src/nautilus_model/events/order/stubs.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/stubs.rs.html
@@ -1,4 +1,4 @@
-stubs.rs - source
    
 
 use std::fmt::{Display, Formatter};
 
-use anyhow::Result;
 use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use serde::{Deserialize, Serialize};
@@ -158,7 +156,7 @@ 
    Files
    
         event_id: UUID4,
         ts_event: UnixNanos,
         ts_init: UnixNanos,
-    ) -> Result<Self> {
+    ) -> anyhow::Result<Self> {
         Ok(Self {
             trader_id,
             strategy_id,
diff --git a/nightly/core/src/nautilus_model/events/order/triggered.rs.html b/nightly/core/src/nautilus_model/events/order/triggered.rs.html
index 6856f423a750..df9f810f6190 100644
--- a/nightly/core/src/nautilus_model/events/order/triggered.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/triggered.rs.html
@@ -1,4 +1,4 @@
-triggered.rs - source
    
 108
 109
 110
-111
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -128,7 +127,6 @@ 
    Files
    
 
     use std::fmt::Display;
 
-use anyhow::Result;
 use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use serde::{Deserialize, Serialize};
@@ -172,7 +170,7 @@ 
    Files
    
         reconciliation: bool,
         venue_order_id: Option<VenueOrderId>,
         account_id: Option<AccountId>,
-    ) -> Result<Self> {
+    ) -> anyhow::Result<Self> {
         Ok(Self {
             trader_id,
             strategy_id,
diff --git a/nightly/core/src/nautilus_model/events/order/updated.rs.html b/nightly/core/src/nautilus_model/events/order/updated.rs.html
index 9319c9d74b51..3b90a5f6f2d4 100644
--- a/nightly/core/src/nautilus_model/events/order/updated.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/updated.rs.html
@@ -1,4 +1,4 @@
-updated.rs - source
    
 121
 122
 123
-124
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -141,7 +140,6 @@ 
    Files
    
 
     use std::fmt::{Display, Formatter};
 
-use anyhow::Result;
 use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use serde::{Deserialize, Serialize};
@@ -194,7 +192,7 @@ 
    Files
    
         account_id: Option<AccountId>,
         price: Option<Price>,
         trigger_price: Option<Price>,
-    ) -> Result<Self> {
+    ) -> anyhow::Result<Self> {
         Ok(Self {
             trader_id,
             strategy_id,
diff --git a/nightly/core/src/nautilus_model/events/position/changed.rs.html b/nightly/core/src/nautilus_model/events/position/changed.rs.html
index bb6fc446edbb..0e06cbabed44 100644
--- a/nightly/core/src/nautilus_model/events/position/changed.rs.html
+++ b/nightly/core/src/nautilus_model/events/position/changed.rs.html
@@ -1,4 +1,4 @@
-changed.rs - source
    
             currency,
             price_precision,
             price_increment,
+            size_precision: 0,
+            size_increment: Quantity::from("1"),
             multiplier,
             lot_size,
+            margin_init: margin_init.unwrap_or(0.into()),
+            margin_maint: margin_maint.unwrap_or(0.into()),
             max_quantity,
-            min_quantity,
+            min_quantity: Some(min_quantity.unwrap_or(1.into())),
             max_price,
             min_price,
             ts_event,
diff --git a/nightly/core/src/nautilus_model/instruments/mod.rs.html b/nightly/core/src/nautilus_model/instruments/mod.rs.html
index 93b43318aad9..89e94587753c 100644
--- a/nightly/core/src/nautilus_model/instruments/mod.rs.html
+++ b/nightly/core/src/nautilus_model/instruments/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
 148
 149
 150
-151
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -180,7 +179,6 @@ 
    Files
    
 #[cfg(feature = "stubs")]
 pub mod stubs;
 
-use anyhow::Result;
 use nautilus_core::time::UnixNanos;
 use rust_decimal::Decimal;
 use rust_decimal_macros::dec;
@@ -252,12 +250,12 @@ 
    Files
    
     fn ts_init(&self) -> UnixNanos;
 
     /// Creates a new price from the given `value` with the correct price precision for the instrument.
-    fn make_price(&self, value: f64) -> Result<Price> {
+        fn make_price(&self, value: f64) -> anyhow::Result<Price> {
         Price::new(value, self.price_precision())
     }
 
     /// Creates a new quantity from the given `value` with the correct size precision for the instrument.
-    fn make_qty(&self, value: f64) -> Result<Quantity> {
+    fn make_qty(&self, value: f64) -> anyhow::Result<Quantity> {
         Quantity::new(value, self.size_precision())
     }
 
diff --git a/nightly/core/src/nautilus_model/instruments/options_contract.rs.html b/nightly/core/src/nautilus_model/instruments/options_contract.rs.html
index d5bc6ee1b174..0d8315b2903d 100644
--- a/nightly/core/src/nautilus_model/instruments/options_contract.rs.html
+++ b/nightly/core/src/nautilus_model/instruments/options_contract.rs.html
@@ -1,4 +1,4 @@
-options_contract.rs - source
    
 225
 226
 227
+228
+229
+230
+231
+232
+233
+234
+235
+236
+237
+238
+239
+240
+241
+242
+243
+244
+245
+246
+247
+248
+249
+250
+251
+252
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -247,8 +272,13 @@ 
    Files
    
     hash::{Hash, Hasher},
 };
 
-use anyhow::Result;
-use nautilus_core::time::UnixNanos;
+use nautilus_core::{
+    correctness::{
+        check_equal_u8, check_positive_i64, check_valid_string, check_valid_string_optional,
+    },
+    time::UnixNanos,
+};
+use rust_decimal::Decimal;
 use serde::{Deserialize, Serialize};
 use ustr::Ustr;
 
@@ -280,8 +310,12 @@ 
    Files
    
     pub currency: Currency,
     pub price_precision: u8,
     pub price_increment: Price,
+    pub size_increment: Quantity,
+    pub size_precision: u8,
     pub multiplier: Quantity,
     pub lot_size: Quantity,
+    pub margin_init: Decimal,
+    pub margin_maint: Decimal,
     pub max_quantity: Option<Quantity>,
     pub min_quantity: Option<Quantity>,
     pub max_price: Option<Price>,
@@ -311,9 +345,21 @@ 
    Files
    
         min_quantity: Option<Quantity>,
         max_price: Option<Price>,
         min_price: Option<Price>,
+        margin_init: Option<Decimal>,
+        margin_maint: Option<Decimal>,
         ts_event: UnixNanos,
         ts_init: UnixNanos,
-    ) -> Result<Self> {
+    ) -> anyhow::Result<Self> {
+        check_valid_string_optional(exchange.map(|u| u.as_str()), stringify!(isin))?;
+        check_valid_string(underlying.as_str(), stringify!(underlying))?;
+        check_equal_u8(
+            price_precision,
+            price_increment.precision,
+            stringify!(price_precision),
+            stringify!(price_increment.precision),
+        )?;
+        check_positive_i64(price_increment.raw, stringify!(price_increment.raw))?;
+
         Ok(Self {
             id,
             raw_symbol,
@@ -327,12 +373,16 @@ 
    Files
    
             currency,
             price_precision,
             price_increment,
+            size_precision: 0,
+            size_increment: Quantity::from("1"),
             multiplier,
             lot_size,
             max_quantity,
-            min_quantity,
+            min_quantity: Some(min_quantity.unwrap_or(1.into())),
             max_price,
             min_price,
+            margin_init: margin_init.unwrap_or(0.into()),
+            margin_maint: margin_maint.unwrap_or(0.into()),
             ts_event,
             ts_init,
         })
diff --git a/nightly/core/src/nautilus_model/instruments/options_spread.rs.html b/nightly/core/src/nautilus_model/instruments/options_spread.rs.html
index 61b49a1d110a..2de713ba1c33 100644
--- a/nightly/core/src/nautilus_model/instruments/options_spread.rs.html
+++ b/nightly/core/src/nautilus_model/instruments/options_spread.rs.html
@@ -1,4 +1,4 @@
-options_spread.rs - source
    
 221
 222
 223
+224
+225
+226
+227
+228
+229
+230
+231
+232
+233
+234
+235
+236
+237
+238
+239
+240
+241
+242
+243
+244
+245
+246
+247
+248
+249
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -243,8 +269,13 @@ 
    Files
    
     hash::{Hash, Hasher},
 };
 
-use anyhow::Result;
-use nautilus_core::time::UnixNanos;
+use nautilus_core::{
+    correctness::{
+        check_equal_u8, check_positive_i64, check_valid_string, check_valid_string_optional,
+    },
+    time::UnixNanos,
+};
+use rust_decimal::Decimal;
 use serde::{Deserialize, Serialize};
 use ustr::Ustr;
 
@@ -275,8 +306,12 @@ 
    Files
    
     pub currency: Currency,
     pub price_precision: u8,
     pub price_increment: Price,
+    pub size_increment: Quantity,
+    pub size_precision: u8,
     pub multiplier: Quantity,
     pub lot_size: Quantity,
+    pub margin_init: Decimal,
+    pub margin_maint: Decimal,
     pub max_quantity: Option<Quantity>,
     pub min_quantity: Option<Quantity>,
     pub max_price: Option<Price>,
@@ -301,13 +336,26 @@ 
    Files
    
         price_increment: Price,
         multiplier: Quantity,
         lot_size: Quantity,
+        margin_init: Option<Decimal>,
+        margin_maint: Option<Decimal>,
         max_quantity: Option<Quantity>,
         min_quantity: Option<Quantity>,
         max_price: Option<Price>,
         min_price: Option<Price>,
         ts_event: UnixNanos,
         ts_init: UnixNanos,
-    ) -> Result<Self> {
+    ) -> anyhow::Result<Self> {
+        check_valid_string_optional(exchange.map(|u| u.as_str()), stringify!(isin))?;
+        check_valid_string(underlying.as_str(), stringify!(underlying))?;
+        check_valid_string(strategy_type.as_str(), stringify!(strategy_type))?;
+        check_equal_u8(
+            price_precision,
+            price_increment.precision,
+            stringify!(price_precision),
+            stringify!(price_increment.precision),
+        )?;
+        check_positive_i64(price_increment.raw, stringify!(price_increment.raw))?;
+
         Ok(Self {
             id,
             raw_symbol,
@@ -320,10 +368,14 @@ 
    Files
    
             currency,
             price_precision,
             price_increment,
+            size_precision: 0,
+            size_increment: Quantity::from("1"),
             multiplier,
             lot_size,
+            margin_init: margin_init.unwrap_or(0.into()),
+            margin_maint: margin_maint.unwrap_or(0.into()),
             max_quantity,
-            min_quantity,
+            min_quantity: Some(min_quantity.unwrap_or(1.into())),
             max_price,
             min_price,
             ts_event,
diff --git a/nightly/core/src/nautilus_model/instruments/stubs.rs.html b/nightly/core/src/nautilus_model/instruments/stubs.rs.html
index 057b7399e16c..c49ea3e48e11 100644
--- a/nightly/core/src/nautilus_model/instruments/stubs.rs.html
+++ b/nightly/core/src/nautilus_model/instruments/stubs.rs.html
@@ -1,4 +1,4 @@
-stubs.rs - source
    
 420
 421
 422
+423
+424
+425
+426
+427
+428
+429
+430
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -506,7 +514,7 @@ 
    Files
    
         Currency::from("USDT"),
         false,
         2,
-        0,
+        3,
         Price::from("0.01"),
         Quantity::from("0.001"),
         dec!(0.0002),
@@ -742,6 +750,8 @@ 
    Files
    
         None,
         None,
         None,
+        None,
+        None,
         0,
         0,
     )
@@ -774,6 +784,8 @@ 
    Files
    
         None,
         None,
         None,
+        None,
+        None,
         0,
         0,
     )
@@ -807,6 +819,8 @@ 
    Files
    
         None,
         None,
         None,
+        None,
+        None,
         0,
         0,
     )
@@ -839,6 +853,8 @@ 
    Files
    
         None,
         None,
         None,
+        None,
+        None,
         0,
         0,
     )
diff --git a/nightly/core/src/nautilus_model/instruments/synthetic.rs.html b/nightly/core/src/nautilus_model/instruments/synthetic.rs.html
index c98cee46804a..2ce10c1fbb9f 100644
--- a/nightly/core/src/nautilus_model/instruments/synthetic.rs.html
+++ b/nightly/core/src/nautilus_model/instruments/synthetic.rs.html
@@ -1,4 +1,4 @@
-synthetic.rs - source
    
 229
 230
 231
-232
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -252,7 +251,6 @@ 
    Files
    
     hash::{Hash, Hasher},
 };
 
-use anyhow::{anyhow, Result};
 use evalexpr::{ContextWithMutableVariables, HashMapContext, Node, Value};
 use nautilus_core::time::UnixNanos;
 
@@ -289,7 +287,7 @@ 
    Files
    
         formula: String,
         ts_event: UnixNanos,
         ts_init: UnixNanos,
-    ) -> Result<Self, anyhow::Error> {
+    ) -> anyhow::Result<Self> {
         let price_increment = Price::new(10f64.powi(-i32::from(price_precision)), price_precision)?;
 
         // Extract variables from the component instruments
@@ -319,7 +317,7 @@ 
    Files
    
         evalexpr::build_operator_tree(formula).is_ok()
     }
 
-    pub fn change_formula(&mut self, formula: String) -> Result<(), anyhow::Error> {
+    pub fn change_formula(&mut self, formula: String) -> anyhow::Result<()> {
         let operator_tree = evalexpr::build_operator_tree(&formula)?;
         self.formula = formula;
         self.operator_tree = operator_tree;
@@ -329,7 +327,7 @@ 
    Files
    
     /// Calculates the price of the synthetic instrument based on the given component input prices
     /// provided as a map.
     #[allow(dead_code)]
-    pub fn calculate_from_map(&mut self, inputs: &HashMap<String, f64>) -> Result<Price> {
+        pub fn calculate_from_map(&mut self, inputs: &HashMap<String, f64>) -> anyhow::Result<Price> {
         let mut input_values = Vec::new();
 
         for variable in &self.variables {
@@ -347,9 +345,9 @@ 
    Files
    
 
     /// Calculates the price of the synthetic instrument based on the given component input prices
     /// provided as an array of `f64` values.
-    pub fn calculate(&mut self, inputs: &[f64]) -> Result<Price> {
+        pub fn calculate(&mut self, inputs: &[f64]) -> anyhow::Result<Price> {
         if inputs.len() != self.variables.len() {
-            return Err(anyhow!("Invalid number of input values"));
+            return Err(anyhow::anyhow!("Invalid number of input values"));
         }
 
         for (variable, input) in self.variables.iter().zip(inputs) {
@@ -361,7 +359,7 @@ 
    Files
    
 
         match result {
             Value::Float(price) => Price::new(price, self.price_precision),
-            _ => Err(anyhow!(
+            _ => Err(anyhow::anyhow!(
                 "Failed to evaluate formula to a floating point number"
             )),
         }
diff --git a/nightly/core/src/nautilus_model/lib.rs.html b/nightly/core/src/nautilus_model/lib.rs.html
index 367916aa4f7a..3749e631497e 100644
--- a/nightly/core/src/nautilus_model/lib.rs.html
+++ b/nightly/core/src/nautilus_model/lib.rs.html
@@ -1,4 +1,4 @@
-lib.rs - source
    
         tags: Option<Ustr>,
         init_id: UUID4,
         ts_init: UnixNanos,
-    ) -> Self {
-        Self {
+    ) -> anyhow::Result<Self> {
+        Ok(Self {
             core: OrderCore::new(
                 trader_id,
                 strategy_id,
@@ -497,7 +496,7 @@ 
    Files
    
             is_post_only: post_only,
             display_qty,
             trigger_instrument_id,
-        }
+        })
     }
 }
 
@@ -766,6 +765,7 @@ 
    Files
    
             event.event_id,
             event.ts_event,
         )
-    }
+        .unwrap() // SAFETY: From can panic
+    }
 }
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/orders/limit_if_touched.rs.html b/nightly/core/src/nautilus_model/orders/limit_if_touched.rs.html index 52cc79011b51..f81ecb840576 100644 --- a/nightly/core/src/nautilus_model/orders/limit_if_touched.rs.html +++ b/nightly/core/src/nautilus_model/orders/limit_if_touched.rs.html @@ -1,4 +1,4 @@ -limit_if_touched.rs - source
    } impl LimitIfTouchedOrder { - #[must_use] - #[allow(clippy::too_many_arguments)] + #[allow(clippy::too_many_arguments)] pub fn new( trader_id: TraderId, strategy_id: StrategyId, @@ -487,8 +486,8 @@

    Files

    tags: Option<Ustr>, init_id: UUID4, ts_init: UnixNanos, - ) -> Self { - Self { + ) -> anyhow::Result<Self> { + Ok(Self { core: OrderCore::new( trader_id, strategy_id, @@ -521,7 +520,7 @@

    Files

    trigger_instrument_id, is_triggered: false, ts_triggered: None, - } + }) } } @@ -796,6 +795,7 @@

    Files

    event.event_id, event.ts_event, ) - } + .unwrap() // SAFETY: From can panic + } }     \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/orders/market.rs.html b/nightly/core/src/nautilus_model/orders/market.rs.html index f37edc3b58d0..da659a068c19 100644 --- a/nightly/core/src/nautilus_model/orders/market.rs.html +++ b/nightly/core/src/nautilus_model/orders/market.rs.html @@ -1,4 +1,4 @@ -market.rs - source
    397 398 399 -400 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -420,7 +419,6 @@ 
    Files
    
     ops::{Deref, DerefMut},
 };
 
-use anyhow::{bail, Result};
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use ustr::Ustr;
 
@@ -475,10 +473,10 @@ 
    Files
    
         exec_algorithm_params: Option<HashMap<Ustr, Ustr>>,
         exec_spawn_id: Option<ClientOrderId>,
         tags: Option<Ustr>,
-    ) -> Result<Self> {
+    ) -> anyhow::Result<Self> {
         check_quantity_positive(quantity)?;
         if time_in_force == TimeInForce::Gtd {
-            bail!("{}", "GTD not supported for Market orders");
+            anyhow::bail!("{}", "GTD not supported for Market orders");
         }
 
         Ok(Self {
@@ -758,8 +756,8 @@ 
    Files
    
             event.exec_spawn_id,
             event.tags,
         )
-        .unwrap()
-    }
+        .unwrap() // SAFETY: From can panic
+    }
 }
 
 ////////////////////////////////////////////////////////////////////////////////
diff --git a/nightly/core/src/nautilus_model/orders/market_if_touched.rs.html b/nightly/core/src/nautilus_model/orders/market_if_touched.rs.html
index edf96dd7e3f3..20f12bf42efb 100644
--- a/nightly/core/src/nautilus_model/orders/market_if_touched.rs.html
+++ b/nightly/core/src/nautilus_model/orders/market_if_touched.rs.html
@@ -1,4 +1,4 @@
-market_if_touched.rs - source
    
 384
 385
 386
-387
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -443,8 +442,7 @@ 
    Files
    
 }
 
 impl MarketIfTouchedOrder {
-    #[must_use]
-    #[allow(clippy::too_many_arguments)]
+    #[allow(clippy::too_many_arguments)]
     pub fn new(
         trader_id: TraderId,
         strategy_id: StrategyId,
@@ -471,8 +469,8 @@ 
    Files
    
         tags: Option<Ustr>,
         init_id: UUID4,
         ts_init: UnixNanos,
-    ) -> Self {
-        Self {
+    ) -> anyhow::Result<Self> {
+        Ok(Self {
             core: OrderCore::new(
                 trader_id,
                 strategy_id,
@@ -503,7 +501,7 @@ 
    Files
    
             trigger_instrument_id,
             is_triggered: false,
             ts_triggered: None,
-        }
+        })
     }
 }
 
@@ -771,7 +769,7 @@ 
    Files
    
             event.tags,
             event.event_id,
             event.ts_event,
-        )
-    }
+        ).unwrap() // SAFETY: From can panic
+    }
 }
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/orders/market_to_limit.rs.html b/nightly/core/src/nautilus_model/orders/market_to_limit.rs.html index 2ccbabc3c684..10272d7bcaa7 100644 --- a/nightly/core/src/nautilus_model/orders/market_to_limit.rs.html +++ b/nightly/core/src/nautilus_model/orders/market_to_limit.rs.html @@ -1,4 +1,4 @@ -market_to_limit.rs - source
    } impl MarketToLimitOrder { - #[must_use] - #[allow(clippy::too_many_arguments)] + #[allow(clippy::too_many_arguments)] pub fn new( trader_id: TraderId, strategy_id: StrategyId, @@ -453,8 +452,8 @@

    Files

    tags: Option<Ustr>, init_id: UUID4, ts_init: UnixNanos, - ) -> Self { - Self { + ) -> anyhow::Result<Self> { + Ok(Self { core: OrderCore::new( trader_id, strategy_id, @@ -482,7 +481,7 @@

    Files

    expire_time, is_post_only: post_only, display_qty, - } + }) } } @@ -746,6 +745,7 @@

    Files

    event.event_id, event.ts_event, ) - } + .unwrap() // SAFETY: From can panic + } }     \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/orders/mod.rs.html b/nightly/core/src/nautilus_model/orders/mod.rs.html index 5783dc9748be..9e2207b5263e 100644 --- a/nightly/core/src/nautilus_model/orders/mod.rs.html +++ b/nightly/core/src/nautilus_model/orders/mod.rs.html @@ -1,4 +1,4 @@ -mod.rs - source
    tags: Option<Ustr>, init_id: UUID4, ts_init: UnixNanos, - ) -> Self { - Self { + ) -> anyhow::Result<Self> { + Ok(Self { core: OrderCore::new( trader_id, strategy_id, @@ -521,7 +520,7 @@

    Files

    trigger_instrument_id, is_triggered: false, ts_triggered: None, - } + }) } } @@ -796,6 +795,7 @@

    Files

    event.event_id, event.ts_event, ) - } + .unwrap() // SAFETY: From can panic + } }     \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/orders/stop_market.rs.html b/nightly/core/src/nautilus_model/orders/stop_market.rs.html index 0a653d455ce1..9947f1ac3bdb 100644 --- a/nightly/core/src/nautilus_model/orders/stop_market.rs.html +++ b/nightly/core/src/nautilus_model/orders/stop_market.rs.html @@ -1,4 +1,4 @@ -stop_market.rs - source
    } impl StopMarketOrder { - #[must_use] - #[allow(clippy::too_many_arguments)] + #[allow(clippy::too_many_arguments)] pub fn new( trader_id: TraderId, strategy_id: StrategyId, @@ -473,8 +472,8 @@

    Files

    tags: Option<Ustr>, init_id: UUID4, ts_init: UnixNanos, - ) -> Self { - Self { + ) -> anyhow::Result<Self> { + Ok(Self { core: OrderCore::new( trader_id, strategy_id, @@ -505,7 +504,7 @@

    Files

    trigger_instrument_id, is_triggered: false, ts_triggered: None, - } + }) } } @@ -774,6 +773,7 @@

    Files

    event.event_id, event.ts_event, ) - } + .unwrap() // SAFETY: From can panic + } } \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/orders/stubs.rs.html b/nightly/core/src/nautilus_model/orders/stubs.rs.html index f996ba88e346..fcc94333db6f 100644 --- a/nightly/core/src/nautilus_model/orders/stubs.rs.html +++ b/nightly/core/src/nautilus_model/orders/stubs.rs.html @@ -1,4 +1,4 @@ -stubs.rs - source
    224 225 226 +227 +228 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -406,6 +408,7 @@ 
    Files
    
             UUID4::new(),
             12_321_312_321_312,
         )
+        .unwrap()
     }
 
     #[must_use]
@@ -450,6 +453,7 @@ 
    Files
    
             UUID4::new(),
             12_321_312_321_312,
         )
+        .unwrap()
     }
 }
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/orders/trailing_stop_limit.rs.html b/nightly/core/src/nautilus_model/orders/trailing_stop_limit.rs.html index 8a49dfbef917..08a582353e41 100644 --- a/nightly/core/src/nautilus_model/orders/trailing_stop_limit.rs.html +++ b/nightly/core/src/nautilus_model/orders/trailing_stop_limit.rs.html @@ -1,4 +1,4 @@ -trailing_stop_limit.rs - source
    408 409 410 -411 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -472,8 +471,7 @@ 
    Files
    
 }
 
 impl TrailingStopLimitOrder {
-    #[must_use]
-    #[allow(clippy::too_many_arguments)]
+    #[allow(clippy::too_many_arguments)]
     pub fn new(
         trader_id: TraderId,
         strategy_id: StrategyId,
@@ -505,8 +503,8 @@ 
    Files
    
         tags: Option<Ustr>,
         init_id: UUID4,
         ts_init: UnixNanos,
-    ) -> Self {
-        Self {
+    ) -> anyhow::Result<Self> {
+        Ok(Self {
             core: OrderCore::new(
                 trader_id,
                 strategy_id,
@@ -542,7 +540,7 @@ 
    Files
    
             trigger_instrument_id,
             is_triggered: false,
             ts_triggered: None,
-        }
+        })
     }
 }
 
@@ -819,7 +817,7 @@ 
    Files
    
             event.tags,
             event.event_id,
             event.ts_event,
-        )
-    }
+        ).unwrap() // SAFETY: From can panic
+    }
 }
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/orders/trailing_stop_market.rs.html b/nightly/core/src/nautilus_model/orders/trailing_stop_market.rs.html index ea9e5ee33212..4db2df2b2f7f 100644 --- a/nightly/core/src/nautilus_model/orders/trailing_stop_market.rs.html +++ b/nightly/core/src/nautilus_model/orders/trailing_stop_market.rs.html @@ -1,4 +1,4 @@ -trailing_stop_market.rs - source
    393 394 395 -396 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -455,8 +454,7 @@ 
    Files
    
 }
 
 impl TrailingStopMarketOrder {
-    #[must_use]
-    #[allow(clippy::too_many_arguments)]
+    #[allow(clippy::too_many_arguments)]
     pub fn new(
         trader_id: TraderId,
         strategy_id: StrategyId,
@@ -485,8 +483,8 @@ 
    Files
    
         tags: Option<Ustr>,
         init_id: UUID4,
         ts_init: UnixNanos,
-    ) -> Self {
-        Self {
+    ) -> anyhow::Result<Self> {
+        Ok(Self {
             core: OrderCore::new(
                 trader_id,
                 strategy_id,
@@ -519,7 +517,7 @@ 
    Files
    
             trigger_instrument_id,
             is_triggered: false,
             ts_triggered: None,
-        }
+        })
     }
 }
 
@@ -789,7 +787,7 @@ 
    Files
    
             event.tags,
             event.event_id,
             event.ts_event,
-        )
-    }
+        ).unwrap() // SAFETY: From can panic
+    }
 }
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/position.rs.html b/nightly/core/src/nautilus_model/position.rs.html index e33382f5cf55..266288564348 100644 --- a/nightly/core/src/nautilus_model/position.rs.html +++ b/nightly/core/src/nautilus_model/position.rs.html @@ -1,4 +1,4 @@ -position.rs - source
    2076 2077 2078 -2079 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -2100,7 +2099,6 @@ 
    Files
    
     hash::{Hash, Hasher},
 };
 
-use anyhow::Result;
 use nautilus_core::time::UnixNanos;
 use serde::{Deserialize, Serialize};
 
@@ -2163,7 +2161,7 @@ 
    Files
    
 }
 
 impl Position {
-    pub fn new<T: Instrument>(instrument: T, fill: OrderFilled) -> Result<Self> {
+    pub fn new<T: Instrument>(instrument: T, fill: OrderFilled) -> anyhow::Result<Self> {
         assert_eq!(instrument.id(), fill.instrument_id);
         assert!(fill.position_id.is_some());
         assert_ne!(fill.order_side, OrderSide::NoOrderSide);
diff --git a/nightly/core/src/nautilus_model/python/common.rs.html b/nightly/core/src/nautilus_model/python/common.rs.html
index 4ddbd200d791..1fcacbff6001 100644
--- a/nightly/core/src/nautilus_model/python/common.rs.html
+++ b/nightly/core/src/nautilus_model/python/common.rs.html
@@ -1,4 +1,4 @@
-common.rs - source