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UserDataConfig

Struct UserDataConfig 

pub struct UserDataConfig {
    pub alor: AlorConfig,
    pub source: Arc<str>,
    pub order_state_buffer: usize,
    pub reconnect_min: Duration,
    pub reconnect_max: Duration,
    pub subscribe_ack_timeout: Duration,
    pub price_grid: PriceGrid,
}
Expand description

Settings of UserDataConnector.

The portfolio and the exchange come from the alor config: see AlorConfig::portfolio.

§Examples

use brokapi_alor_protocol::config::AlorConfig;
use brokapi_alor::UserDataConfig;

let alor = AlorConfig::new("refresh-token".into()).with_portfolio("D12345");
let mut cfg = UserDataConfig::new(alor, "alor-ud");
assert_eq!(cfg.order_state_buffer, 1024);
// A bigger buffer gives a slow bot more room before an overflow closes the trading gate.
cfg.order_state_buffer = 4096;

Fields§

§alor: AlorConfig

Client settings of the ALOR API: refresh token, contour, timeouts, endpoints, portfolio, exchange.

§source: Arc<str>

Envelope source label, e.g. "alor-ud".

§order_state_buffer: usize

Capacity of the lossless buffer of each order state and execution subscription (default 1024 events). When it is full, the subscription reports an overflow and the connector becomes degraded: commands are refused until the next successful reconcile.

§reconnect_min: Duration

Pause before the first reconnect of the WebSocket, doubling up to reconnect_max (default 0.5 s).

§reconnect_max: Duration

Upper bound of the pause (default 30 s).

§subscribe_ack_timeout: Duration

How long a subscribe_* call waits for the broker to confirm the subscription (default 3 s), see MarketDataConfig::subscribe_ack_timeout.

§price_grid: PriceGrid

Price steps and lot sizes the connector checks orders against (default: empty, only the lot sizes the connector reads from the broker). Fill it with [PriceGrid::learn] from the trading parameters of the instruments you trade. A price off the step is then refused with Rejected (price_off_step) before anything is sent.

Implementations§

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impl UserDataConfig

pub fn new(alor: AlorConfig, source: impl Into<Arc<str>>) -> UserDataConfig

Creates a config with the default buffer (1024 events) and the default reconnect pauses.

source is the label put in every Envelope this connector emits.

Trait Implementations§

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impl Clone for UserDataConfig

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fn clone(&self) -> UserDataConfig

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for UserDataConfig

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

Formats the value using the given formatter. Read more

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