tai v0.0.18 Tai.Trading.OrderStore
ETS backed store for the local state of orders
Link to this section Summary
Functions
The cancel request has been accepted by the venue. The result of the canceled order is received in the stream.
The create request has been accepted by the venue. The result of the created order is received in the stream.
Return a list of all orders currently stored in the ETS table
The order was successfully amended on the venue
There was an error amending the order on the venue
The order was successfully canceled on the venue
There was an error canceling the order on the venue
Returns a specification to start this module under a supervisor.
Return the count of all orders currently stored in the ETS table
There was an error creating the order on the venue
Enqueue an order from the submission and insert it into the ETS table
The order was not filled or partially filled and removed from the order book
The order was fully filled and removed from the order book
Return the order in the ETS table that matches the given client_id
Invoked when the server is started. start_link/3
or start/3
will
block until it returns.
The order has been created on the venue and is passively sitting in the order book waiting to be filled
An open order has been successfully canceled
An open order has been fully filled
An open order has been partially filled
The order is going to be sent to the venue to be amended
The order is going to be sent to the venue to be canceled
The order was not accepted by the venue. It most likely didn't pass validation on the venue.
Bypass sending the order to the venue
Link to this section Types
client_id()
client_id() :: Tai.Trading.Order.client_id()
client_id() :: Tai.Trading.Order.client_id()
order()
order() :: Tai.Trading.Order.t()
order() :: Tai.Trading.Order.t()
passive_cancel_required()
passive_cancel_required() ::
:open
| :expired
| :filled
| :pending_amend
| :amend
| :amend_error
| :pending_cancel
passive_cancel_required() :: :open | :expired | :filled | :pending_amend | :amend | :amend_error | :pending_cancel
passive_fills_required()
passive_fills_required() ::
:open | :pending_amend | :pending_cancel | :amend_error | :cancel_error
passive_fills_required() :: :open | :pending_amend | :pending_cancel | :amend_error | :cancel_error
submission()
submission() :: Tai.Trading.OrderSubmissions.Factory.submission()
submission() :: Tai.Trading.OrderSubmissions.Factory.submission()
venue_order_id()
venue_order_id() :: Tai.Trading.Order.venue_order_id()
venue_order_id() :: Tai.Trading.Order.venue_order_id()
Link to this section Functions
accept_cancel(client_id, last_venue_timestamp)
accept_cancel(client_id(), DateTime.t()) ::
{:ok, {old :: order(), updated :: order()}}
| {:error,
:not_found
| {:invalid_status, current :: atom(), required :: :pending_cancel}}
accept_cancel(client_id(), DateTime.t()) :: {:ok, {old :: order(), updated :: order()}} | {:error, :not_found | {:invalid_status, current :: atom(), required :: :pending_cancel}}
The cancel request has been accepted by the venue. The result of the canceled order is received in the stream.
accept_create(client_id, venue_order_id, last_received_at, last_venue_timestamp)
accept_create(client_id(), venue_order_id(), DateTime.t(), DateTime.t()) ::
{:ok, {old :: order(), updated :: order()}}
| {:error,
:not_found | {:invalid_status, current :: atom(), required :: :enqueued}}
accept_create(client_id(), venue_order_id(), DateTime.t(), DateTime.t()) :: {:ok, {old :: order(), updated :: order()}} | {:error, :not_found | {:invalid_status, current :: atom(), required :: :enqueued}}
The create request has been accepted by the venue. The result of the created order is received in the stream.
all()
all() :: [] | [order()]
all() :: [] | [order()]
Return a list of all orders currently stored in the ETS table
amend(client_id, price, leaves_qty, last_received_at, last_venue_timestamp)
amend(client_id(), Decimal.t(), Decimal.t(), DateTime.t(), DateTime.t()) ::
{:ok, {old :: order(), updated :: order()}}
| {:error,
:not_found
| {:invalid_status, current :: atom(), required :: :pending_amend}}
amend(client_id(), Decimal.t(), Decimal.t(), DateTime.t(), DateTime.t()) :: {:ok, {old :: order(), updated :: order()}} | {:error, :not_found | {:invalid_status, current :: atom(), required :: :pending_amend}}
The order was successfully amended on the venue
amend_error(client_id, reason, last_received_at)
There was an error amending the order on the venue
cancel(client_id, last_venue_timestamp)
cancel(client_id(), DateTime.t()) ::
{:ok, {old :: order(), updated :: order()}}
| {:error,
:not_found
| {:invalid_status, current :: atom(), required :: :pending_cancel}}
cancel(client_id(), DateTime.t()) :: {:ok, {old :: order(), updated :: order()}} | {:error, :not_found | {:invalid_status, current :: atom(), required :: :pending_cancel}}
The order was successfully canceled on the venue
cancel_error(client_id, reason, last_received_at)
There was an error canceling the order on the venue
child_spec(init_arg)
Returns a specification to start this module under a supervisor.
See Supervisor
.
count()
count() :: non_neg_integer()
count() :: non_neg_integer()
Return the count of all orders currently stored in the ETS table
create_error(client_id, error_reason, last_received_at)
There was an error creating the order on the venue
enqueue(submission)
enqueue(submission()) :: {:ok, order()} | no_return()
enqueue(submission()) :: {:ok, order()} | no_return()
Enqueue an order from the submission and insert it into the ETS table
expire(client_id, venue_order_id, avg_price, cumulative_qty, leaves_qty, last_received_at, last_venue_timestamp)
expire(
client_id(),
venue_order_id(),
Decimal.t(),
Decimal.t(),
Decimal.t(),
DateTime.t(),
DateTime.t()
) ::
{:ok, {old :: order(), updated :: order()}}
| {:error,
:not_found | {:invalid_status, current :: atom(), required :: :enqueued}}
expire( client_id(), venue_order_id(), Decimal.t(), Decimal.t(), Decimal.t(), DateTime.t(), DateTime.t() ) :: {:ok, {old :: order(), updated :: order()}} | {:error, :not_found | {:invalid_status, current :: atom(), required :: :enqueued}}
The order was not filled or partially filled and removed from the order book
fill(client_id, venue_order_id, avg_price, cumulative_qty, last_received_at, last_venue_timestamp)
fill(
client_id(),
venue_order_id(),
Decimal.t(),
Decimal.t(),
DateTime.t(),
DateTime.t()
) ::
{:ok, {old :: order(), updated :: order()}}
| {:error,
:not_found | {:invalid_status, current :: atom(), required :: :enqueued}}
fill( client_id(), venue_order_id(), Decimal.t(), Decimal.t(), DateTime.t(), DateTime.t() ) :: {:ok, {old :: order(), updated :: order()}} | {:error, :not_found | {:invalid_status, current :: atom(), required :: :enqueued}}
The order was fully filled and removed from the order book
find_by_client_id(client_id)
Return the order in the ETS table that matches the given client_id
init(state)
Invoked when the server is started. start_link/3
or start/3
will
block until it returns.
init_arg
is the argument term (second argument) passed to start_link/3
.
Returning {:ok, state}
will cause start_link/3
to return
{:ok, pid}
and the process to enter its loop.
Returning {:ok, state, timeout}
is similar to {:ok, state}
except handle_info(:timeout, state)
will be called after timeout
milliseconds if no messages are received within the timeout.
Returning {:ok, state, :hibernate}
is similar to {:ok, state}
except the process is hibernated before entering the loop. See
c:handle_call/3
for more information on hibernation.
Returning {:ok, state, {:continue, continue}}
is similar to
{:ok, state}
except that immediately after entering the loop
the c:handle_continue/2
callback will be invoked with the value
continue
as first argument.
Returning :ignore
will cause start_link/3
to return :ignore
and
the process will exit normally without entering the loop or calling
c:terminate/2
. If used when part of a supervision tree the parent
supervisor will not fail to start nor immediately try to restart the
GenServer
. The remainder of the supervision tree will be started
and so the GenServer
should not be required by other processes.
It can be started later with Supervisor.restart_child/2
as the child
specification is saved in the parent supervisor. The main use cases for
this are:
- The
GenServer
is disabled by configuration but might be enabled later. - An error occurred and it will be handled by a different mechanism than the
Supervisor
. Likely this approach involves callingSupervisor.restart_child/2
after a delay to attempt a restart.
Returning {:stop, reason}
will cause start_link/3
to return
{:error, reason}
and the process to exit with reason reason
without
entering the loop or calling c:terminate/2
.
Callback implementation for GenServer.init/1
.
open(client_id, venue_order_id, avg_price, cumulative_qty, leaves_qty, last_received_at, last_venue_timestamp)
open(
client_id(),
venue_order_id(),
Decimal.t(),
Decimal.t(),
Decimal.t(),
DateTime.t(),
DateTime.t()
) ::
{:ok, {old :: order(), updated :: order()}}
| {:error,
:not_found | {:invalid_status, current :: atom(), required :: :enqueued}}
open( client_id(), venue_order_id(), Decimal.t(), Decimal.t(), Decimal.t(), DateTime.t(), DateTime.t() ) :: {:ok, {old :: order(), updated :: order()}} | {:error, :not_found | {:invalid_status, current :: atom(), required :: :enqueued}}
The order has been created on the venue and is passively sitting in the order book waiting to be filled
passive_cancel(client_id, last_received_at, last_venue_timestamp)
passive_cancel(client_id(), DateTime.t(), DateTime.t()) ::
{:ok, {old :: order(), updated :: order()}}
| {:error,
:not_found
| {:invalid_status, current :: atom(), passive_cancel_required()}}
passive_cancel(client_id(), DateTime.t(), DateTime.t()) :: {:ok, {old :: order(), updated :: order()}} | {:error, :not_found | {:invalid_status, current :: atom(), passive_cancel_required()}}
An open order has been successfully canceled
passive_fill(client_id, cumulative_qty, last_received_at, last_venue_timestamp)
passive_fill(client_id(), Decimal.t(), DateTime.t(), DateTime.t()) ::
{:ok, {old :: order(), updated :: order()}}
| {:error,
:not_found | {:invalid_status, current :: atom(), passive_fills_required()}}
passive_fill(client_id(), Decimal.t(), DateTime.t(), DateTime.t()) :: {:ok, {old :: order(), updated :: order()}} | {:error, :not_found | {:invalid_status, current :: atom(), passive_fills_required()}}
An open order has been fully filled
passive_partial_fill(client_id, avg_price, cumulative_qty, leaves_qty, last_received_at, last_venue_timestamp)
passive_partial_fill(
client_id(),
Decimal.t(),
Decimal.t(),
Decimal.t(),
DateTime.t(),
DateTime.t()
) ::
{:ok, {old :: order(), updated :: order()}}
| {:error,
:not_found | {:invalid_status, current :: atom(), passive_fills_required()}}
passive_partial_fill( client_id(), Decimal.t(), Decimal.t(), Decimal.t(), DateTime.t(), DateTime.t() ) :: {:ok, {old :: order(), updated :: order()}} | {:error, :not_found | {:invalid_status, current :: atom(), passive_fills_required()}}
An open order has been partially filled
pend_amend(client_id, updated_at)
pend_amend(client_id(), DateTime.t()) ::
{:ok, {old :: order(), updated :: order()}}
| {:error,
:not_found
| {:invalid_status, current :: atom(), required :: :open | :amend_error}}
pend_amend(client_id(), DateTime.t()) :: {:ok, {old :: order(), updated :: order()}} | {:error, :not_found | {:invalid_status, current :: atom(), required :: :open | :amend_error}}
The order is going to be sent to the venue to be amended
pend_cancel(client_id, updated_at)
pend_cancel(client_id(), DateTime.t()) ::
{:ok, {old :: order(), updated :: order()}}
| {:error,
:not_found | {:invalid_status, current :: atom(), required :: :open}}
pend_cancel(client_id(), DateTime.t()) :: {:ok, {old :: order(), updated :: order()}} | {:error, :not_found | {:invalid_status, current :: atom(), required :: :open}}
The order is going to be sent to the venue to be canceled
reject(client_id, venue_order_id, last_received_at, last_venue_timestamp)
reject(client_id(), venue_order_id(), DateTime.t(), DateTime.t()) ::
{:ok, {old :: order(), updated :: order()}}
| {:error,
:not_found | {:invalid_status, current :: atom(), required :: :enqueued}}
reject(client_id(), venue_order_id(), DateTime.t(), DateTime.t()) :: {:ok, {old :: order(), updated :: order()}} | {:error, :not_found | {:invalid_status, current :: atom(), required :: :enqueued}}
The order was not accepted by the venue. It most likely didn't pass validation on the venue.
skip(client_id)
Bypass sending the order to the venue