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crates/cre8-app-capitalstrategy/src/execution.rs

cre8-app-capitalstrategy · module execution · src · 2,198 lines (1,733 code, 307 comment) · sha 4e6cf285a8f25ff8

Items

const RING_CAPACITY const PRICE_FRESHNESS_MS const L2_SHADOW_FRESHNESS_MS const FEE_SAFETY_MARGIN const UNMARKABLE_EXPIRY_GRACE_MS const INTERNAL_BOOK_EXCHANGE struct ExecutionState impl Default for ExecutionState static EXECUTION type LatestPriceMap struct MarkObservation struct ResolvedTradeOpen struct PreviewCandidate const MIN_HORIZON_MS const MAX_HORIZON_MS enum LegReturn struct SpreadSlippageReference impl SpreadSlippageReference struct SpreadDepthLevels struct SpreadFillPrices enum SpreadLevelSide const FEE_COMPONENT_FRACTION const L2_PRICE_SCALE

Functions

By call-graph weight (PageRank; 1.0 is the average function). 98 functions in all.

functionkindlinescyclomaticcallerscalleesweightcrystal
ExecutionState::defaultsrc/execution.rs:46trait impl141234
statesrc/execution.rs:156fn311613.7
sanitizesrc/execution.rs:2191fn321003.5
execution_config_from_envsrc/execution.rs:72fn399442.6
execution_rejectsrc/execution.rs:613fn31702.5
is_fresh_observationsrc/execution.rs:1504fn32202.4
lookup_latest_observationsrc/execution.rs:1428fn595422.3
gatesrc/execution.rs:605fn31802.3
latest_entry_snapshotsrc/execution.rs:1795fn72622.3
trade_log_snapshotsrc/execution.rs:1224fn411222.2
latest_tick_snapshotsrc/execution.rs:1764fn206422.1
try_execute_candidate_with_mandate_bindingsrc/execution.rs:829fn155112262.1
execution_horizon_mssrc/execution.rs:689fn82411.8
build_trade_logsrc/execution.rs:1229fn392231.8
lookup_latest_pricesrc/execution.rs:1424fn31411.5
provider_freshness_windowsrc/execution.rs:1492fn72101.5
weighted_depth_fillsrc/execution.rs:1985fn143101.4
string_array_from_valuesrc/execution.rs:1753fn61201.3
trade_logsrc/execution.rs:1217fn51531.3
mark_to_marketsrc/execution.rs:1005fn4987121.3
venue_cost_bpssrc/execution.rs:2019fn72201.3
try_execute_with_optional_mandate_bindingsrc/execution.rs:306fn221221.2
first_string_arraysrc/execution.rs:1760fn31101.2
try_execute_candidatesrc/execution.rs:820fn81711.2
compute_leg_fillssrc/execution.rs:1337fn678351.1
apply_margin_envsrc/execution.rs:115fn3816121
spread_level_sidesrc/execution.rs:1918fn104131
average_depth_fill_pricesrc/execution.rs:1969fn154111
empty_logsrc/execution.rs:1269fn161111
fee_floor_rejectionsrc/execution.rs:709fn173210.9
compute_trade_returnsrc/execution.rs:1286fn114520.9
signed_leg_returnsrc/execution.rs:1326fn31210.9
estimate_spread_slippagesrc/execution.rs:1847fn122460.9
weighted_leg_returnsrc/execution.rs:1304fn196130.9
entry_price_returnsrc/execution.rs:1405fn185110.9
canonical_asset_keysrc/execution.rs:1585fn311210.9
spread_buy_sell_legssrc/execution.rs:1960fn82300.9
refresh_trade_marginsrc/execution.rs:1092fn101130.8
apply_marksrc/execution.rs:1059fn172420.8
estimate_leg_impactsrc/execution.rs:2082fn4511330.8
candidate_asset_listsrc/execution.rs:1726fn265110.8
preview_executesrc/execution.rs:331fn131340.8
SpreadSlippageReference::is_buy_venuesrc/execution.rs:1875method52100.8
buy_venue_spread_sidesrc/execution.rs:1929fn32100.8
sell_venue_spread_sidesrc/execution.rs:1933fn32100.8
empty_previewsrc/execution.rs:577fn271300.8
estimate_trade_impactsrc/execution.rs:2134fn345140.8
resolve_trade_opensrc/execution.rs:1515fn3164100.8
push_preview_fee_gatesrc/execution.rs:535fn141210.7
collect_open_trade_assetssrc/execution.rs:1165fn124100.7
latest_prices_for_assetsrc/execution.rs:1178fn216130.7
trade_greekssrc/execution.rs:1106fn236160.7
spread_slippage_rejectionsrc/execution.rs:727fn284140.7
leg_impact_fallbacksrc/execution.rs:2049fn281110.7
close_marked_tradesrc/execution.rs:1078fn112320.7
trade_cost_bpssrc/execution.rs:2000fn165210.7
halt_statussrc/execution.rs:816fn31310.7
build_directional_legssrc/execution.rs:1711fn143220.7
build_spread_legssrc/execution.rs:1617fn668320.7
execution_asset_refsrc/execution.rs:669fn62200.7
record_latest_provider_pricesrc/execution.rs:1200fn152100.7
preview_execute_candidatesrc/execution.rs:345fn441270.7
try_executesrc/execution.rs:289fn31310.7
effective_trade_cost_bpssrc/execution.rs:2177fn133320.7
rehydrate_tradessrc/execution.rs:171fn313130.7
update_configsrc/execution.rs:210fn62520.6
resume_tradingsrc/execution.rs:805fn92320.6
missing_entry_pricesrc/execution.rs:676fn32200.6
open_gross_notionalsrc/execution.rs:219fn73200.6
SpreadSlippageReference::newsrc/execution.rs:1868method63100.6
spread_depth_unavailablesrc/execution.rs:1900fn32100.6
attributed_spread_levelssrc/execution.rs:1904fn134110.6
spread_average_fill_pricessrc/execution.rs:1937fn121110.6
spread_slippage_fractionsrc/execution.rs:1950fn51100.6
cost_config_forsrc/execution.rs:229fn73210.6
liquidate_open_tradessrc/execution.rs:1133fn213160.6
latest_prices_for_open_tradessrc/execution.rs:1155fn91120.6
mark_grace_elapsedsrc/execution.rs:1500fn31100.6
halt_tradingsrc/execution.rs:794fn73210.6
try_execute_with_mandate_bindingsrc/execution.rs:295fn102130.6
build_preview_candidatesrc/execution.rs:398fn5731120.6
first_failed_gatesrc/execution.rs:609fn31100.6
execution_preflightsrc/execution.rs:617fn436130.6
notional_for_candidatesrc/execution.rs:661fn73110.6
trade_cost_rejectionsrc/execution.rs:698fn101120.6
drawdown_breaker_checksrc/execution.rs:766fn265130.6
gap_evidence_for_candidatesrc/execution.rs:990fn43110.6
directional_sidesrc/execution.rs:1511fn33100.6
add_fallback_directional_legsrc/execution.rs:1547fn184110.6
trade_entry_prices_and_originsrc/execution.rs:1568fn166110.6
build_portfolio_legssrc/execution.rs:1684fn264130.6
normalize_leg_weightssrc/execution.rs:1803fn165100.6
try_execute_eligiblesrc/execution.rs:242fn444110.6
push_preview_margin_gatesrc/execution.rs:458fn233170.5
push_preview_score_and_mode_gatessrc/execution.rs:482fn262120.5
push_fresh_entry_price_gatesrc/execution.rs:509fn123110.5
push_preview_allocation_gatesrc/execution.rs:522fn121130.5
preview_slippage_gatesrc/execution.rs:550fn264130.5

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