Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Add contingent order check for order processing in OrderMatchingEngine #1839

Merged
merged 1 commit into from
Aug 9, 2024
Merged

Add contingent order check for order processing in OrderMatchingEngine #1839

merged 1 commit into from
Aug 9, 2024

Conversation

filipmacek
Copy link
Member

Pull Request

  • changed the type of cache in OrderMatchingEngine to Rc<RefCell<Cache>>
  • created a scope for borrowing cache in process_order as later we need to drop this borrowed cache as later process_*_order need to have mutable access to self
  • implemented contingent order checks
  • simulated OTO order rejected in test_order_matching_engine_contingent_orders_errors

@filipmacek filipmacek added the rust Relating to the Rust core label Aug 9, 2024
@filipmacek filipmacek requested a review from cjdsellers August 9, 2024 07:05
@filipmacek filipmacek self-assigned this Aug 9, 2024
cjdsellers
cjdsellers reviewed Aug 9, 2024
View reviewed changes
nautilus_core/backtest/src/matching_engine.rs
@@ -96,7 +99,7 @@ pub struct OrderMatchingEngine {
pub config: OrderMatchingEngineConfig,
clock: &'static AtomicTime,
msgbus: Rc<MessageBus>,
cache: Rc<Cache>,
cache: Rc<RefCell<Cache>>,
Copy link
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

👌

@cjdsellers cjdsellers merged commit ba770b2 into develop Aug 9, 2024
9 checks passed
@cjdsellers cjdsellers deleted the order-matching-engine-contingent-orders-check branch August 9, 2024 07:45
@filipmacek filipmacek linked an issue Aug 12, 2024 that may be closed by this pull request
Implement OrderMatchingEngine in Rust #1800
Closed
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Reviewers

@cjdsellers cjdsellers cjdsellers approved these changes

Assignees

@filipmacek filipmacek

Labels
rust Relating to the Rust core
Projects
None yet
Milestone
No milestone
Development

Successfully merging this pull request may close these issues.

Implement OrderMatchingEngine in Rust
2 participants
@filipmacek @cjdsellers