cache

package
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 Go to latest Published: Jun 16, 2026 License: MIT Imports: 4 Imported by: 0

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Constants

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Variables

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Functions

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Types

type Cache 

type Cache struct {
	// contains filtered or unexported fields
}

func New 

func New() *Cache

func (*Cache) Account 

func (c *Cache) Account(id model.AccountID) (model.AccountSnapshot, bool)

func (*Cache) AccountHistory 

func (c *Cache) AccountHistory(id model.AccountID) []model.AccountSnapshot

func (*Cache) Bar 

func (c *Cache) Bar(barType model.BarType) (model.Bar, bool)

func (*Cache) ClearDeferredFillsForOrder 

func (c *Cache) ClearDeferredFillsForOrder(accountID model.AccountID, orderID model.OrderID)

func (*Cache) ClosedOrders 

func (c *Cache) ClosedOrders(accountID model.AccountID) []model.OrderStatusReport

func (*Cache) ClosedPositions 

func (c *Cache) ClosedPositions(accountID model.AccountID) []model.PositionStatusReport

func (*Cache) CustomData 

func (c *Cache) CustomData(instrumentID model.InstrumentID, typ string) (model.CustomData, bool)

func (*Cache) DeferredFillsForOrder 

func (c *Cache) DeferredFillsForOrder(accountID model.AccountID, orderID model.OrderID) []model.FillReport

func (*Cache) FillByTradeID 

func (c *Cache) FillByTradeID(accountID model.AccountID, tradeID model.TradeID) (model.FillReport, bool)

func (*Cache) FillsByVenueOrderID 

func (c *Cache) FillsByVenueOrderID(accountID model.AccountID, venueOrderID model.VenueOrderID) []model.FillReport

func (*Cache) FillsForOrder 

func (c *Cache) FillsForOrder(accountID model.AccountID, orderID model.OrderID) []model.FillReport

func (*Cache) FundingRate 

func (c *Cache) FundingRate(instrumentID model.InstrumentID) (model.FundingRate, bool)

func (*Cache) Instrument 

func (c *Cache) Instrument(id model.InstrumentID) (model.Instrument, bool)

func (*Cache) Instruments 

func (c *Cache) Instruments() []model.Instrument

func (*Cache) LatestBar 

func (c *Cache) LatestBar(instrumentID model.InstrumentID) (model.Bar, bool)

func (*Cache) OpenOrders 

func (c *Cache) OpenOrders(accountID model.AccountID) []model.OrderStatusReport

func (*Cache) OpenPositions 

func (c *Cache) OpenPositions(accountID model.AccountID) []model.PositionStatusReport

func (*Cache) Order 

func (c *Cache) Order(accountID model.AccountID, orderID model.OrderID) (model.OrderStatusReport, bool)

func (*Cache) OrderBook 

func (c *Cache) OrderBook(instrumentID model.InstrumentID) (model.OrderBook, bool)

func (*Cache) OrderByClientID 

func (c *Cache) OrderByClientID(accountID model.AccountID, clientOrderID model.ClientOrderID) (model.OrderStatusReport, bool)

func (*Cache) OrderByVenueID 

func (c *Cache) OrderByVenueID(accountID model.AccountID, venueOrderID model.VenueOrderID) (model.OrderStatusReport, bool)

func (*Cache) Orders 

func (c *Cache) Orders(accountID model.AccountID) []model.OrderStatusReport

func (*Cache) OrdersByExecSpawnID 

func (c *Cache) OrdersByExecSpawnID(accountID model.AccountID, execSpawnID model.ExecSpawnID) []model.OrderStatusReport

func (*Cache) OrdersByOrderListID 

func (c *Cache) OrdersByOrderListID(accountID model.AccountID, orderListID model.OrderListID) []model.OrderStatusReport

func (*Cache) OrdersByPositionID 

func (c *Cache) OrdersByPositionID(accountID model.AccountID, positionID model.PositionID) []model.OrderStatusReport

func (*Cache) OrdersByStrategy 

func (c *Cache) OrdersByStrategy(accountID model.AccountID, strategyID model.StrategyID) []model.OrderStatusReport

func (*Cache) Position 

func (c *Cache) Position(accountID model.AccountID, positionID model.PositionID) (model.PositionStatusReport, bool)

func (*Cache) PositionByInstrument 

func (c *Cache) PositionByInstrument(accountID model.AccountID, instrumentID model.InstrumentID) (model.PositionStatusReport, bool)

func (*Cache) PositionByVenueID 

func (c *Cache) PositionByVenueID(accountID model.AccountID, venuePositionID model.VenuePositionID) (model.PositionStatusReport, bool)

func (*Cache) Positions 

func (c *Cache) Positions(accountID model.AccountID) []model.PositionStatusReport

func (*Cache) PositionsByStrategy 

func (c *Cache) PositionsByStrategy(accountID model.AccountID, strategyID model.StrategyID) []model.PositionStatusReport

func (*Cache) PositionsForInstrument 

func (c *Cache) PositionsForInstrument(instrumentID model.InstrumentID) []model.PositionStatusReport

func (*Cache) Purge 

func (c *Cache) Purge(accountID model.AccountID, policy PurgePolicy) PurgeResult

func (*Cache) PutAccount 

func (c *Cache) PutAccount(account model.AccountSnapshot)

func (*Cache) PutDeferredFill 

func (c *Cache) PutDeferredFill(fill model.FillReport) (bool, error)

func (*Cache) PutFill 

func (c *Cache) PutFill(fill model.FillReport) (bool, error)

func (*Cache) PutInstrument 

func (c *Cache) PutInstrument(inst model.Instrument) error

func (*Cache) PutMarketEvent 

func (c *Cache) PutMarketEvent(event model.MarketEvent) error

func (*Cache) PutOrder 

func (c *Cache) PutOrder(order model.OrderStatusReport) error

func (*Cache) PutPosition 

func (c *Cache) PutPosition(position model.PositionStatusReport) error

func (*Cache) PutSyntheticInstrument 

func (c *Cache) PutSyntheticInstrument(inst model.SyntheticInstrument) error

func (*Cache) QuoteTick 

func (c *Cache) QuoteTick(instrumentID model.InstrumentID) (model.QuoteTick, bool)

func (*Cache) Residuals 

func (c *Cache) Residuals(accountID model.AccountID) Residuals

func (*Cache) Snapshot 

func (c *Cache) Snapshot(accountID model.AccountID) Snapshot

func (*Cache) SyntheticInstrument 

func (c *Cache) SyntheticInstrument(id model.InstrumentID) (model.SyntheticInstrument, bool)

func (*Cache) SyntheticInstruments 

func (c *Cache) SyntheticInstruments() []model.SyntheticInstrument

func (*Cache) Ticker 

func (c *Cache) Ticker(instrumentID model.InstrumentID) (model.Ticker, bool)

func (*Cache) TradeTick 

func (c *Cache) TradeTick(instrumentID model.InstrumentID) (model.TradeTick, bool)

type PurgePolicy 

type PurgePolicy struct {
	ClosedOrdersLimit     int
	ClosedPositionsLimit  int
	AccountSnapshotsLimit int
}

type PurgeResult 

type PurgeResult struct {
	ClosedOrders     int
	ClosedPositions  int
	AccountSnapshots int
}

type Residuals 

type Residuals struct {
	OpenOrders                   int
	OpenPositions                int
	DeferredFills                int
	InconsistentOrderMappings    int
	InconsistentPositionMappings int
}

type Snapshot 

type Snapshot struct {
	AccountID       model.AccountID
	Account         model.AccountSnapshot
	AccountHistory  []model.AccountSnapshot
	OpenOrders      []model.OrderStatusReport
	ClosedOrders    []model.OrderStatusReport
	OpenPositions   []model.PositionStatusReport
	ClosedPositions []model.PositionStatusReport
	DeferredFills   []model.FillReport
	Residuals       Residuals
}

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