Struct MetricsCollector 

pub struct MetricsCollector {

    config: MetricsCollectorConfig,
    portfolio_cache: Arc<PortfolioCache>,
    quote_provider: Arc<dyn QuoteProvider>,
    order_snapshot: Option<Arc<dyn OrderSnapshotProvider>>,
    tier_cache: Option<Arc<TierCache>>,
    pm_settlement_allowlist: BTreeSet<WalletAddress>,
    greeks_cache: Option<Arc<GreeksCache>>,
    market_stats_cache: Option<Arc<MarketStatsCache>>,
    db: Option<Arc<DatabaseHandler>>,
    integrity_db: Option<Arc<dyn IntegrityReader>>,
    directive_outbox_db: Option<Arc<dyn AsyncDirectiveOutboxReader>>,
    pm_settlement_db: Option<Arc<dyn PmSettlementProjectionReader>>,
    risk_vol_oracle: Option<Arc<dyn VolOracle>>,
}

Metrics collector that periodically computes and exports business metrics.

Fields

config: MetricsCollectorConfig

portfolio_cache: Arc<PortfolioCache>

quote_provider: Arc<dyn QuoteProvider>

order_snapshot: Option<Arc<dyn OrderSnapshotProvider>>

tier_cache: Option<Arc<TierCache>>

pm_settlement_allowlist: BTreeSet<WalletAddress>

greeks_cache: Option<Arc<GreeksCache>>

market_stats_cache: Option<Arc<MarketStatsCache>>

db: Option<Arc<DatabaseHandler>>

integrity_db: Option<Arc<dyn IntegrityReader>>

directive_outbox_db: Option<Arc<dyn AsyncDirectiveOutboxReader>>

pm_settlement_db: Option<Arc<dyn PmSettlementProjectionReader>>

risk_vol_oracle: Option<Arc<dyn VolOracle>>

Implementations

impl MetricsCollector

pub(super) async fn collect_directive_outbox_metrics(&self)

impl MetricsCollector

pub(super) async fn collect_position_metrics(&self)

pub(super) async fn collect_integrity_metrics(&self)

impl MetricsCollector

pub(super) async fn collect_market_quality_metrics(&self)

fn check_no_arbitrage_violations( quotes: &HashMap<String, SnapshotBookQuote>, ) -> i64

Check for no-arbitrage monotonicity violations across the book’s best prices.

Groups instruments by (underlying, expiry, option_type) and verifies:

• Call best asks are non-increasing as strike increases
• Put best asks are non-decreasing as strike increases

Returns the number of (underlying, expiry, type, side) groups that have violations.

impl MetricsCollector

pub(super) async fn collect_operational_metrics(&self)

pub(super) async fn collect_invariant_metrics(&self)

pub(super) async fn collect_vol_surface_metrics(&self)

impl MetricsCollector

pub(super) async fn collect_risk_metrics(&self)

impl MetricsCollector

pub(super) async fn collect_settlement_metrics(&self)

async fn recomputed_pm_pool_target_usdc( &self, pool: &PmSettlementPoolProjection, ) -> Result<Decimal, String>

async fn pm_settlement_pool_eligible_wallets( &self, ) -> Result<BTreeSet<WalletAddress>, String>

async fn pm_current_short_option_oi_usdc( &self, underlying: &str, eligible_wallets: &BTreeSet<WalletAddress>, ) -> Result<Decimal, String>

fn collect_pm_position_quantities( &self, underlying: &str, eligible_wallets: &BTreeSet<WalletAddress>, portfolios: &HashMap<WalletAddress, PortfolioSummary>, quantities: &mut BTreeMap<(WalletAddress, String), PmShortOptionQuantity>, )

fn collect_pm_open_sell_quantities( &self, underlying: &str, eligible_wallets: &BTreeSet<WalletAddress>, quantities: &mut BTreeMap<(WalletAddress, String), PmShortOptionQuantity>, ) -> Result<(), String>

async fn pm_spot_price(&self, underlying: &str) -> Result<Decimal, String>

impl MetricsCollector

pub(super) async fn collect_trading_metrics(&self)

pub(super) async fn collect_market_stats_metrics(&self)

Collect aggregate metrics from MarketStatsCache. This provides accurate 24h rolling volume (event-sourced from fills).

impl MetricsCollector

pub fn new( config: MetricsCollectorConfig, portfolio_cache: Arc<PortfolioCache>, quote_provider: Arc<dyn QuoteProvider>, order_snapshot: Option<Arc<dyn OrderSnapshotProvider>>, tier_cache: Option<Arc<TierCache>>, pm_settlement_allowlist: BTreeSet<WalletAddress>, greeks_cache: Option<Arc<GreeksCache>>, market_stats_cache: Option<Arc<MarketStatsCache>>, db: Option<Arc<DatabaseHandler>>, integrity_db: Option<Arc<dyn IntegrityReader>>, directive_outbox_db: Option<Arc<dyn AsyncDirectiveOutboxReader>>, pm_settlement_db: Option<Arc<dyn PmSettlementProjectionReader>>, risk_vol_oracle: Option<Arc<dyn VolOracle>>, ) -> Self

pub async fn run_loop(&self, shutdown_rx: Receiver<()>)

pub(super) async fn collect_fast_metrics(&self)

Collect fast in-memory metrics (every 30s by default).

pub(super) async fn collect_slow_metrics(&self)

Collect slow DB-backed metrics (every 5 min by default). These hit the database and should run less frequently.

Trait Implementations

impl Service for MetricsCollector

fn name(&self) -> &'static str

fn owner(&self) -> ServiceOwner

fn run<'async_trait>( self: Arc<MetricsCollector>, shutdown: ShutdownRx, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>

where Self: 'async_trait,

fn initialize<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,