Expand description
Expiry and settlement management.
ExpiryManager owns the expiry schedules and implements the two-phase
settlement process: transition to pending → settle when TWAP is available.
The canonical expired_instruments map lives in EngineCtx, and
reference_prices lives in EngineDeps to avoid duplication.
Structs§
- Expire
Instrument 🔒Apply Result - Expiry
Manager - Manages instrument expiry schedules and settlement.
- Settlement
Apply 🔒Input - Settlement
Apply 🔒Intent
Functions§
- apply_
engine_ 🔒balance_ update - build_
settlement_ 🔒apply_ intent - deterministic_
pm_ 🔒settlement_ request_ id - digest_
pm_ 🔒settlement_ inputs - effective_
pm_ 🔒cash_ delta_ after_ precredit - expiry_
cash_ 🔒delta_ for_ margin_ mode - initial_
pm_ 🔒liquid_ with_ precredit - margin_
mode_ 🔒for_ settlement - parse_
settlement_ 🔒instrument_ or_ panic - simulated_
pm_ 🔒liquid_ after_ settlement - simulated_
recoverable_ 🔒after_ pm_ front - to_
settlement_ 🔒option_ type - validate_
pm_ 🔒settlement_ matches_ expiry - validate_
pm_ 🔒settlement_ matches_ prepared