Struct ExpiryManager 

pub struct ExpiryManager {
    pub expiry_schedules: BTreeMap<u64, Vec<String>>,
}

Manages instrument expiry schedules and settlement.

Owns the expiry schedules. The canonical expired_instruments map lives in EngineCtx, and reference_prices lives in EngineDeps to avoid duplication.

Fields

expiry_schedules: BTreeMap<u64, Vec<String>>

expiry_timestamp → list of symbols

Implementations

impl ExpiryManager

pub fn new() -> Self

Create an empty ExpiryManager.

pub fn is_instrument_expired( &self, symbol: &str, orderbooks: &HashMap<String, OrderBook>, ) -> bool

Check if an instrument is expired using canonical orderbook expiry.

pub fn schedule_expiry(&mut self, symbol: String, expiry_timestamp: u64)

Schedule an expiry for a symbol.

pub async fn get_settlement_price( &self, deps: &EngineDeps, underlying: &str, expiry_ts: i64, ) -> Option<Decimal>

Get settlement price from oracle for a specific expiry.

pub fn transition_to_pending_settlement( &mut self, symbols: &[String], now_ms: u64, ctx: &mut EngineCtx, )

Transition instruments to EXPIRED_PENDING_PRICE status.

Blocks new orders, cancels open orders, removes orderbooks.

pub fn update_instrument_status( &self, symbols: &[String], status: &str, db: Option<&DatabaseHandler>, )

Update instrument status in database.

pub fn get_pending_settlement_instruments( &self, db: Option<&DatabaseHandler>, ) -> Vec<(String, i64, Vec<String>)>

Get all instruments pending settlement.

pub async fn prepare_tick_expiry_context( &self, now_ms: u64, ctx: &EngineCtx, margin_manager: &MarginManager, ) -> Result<TickExpiryContext, String>

Prepare deterministic context for a TickExpiry command.

This is the runtime side of the TickExpiry boundary. It may read DB state and settlement oracles; apply() must only consume the returned context.

pub(crate) fn prepare_pm_settlements( &self, due_expiries: &[TickExpiryDueGroup], pending_settlements: &[TickExpiryPendingGroup], settlement_prices: &[TickExpirySettlementPrice], margin_modes: &[TickExpiryWalletMarginMode], now_ms: u64, ctx: &EngineCtx, margin_manager: &MarginManager, ) -> Result<Vec<TickExpiryPmSettlement>, String>

fn ordered_due_group_symbols(group: &TickExpiryDueGroup) -> Vec<String>

fn prepare_pm_settlement_fact_bundle( &self, wallet: WalletAddress, underlying: &str, liquid_usdc: Decimal, pool: Option<&PmSettlementPoolState>, now_ms: u64, ctx: &EngineCtx, margin_manager: &MarginManager, ) -> (Option<PmAccountSettlementFacts>, Option<PmSettlementPoolSnapshot>, u32, Option<String>)

fn collect_due_expiries( &self, current_time: u64, db: Option<&DatabaseHandler>, ) -> Result<Vec<TickExpiryDueGroup>, String>

pub fn apply_tick_expiry( &mut self, now_ms: u64, context: TickExpiryContext, ctx: &mut EngineCtx, margin_manager: &MarginManager, output: &mut ApplyOutput, ) -> Result<(), String>

Apply a TickExpiry command using only explicit command context.

fn validate_tick_expiry_pm_settlements( &self, now_ms: u64, context: &TickExpiryContext, ctx: &EngineCtx, margin_manager: &MarginManager, ) -> Result<(), String>

fn effective_tick_expiry_margin_modes( &self, context: &TickExpiryContext, ctx: &EngineCtx, ) -> Result<HashMap<WalletAddress, MarginMode>, String>

fn priced_symbols_for_context( due_expiries: &[TickExpiryDueGroup], pending_settlements: &[TickExpiryPendingGroup], settlement_prices: &[TickExpirySettlementPrice], ) -> HashSet<String>

fn apply_transition_to_pending_settlement( &mut self, symbols: &[String], now_ms: u64, ctx: &mut EngineCtx, output: &mut ApplyOutput, )

fn apply_expire_instrument( &mut self, symbol: &str, reference_price: Decimal, now_ms: u64, ctx: &mut EngineCtx, output: &mut ApplyOutput, margin_modes: &HashMap<WalletAddress, MarginMode>, pm_settlement_required_wallets: &HashSet<WalletAddress>, pm_settlements: &HashMap<(WalletAddress, String), TickExpiryPmSettlement>, next_pm_settlement_sequence: &mut u64, ) -> Result<ExpireInstrumentApplyResult, String>

pub async fn check_and_process_expiries( &mut self, now_ms: u64, ctx: &mut EngineCtx, )

Check for expired instruments and process expiries.

pub async fn expire_instrument( &mut self, symbol: &str, reference_price: Decimal, now_ms: u64, ctx: &mut EngineCtx, ) -> Result<(), String>

Expire a specific instrument and settle all positions.

pub fn register_settlements_for_existing_instruments( &self, deps: &EngineDeps, orderbooks: &HashMap<String, OrderBook>, )

Register TWAP settlement windows for all active instruments.

Trait Implementations

impl Default for ExpiryManager

fn default() -> Self

Returns the “default value” for a type.