Struct RoutedVolOracle 

pub struct RoutedVolOracle {
    providers: HashMap<String, Arc<dyn RiskVolOracle>>,
    routes: HashMap<String, Vec<String>>,
}

Router that dispatches get_iv calls to one of several underlying providers, optionally with a fallback chain per underlying.

Each underlying maps to an ordered Vec<String> of provider names. get_iv tries each provider in order and returns the first Ok. On failure it records the last error and moves to the next. Only if every provider in the chain fails does the call return an error — and then it returns the last error seen, which is typically the most informative (the fallback’s “actually broken” state rather than the primary’s “waiting for data” state).

This is how we prevent a single unhealthy oracle (e.g. Databento on a Sunday cold start before CME opens) from cascading into a SPAN margin failure that blocks every order across every underlying.

Fields

providers: HashMap<String, Arc<dyn RiskVolOracle>>

routes: HashMap<String, Vec<String>>

Implementations

impl RoutedVolOracle

pub fn new( providers: HashMap<String, Arc<dyn RiskVolOracle>>, routes: HashMap<String, Vec<String>>, ) -> RoutedVolOracle

pub fn empty() -> RoutedVolOracle

Trait Implementations

impl RiskVolOracle for RoutedVolOracle

fn get_iv( &self, underlying: &str, strike: f64, expiry_ts: i64, ) -> Result<f64, VolLookupError>

fn statuses(&self) -> Vec<VolOracleStatus>

fn get_surface_snapshot(&self, underlying: &str) -> Option<VolSurfaceSnapshot>

Return a full snapshot of the vol surface for the given underlying.

fn supports_surface_snapshots(&self) -> bool

Whether this oracle can produce surface snapshots once its feeds are ready.