Skip to main content

Module order_index

Module order_index 

Source
Expand description

In-process order index for the engine.

EngineOrderIndex tracks all open orders inline as the engine processes them, providing zero-latency, zero-divergence lookups for cancel, margin, and MMP operations. All methods are synchronous — no locks, no async — because the engine is single-threaded and owns this struct via EngineCtx.

Structs§

EngineOrderIndex
In-process index of all open orders, owned by EngineCtx.
OpenSellPositionInfo
Info about an open SELL option order as a hypothetical short position.
OrderSummary
Summary of an open order tracked by the engine.