Struct EngineOrderIndex 

pub struct EngineOrderIndex {
    orders_by_wallet: HashMap<WalletAddress, HashMap<u64, OrderSummary>>,
    client_id_index: HashMap<(WalletAddress, String), u64>,
    open_sells_by_contract: HashMap<(WalletAddress, String), Decimal>,
}

In-process index of all open orders, owned by EngineCtx.

Provides synchronous lookups for cancel, margin, MMP, and order-limit checks. Mutated inline by the engine after ACK, fill, and cancel.

Fields

orders_by_wallet: HashMap<WalletAddress, HashMap<u64, OrderSummary>>

wallet → order_id → OrderSummary

client_id_index: HashMap<(WalletAddress, String), u64>

(wallet, client_id) → order_id

open_sells_by_contract: HashMap<(WalletAddress, String), Decimal>

(wallet, contract_key) → open sell quantity (in human-readable units)

Implementations

impl EngineOrderIndex

pub fn new() -> Self

Create an empty index.

pub fn get_order_symbol( &self, wallet: &WalletAddress, order_id: u64, ) -> Option<&str>

Look up the symbol for an order by wallet + order_id.

pub fn get_order_by_client_id( &self, wallet: &WalletAddress, client_id: &str, ) -> Option<(u64, &str)>

Look up (order_id, symbol) by wallet + client_id.

pub fn open_order_count(&self, wallet: &WalletAddress) -> usize

Count of open orders for a wallet.

pub fn calculate_open_buy_premium( &self, wallet: &WalletAddress, positions: &HashMap<(WalletAddress, String), EnginePosition>, ) -> Decimal

Sum of (price × remaining_qty) for open BUY option orders that are NOT closing existing short positions. Buys that reduce a short are risk-reducing and should not reserve premium.

pub fn get_open_sell_option_positions( &self, wallet: &WalletAddress, ) -> Vec<OpenSellPositionInfo>

Open SELL option orders as hypothetical short positions for Standard margin.

pub fn get_open_sells_for_contract( &self, wallet: &WalletAddress, symbol: &str, ) -> Decimal

Total open sell quantity for a specific contract (wallet + symbol).

pub fn snapshot_orders(&self) -> HashMap<WalletAddress, Vec<OrderSummary>>

Clone all orders for snapshot publication via ArcSwap.

pub fn get_all_orders_for_wallet( &self, wallet: &WalletAddress, ) -> Vec<&OrderSummary>

Get all order summaries for a wallet (used by margin manager).

pub fn get_mmp_order_ids( &self, wallet: &WalletAddress, underlying: &str, ) -> Vec<(u64, String)>

Get (order_id, symbol) pairs for all MMP-enabled orders matching wallet + underlying.

pub fn add_order(&mut self, wallet: &WalletAddress, summary: OrderSummary)

Track a new order after ACK.

Sizes in summary are expected in raw contract units (from OrderInfo); this method converts them to human-readable before storing.

pub fn fill_order( &mut self, wallet: &WalletAddress, order_id: u64, filled_qty: Decimal, ) -> bool

Update after a partial or full fill. Returns true if fully filled (removed).

filled_qty is expected in raw contract units (from Fill); this method converts it to human-readable before applying.

pub fn remove_order(&mut self, wallet: &WalletAddress, order_id: u64)

Remove an order after cancel/reject.

pub fn remove_order_by_id(&mut self, order_id: u64)

Remove an order by ID without knowing the wallet.

Used by post-startup reconciliation where we only have order_ids from the DB. Scans all wallets to find the owner — O(n) in wallet count but only called during startup for a small number of ghost orders.

pub fn rebuild_from_orderbooks( &mut self, orderbooks: &HashMap<String, OrderBook>, )

Populate from orderbooks after snapshot restore.

For snapshot-loaded orders, client_id and mmp_enabled are unknown, so they default to None/false. Replay will add subsequent orders with full metadata.

Trait Implementations

impl Default for EngineOrderIndex

fn default() -> Self

Returns the “default value” for a type.