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crates/cre8-app-capitalstrategy/src/execution.rs

cre8-app-capitalstrategy · module execution · src · 2,390 lines (1,883 code, 338 comment) · sha aa8b59fdef9b065c

Items

const RING_CAPACITY const PRICE_FRESHNESS_MS const L2_SHADOW_FRESHNESS_MS const FEE_SAFETY_MARGIN const UNMARKABLE_EXPIRY_GRACE_MS const INTERNAL_BOOK_EXCHANGE struct ExecutionState impl Default for ExecutionState static EXECUTION type LatestPriceMap struct MarkObservation struct ResolvedTradeOpen struct RefusalTally const REFUSAL_CANDIDATES_CAP static REFUSALS struct PreviewCandidate const MIN_HORIZON_MS const MAX_HORIZON_MS enum LegReturn struct SpreadSlippageReference impl SpreadSlippageReference struct SpreadDepthLevels struct SpreadFillPrices enum SpreadLevelSide const FEE_COMPONENT_FRACTION const L2_PRICE_SCALE

Functions

By call-graph weight (PageRank; 1.0 is the average function). 106 functions in all.

functionkindlinescyclomaticcallerscalleesweightcrystal
ExecutionState::defaultsrc/execution.rs:46trait impl141234.7
statesrc/execution.rs:156fn311814.5
trade_log_snapshotsrc/execution.rs:1403fn411623.8
sanitizesrc/execution.rs:2383fn321003.6
execution_config_from_envsrc/execution.rs:72fn399442.8
build_trade_logsrc/execution.rs:1408fn392232.5
is_fresh_observationsrc/execution.rs:1683fn32202.4
execution_rejectsrc/execution.rs:728fn31702.4
lookup_latest_observationsrc/execution.rs:1607fn595422.3
latest_entry_snapshotsrc/execution.rs:1987fn72622.3
gatesrc/execution.rs:720fn31802.2
latest_tick_snapshotsrc/execution.rs:1956fn206422.1
try_execute_candidate_with_mandate_bindingsrc/execution.rs:1008fn155112271.9
execution_horizon_mssrc/execution.rs:868fn82411.8
lookup_latest_pricesrc/execution.rs:1603fn31411.5
provider_freshness_windowsrc/execution.rs:1671fn72101.5
first_string_arraysrc/execution.rs:1952fn31101.4
weighted_depth_fillsrc/execution.rs:2177fn143101.4
string_array_from_valuesrc/execution.rs:1945fn61201.3
trade_logsrc/execution.rs:1396fn51531.3
mark_to_marketsrc/execution.rs:1184fn4987121.3
venue_cost_bpssrc/execution.rs:2211fn72201.3
try_execute_with_optional_mandate_bindingsrc/execution.rs:403fn221221.2
empty_logsrc/execution.rs:1448fn161111.2
canonical_asset_keysrc/execution.rs:1777fn311411.1
apply_margin_envsrc/execution.rs:115fn3816131.1
compute_leg_fillssrc/execution.rs:1516fn678351
spread_level_sidesrc/execution.rs:2110fn104131
average_depth_fill_pricesrc/execution.rs:2161fn154111
try_execute_candidatesrc/execution.rs:999fn81811
fee_floor_rejectionsrc/execution.rs:888fn173210.9
compute_trade_returnsrc/execution.rs:1465fn114520.9
signed_leg_returnsrc/execution.rs:1505fn31210.9
refusal_gatesrc/execution.rs:307fn3322200.9
estimate_spread_slippagesrc/execution.rs:2039fn122460.9
weighted_leg_returnsrc/execution.rs:1483fn196130.9
entry_price_returnsrc/execution.rs:1584fn185110.9
spread_buy_sell_legssrc/execution.rs:2152fn82300.9
refresh_trade_marginsrc/execution.rs:1271fn101130.8
apply_marksrc/execution.rs:1238fn172420.8
estimate_leg_impactsrc/execution.rs:2274fn4511330.8
record_refusalsrc/execution.rs:341fn123220.8
candidate_asset_listsrc/execution.rs:1918fn265110.8
preview_executesrc/execution.rs:428fn131340.8
SpreadSlippageReference::is_buy_venuesrc/execution.rs:2067method52100.8
buy_venue_spread_sidesrc/execution.rs:2121fn32100.8
sell_venue_spread_sidesrc/execution.rs:2125fn32100.8
empty_previewsrc/execution.rs:692fn271300.8
gate_scoresrc/execution.rs:739fn31300.8
estimate_trade_impactsrc/execution.rs:2326fn345140.8
shorts_allowedsrc/execution.rs:1703fn31110.7
resolve_trade_opensrc/execution.rs:1707fn3164100.7
collect_open_trade_assetssrc/execution.rs:1344fn124100.7
latest_prices_for_assetsrc/execution.rs:1357fn216130.7
push_preview_fee_gatesrc/execution.rs:650fn141210.7
trade_greekssrc/execution.rs:1285fn236160.7
directional_sidesrc/execution.rs:1690fn114200.7
spread_slippage_rejectionsrc/execution.rs:906fn284140.7
leg_impact_fallbacksrc/execution.rs:2241fn281110.7
close_marked_tradesrc/execution.rs:1257fn112320.7
trade_cost_bpssrc/execution.rs:2192fn165210.7
build_directional_legssrc/execution.rs:1903fn143220.7
build_spread_legssrc/execution.rs:1809fn668320.7
halt_statussrc/execution.rs:995fn31310.7
record_latest_provider_pricesrc/execution.rs:1379fn152100.7
execution_asset_refsrc/execution.rs:848fn62200.7
preview_execute_candidatesrc/execution.rs:442fn441270.7
try_executesrc/execution.rs:386fn31310.7
update_configsrc/execution.rs:210fn62620.7
rehydrate_tradessrc/execution.rs:171fn313130.7
effective_trade_cost_bpssrc/execution.rs:2369fn133320.6
resume_tradingsrc/execution.rs:984fn92320.6
opposing_open_tradesrc/execution.rs:766fn208330.6
SpreadSlippageReference::newsrc/execution.rs:2060method63100.6
spread_depth_unavailablesrc/execution.rs:2092fn32100.6
attributed_spread_levelssrc/execution.rs:2096fn134110.6
spread_average_fill_pricessrc/execution.rs:2129fn121110.6
spread_slippage_fractionsrc/execution.rs:2142fn51100.6
missing_entry_pricesrc/execution.rs:855fn32200.6
open_gross_notionalsrc/execution.rs:219fn73200.6
build_preview_candidatesrc/execution.rs:495fn7552140.6
open_trade_for_thesissrc/execution.rs:747fn103200.6
cost_config_forsrc/execution.rs:229fn73210.6
liquidate_open_tradessrc/execution.rs:1312fn213160.6
latest_prices_for_open_tradessrc/execution.rs:1334fn91120.6
mark_grace_elapsedsrc/execution.rs:1679fn31100.6
halt_tradingsrc/execution.rs:973fn73210.6
try_execute_with_mandate_bindingsrc/execution.rs:392fn102130.6
first_failed_gatesrc/execution.rs:724fn31100.6
refusal_statussrc/execution.rs:356fn201100.6
reset_refusals_for_testssrc/execution.rs:378fn52100.6
add_fallback_directional_legsrc/execution.rs:1739fn184110.6
trade_entry_prices_and_originsrc/execution.rs:1760fn166110.6
build_portfolio_legssrc/execution.rs:1876fn264130.6
normalize_leg_weightssrc/execution.rs:1995fn165100.6
execution_preflightsrc/execution.rs:787fn528170.6
notional_for_candidatesrc/execution.rs:840fn73110.6
trade_cost_rejectionsrc/execution.rs:877fn101120.6
drawdown_breaker_checksrc/execution.rs:945fn265130.6
gap_evidence_for_candidatesrc/execution.rs:1169fn43110.6
try_execute_eligiblesrc/execution.rs:242fn454120.5
push_preview_margin_gatesrc/execution.rs:573fn233170.5
push_preview_score_and_mode_gatessrc/execution.rs:597fn262130.5
push_fresh_entry_price_gatesrc/execution.rs:624fn123110.5
push_preview_allocation_gatesrc/execution.rs:637fn121130.5
preview_slippage_gatesrc/execution.rs:665fn264130.5

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