Port RiskEngine to Rust #2035
Port RiskEngine to Rust #2035
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Signed-off-by: Pushkar Mishra <[email protected]>
CodSpeed Performance ReportMerging #2035 will not alter performanceComparing Summary
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Signed-off-by: Pushkar Mishra <[email protected]>
Signed-off-by: Pushkar Mishra <[email protected]>
Signed-off-by: Pushkar Mishra <[email protected]>
Signed-off-by: Pushkar Mishra <[email protected]>
Signed-off-by: Pushkar Mishra <[email protected]>
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| impl<T, F> Debug for Throttler<T, F> | ||
| impl<T, S, D> Debug for Throttler<T, S, D> |
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Why do we need different parameters for Send and Drop when they are the same traits Fn(T)? Have you considered removing it?
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Previously, I was registering two different functions with the same parameters, which was causing an error. The compiler requires both functions to be identical, so I made this change. However, since we're now using closures as callbacks, this is no longer needed, so I have removed it.
| @@ -33,6 +33,7 @@ pub use self::{ | |||
| }; | |||
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| #[derive(Clone, Debug, Display)] | |||
| #[allow(clippy::large_enum_variant)] // TODO: why? | |||
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Yes this is a problem that will have to be fixed throughout the system. We'll tackle this once significant control flow is in Rust.
| clock: Rc<RefCell<dyn Clock>>, | ||
| cache: Rc<RefCell<Cache>>, | ||
| msgbus: Rc<RefCell<MessageBus>>, |
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Rc RefCell is equivalent to a Python pointer - a shared reference that is garbage collected. Common state between components will be shared this way.
nautilus_core/risk/src/engine/mod.rs
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| Box::new(move |order: SubmitOrder| { | ||
| msgbus1 | ||
| .borrow_mut() | ||
| .send(&Ustr::from("ExecEngine.execute"), &order); | ||
| }) as Box<dyn Fn(SubmitOrder)>, |
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The trick here is that the closure does not need the whole RiskEngine i.e. &self state. It only needs a reference to the message bus since its own job is to send a message. By cloning and moving the message bus into the closure we can avoid the inner outer pattern.
Signed-off-by: Pushkar Mishra <[email protected]>
Signed-off-by: Pushkar Mishra <[email protected]>
Signed-off-by: Pushkar Mishra <[email protected]>
Signed-off-by: Pushkar Mishra <[email protected]>
Signed-off-by: Pushkar Mishra <[email protected]>
Signed-off-by: Pushkar Mishra <[email protected]>
Signed-off-by: Pushkar Mishra <[email protected]>
Signed-off-by: Pushkar Mishra <[email protected]>
Signed-off-by: Pushkar Mishra <[email protected]>
Signed-off-by: Pushkar Mishra <[email protected]>
Pull Request
calculate_fixed_risk_position_sizeto Rust.TODOs:
Type of change
How has this change been tested?
make cargo-test