gavindiaz/polyfill-rs
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fix: resolve rustfmt configuration duplicate key error and apply consistent code formatting across all source files

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This commit is contained in:
floor-licker
2025-12-05 19:09:06 -05:00
parent 5576d765ee
commit 9993e51c7f
29 changed files with 2540 additions and 1673 deletions
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src/fill.rs
+69 -27
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@@ -69,7 +69,7 @@ impl FillEngine {
book: &crate::book::OrderBook,
) -> Result<FillResult> {
let start_time = Utc::now();
// Validate order
self.validate_market_order(order)?;
@@ -81,7 +81,10 @@ impl FillEngine {
if levels.is_empty() {
return Ok(FillResult {
order_id: order.client_id.clone().unwrap_or_else(|| "market_order".to_string()),
order_id: order
.client_id
.clone()
.unwrap_or_else(|| "market_order".to_string()),
fills: Vec::new(),
total_size: Decimal::ZERO,
average_price: Decimal::ZERO,
@@ -105,13 +108,16 @@ impl FillEngine {
let fill_size = std::cmp::min(remaining_size, level.size);
let fill_cost = fill_size * level.price;
// Calculate fee
let fee = self.calculate_fee(fill_cost);
let fill = FillEvent {
id: uuid::Uuid::new_v4().to_string(),
order_id: order.client_id.clone().unwrap_or_else(|| "market_order".to_string()),
order_id: order
.client_id
.clone()
.unwrap_or_else(|| "market_order".to_string()),
token_id: order.token_id.clone(),
side: order.side,
price: level.price,
@@ -136,7 +142,10 @@ impl FillEngine {
slippage, self.max_slippage_pct
);
return Ok(FillResult {
order_id: order.client_id.clone().unwrap_or_else(|| "market_order".to_string()),
order_id: order
.client_id
.clone()
.unwrap_or_else(|| "market_order".to_string()),
fills: Vec::new(),
total_size: Decimal::ZERO,
average_price: Decimal::ZERO,
@@ -166,7 +175,10 @@ impl FillEngine {
let total_fees: Decimal = fills.iter().map(|f| f.fee).sum();
let result = FillResult {
order_id: order.client_id.clone().unwrap_or_else(|| "market_order".to_string()),
order_id: order
.client_id
.clone()
.unwrap_or_else(|| "market_order".to_string()),
fills,
total_size,
average_price,
@@ -178,7 +190,8 @@ impl FillEngine {
// Store fills for tracking
if !result.fills.is_empty() {
self.fills.insert(result.order_id.clone(), result.fills.clone());
self.fills
.insert(result.order_id.clone(), result.fills.clone());
}
info!(
@@ -211,19 +224,22 @@ impl FillEngine {
} else {
false
}
}
},
Side::SELL => {
if let Some(best_bid) = book.best_bid() {
order.price <= best_bid.price
} else {
false
}
}
},
};
if !can_fill {
return Ok(FillResult {
order_id: order.client_id.clone().unwrap_or_else(|| "limit_order".to_string()),
order_id: order
.client_id
.clone()
.unwrap_or_else(|| "limit_order".to_string()),
fills: Vec::new(),
total_size: Decimal::ZERO,
average_price: Decimal::ZERO,
@@ -237,7 +253,10 @@ impl FillEngine {
// Simulate immediate fill
let fill = FillEvent {
id: uuid::Uuid::new_v4().to_string(),
order_id: order.client_id.clone().unwrap_or_else(|| "limit_order".to_string()),
order_id: order
.client_id
.clone()
.unwrap_or_else(|| "limit_order".to_string()),
token_id: order.token_id.clone(),
side: order.side,
price: order.price,
@@ -249,7 +268,10 @@ impl FillEngine {
};
let result = FillResult {
order_id: order.client_id.clone().unwrap_or_else(|| "limit_order".to_string()),
order_id: order
.client_id
.clone()
.unwrap_or_else(|| "limit_order".to_string()),
fills: vec![fill],
total_size: order.size,
average_price: order.price,
@@ -260,7 +282,8 @@ impl FillEngine {
};
// Store fills for tracking
self.fills.insert(result.order_id.clone(), result.fills.clone());
self.fills
.insert(result.order_id.clone(), result.fills.clone());
info!(
"Limit order executed: {} {} @ {}",
@@ -273,7 +296,11 @@ impl FillEngine {
}
/// Calculate slippage for a market order
fn calculate_slippage(&self, order: &MarketOrderRequest, fills: &[FillEvent]) -> Option<Decimal> {
fn calculate_slippage(
&self,
order: &MarketOrderRequest,
fills: &[FillEvent],
) -> Option<Decimal> {
if fills.is_empty() {
return None;
}
@@ -284,11 +311,15 @@ impl FillEngine {
// Get reference price (best bid/ask)
let reference_price = match order.side {
Side::BUY => fills.first()?.price, // Best ask
Side::BUY => fills.first()?.price, // Best ask
Side::SELL => fills.first()?.price, // Best bid
};
Some(math::calculate_slippage(reference_price, average_price, order.side))
Some(math::calculate_slippage(
reference_price,
average_price,
order.side,
))
}
/// Calculate fee for a trade
@@ -307,7 +338,10 @@ impl FillEngine {
if order.amount < self.min_fill_size {
return Err(PolyfillError::order(
format!("Order size {} below minimum {}", order.amount, self.min_fill_size),
format!(
"Order size {} below minimum {}",
order.amount, self.min_fill_size
),
crate::errors::OrderErrorKind::SizeConstraint,
));
}
@@ -333,7 +367,10 @@ impl FillEngine {
if order.size < self.min_fill_size {
return Err(PolyfillError::order(
format!("Order size {} below minimum {}", order.size, self.min_fill_size),
format!(
"Order size {} below minimum {}",
order.size, self.min_fill_size
),
crate::errors::OrderErrorKind::SizeConstraint,
));
}
@@ -424,7 +461,12 @@ impl FillProcessor {
self.cleanup_old_pending();
}
debug!("Processed fill: {} {} @ {}", fill.size, fill.side.as_str(), fill.price);
debug!(
"Processed fill: {} {} @ {}",
fill.size,
fill.side.as_str(),
fill.price
);
Ok(())
}
@@ -517,7 +559,7 @@ mod tests {
#[test]
fn test_market_order_validation() {
let engine = FillEngine::new(dec!(1), dec!(5), 10);
let valid_order = MarketOrderRequest {
token_id: "test".to_string(),
side: Side::BUY,
@@ -547,7 +589,7 @@ mod tests {
#[test]
fn test_fill_processor() {
let mut processor = FillProcessor::new(100);
let fill = FillEvent {
id: "fill1".to_string(),
order_id: "order1".to_string(),
@@ -569,7 +611,7 @@ mod tests {
fn test_fill_engine_advanced_creation() {
// Test that we can create a fill engine with parameters
let _engine = FillEngine::new(dec!(1.0), dec!(0.05), 50); // min_fill_size, max_slippage, fee_rate_bps
// Test basic properties exist (we can't access private fields directly)
// But we can test that the engine was created successfully
// Engine creation successful
@@ -578,7 +620,7 @@ mod tests {
#[test]
fn test_fill_processor_basic_operations() {
let mut processor = FillProcessor::new(100); // max_pending
// Test that we can create a fill event and process it
let fill_event = FillEvent {
id: "fill_1".to_string(),
@@ -592,11 +634,11 @@ mod tests {
taker_address: alloy_primitives::Address::ZERO,
fee: dec!(0.01),
};
let result = processor.process_fill(fill_event);
assert!(result.is_ok());
// Check that the fill was added to pending
assert_eq!(processor.pending_fills.len(), 1);
}
}
}