Struct SimulatedExchange

pub struct SimulatedExchange { /* private fields */ }

Implementations

impl SimulatedExchange

pub fn new( venue: Venue, oms_type: OmsType, account_type: AccountType, starting_balances: Vec<Money>, base_currency: Option<Currency>, default_leverage: Decimal, leverages: HashMap<InstrumentId, Decimal>, modules: Vec<Box<dyn SimulationModule>>, msgbus: Rc<RefCell<MessageBus>>, cache: Rc<RefCell<Cache>>, clock: &'static AtomicTime, fill_model: FillModel, fee_model: FeeModelAny, latency_model: LatencyModel, book_type: BookType, frozen_account: Option<bool>, bar_execution: Option<bool>, reject_stop_orders: Option<bool>, support_gtd_orders: Option<bool>, support_contingent_orders: Option<bool>, use_position_ids: Option<bool>, use_random_ids: Option<bool>, use_reduce_only: Option<bool>, use_message_queue: Option<bool>, ) -> Result<Self>

Creates a new SimulatedExchange instance.

pub fn register_client(&mut self, client: ExecutionClient)

pub fn set_fill_model(&mut self, fill_model: FillModel)

pub fn set_latency_model(&mut self, latency_model: LatencyModel)

pub fn initialize_account(&mut self, _account_id: u64)

pub fn add_instrument(&mut self, instrument: InstrumentAny) -> Result<()>

pub fn best_bid_price(&self, instrument_id: InstrumentId) -> Option<Price>

pub fn best_ask_price(&self, instrument_id: InstrumentId) -> Option<Price>

pub fn get_book(&self, instrument_id: InstrumentId) -> Option<&OrderBook>

pub fn get_matching_engine( &self, instrument_id: InstrumentId, ) -> Option<&OrderMatchingEngine>

pub const fn get_matching_engines( &self, ) -> &HashMap<InstrumentId, OrderMatchingEngine>

pub fn get_books(&self) -> HashMap<InstrumentId, OrderBook>

pub fn get_open_orders( &self, instrument_id: Option<InstrumentId>, ) -> Vec<PassiveOrderAny>

pub fn get_open_bid_orders( &self, instrument_id: Option<InstrumentId>, ) -> Vec<PassiveOrderAny>

pub fn get_open_ask_orders( &self, instrument_id: Option<InstrumentId>, ) -> Vec<PassiveOrderAny>

pub fn get_account(&self) -> Option<AccountAny>

pub fn adjust_account(&mut self, _adjustment: Money)

pub fn send(&self, _command: TradingCommand)

pub fn generate_inflight_command(&self, _command: TradingCommand)

pub fn process_order_book_delta(&mut self, delta: OrderBookDelta)

pub fn process_order_book_deltas(&mut self, deltas: OrderBookDeltas)

pub fn process_quote_tick(&mut self, quote: &QuoteTick)

pub fn process_trade_tick(&mut self, trade: &TradeTick)

pub fn process_bar(&mut self, bar: Bar)

pub fn process_instrument_status(&mut self, status: InstrumentStatus)

pub fn process(&mut self, _ts_now: UnixNanos)

pub fn reset(&mut self)

pub fn process_trading_command(&mut self, _command: TradingCommand)

pub fn generate_fresh_account_state(&self)