nautilus_backtest/matching_engine/
config.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16/// Configuration for `OrderMatchingEngine` instances.
17#[derive(Debug, Clone)]
18pub struct OrderMatchingEngineConfig {
19    pub bar_execution: bool,
20    pub reject_stop_orders: bool,
21    pub support_gtd_orders: bool,
22    pub support_contingent_orders: bool,
23    pub use_position_ids: bool,
24    pub use_random_ids: bool,
25    pub use_reduce_only: bool,
26}
27
28impl OrderMatchingEngineConfig {
29    /// Creates a new default [`OrderMatchingEngineConfig`] instance.
30    #[must_use]
31    pub const fn new(
32        bar_execution: bool,
33        reject_stop_orders: bool,
34        support_gtd_orders: bool,
35        support_contingent_orders: bool,
36        use_position_ids: bool,
37        use_random_ids: bool,
38        use_reduce_only: bool,
39    ) -> Self {
40        Self {
41            bar_execution,
42            reject_stop_orders,
43            support_gtd_orders,
44            support_contingent_orders,
45            use_position_ids,
46            use_random_ids,
47            use_reduce_only,
48        }
49    }
50}
51
52#[allow(clippy::derivable_impls)]
53impl Default for OrderMatchingEngineConfig {
54    /// Creates a new default [`OrderMatchingEngineConfig`] instance.
55    fn default() -> Self {
56        Self {
57            bar_execution: false,
58            reject_stop_orders: false,
59            support_gtd_orders: false,
60            support_contingent_orders: false,
61            use_position_ids: false,
62            use_random_ids: false,
63            use_reduce_only: false,
64        }
65    }
66}
nautilus_backtest/matching_engine/config.rs

nautilus_backtest/matching_engine/
config.rs
