Enum FillModelAny 

pub enum FillModelAny {
    Default(DefaultFillModel),
    BestPrice(BestPriceFillModel),
    OneTickSlippage(OneTickSlippageFillModel),
    Probabilistic(ProbabilisticFillModel),
    TwoTier(TwoTierFillModel),
    ThreeTier(ThreeTierFillModel),
    LimitOrderPartialFill(LimitOrderPartialFillModel),
    SizeAware(SizeAwareFillModel),
    CompetitionAware(CompetitionAwareFillModel),
    VolumeSensitive(VolumeSensitiveFillModel),
    MarketHours(MarketHoursFillModel),
}

Variants

Default(DefaultFillModel)

BestPrice(BestPriceFillModel)

OneTickSlippage(OneTickSlippageFillModel)

Probabilistic(ProbabilisticFillModel)

TwoTier(TwoTierFillModel)

ThreeTier(ThreeTierFillModel)

LimitOrderPartialFill(LimitOrderPartialFillModel)

SizeAware(SizeAwareFillModel)

CompetitionAware(CompetitionAwareFillModel)

VolumeSensitive(VolumeSensitiveFillModel)

MarketHours(MarketHoursFillModel)

Trait Implementations

impl Clone for FillModelAny

fn clone(&self) -> FillModelAny

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for FillModelAny

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for FillModelAny

fn default() -> Self

Returns the “default value” for a type.

impl Display for FillModelAny

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl FillModel for FillModelAny

fn is_limit_filled(&mut self) -> bool

Returns true if a limit order should be filled based on the model.

fn is_slipped(&mut self) -> bool

Returns true if an order fill should slip by one tick.

fn get_orderbook_for_fill_simulation( &mut self, instrument: &InstrumentAny, order: &OrderAny, best_bid: Price, best_ask: Price, ) -> Option<OrderBook>

Returns a simulated OrderBook for fill simulation.