Struct FillModel 

pub struct FillModel { /* private fields */ }

Implementations

impl FillModel

pub fn new( prob_fill_on_limit: f64, prob_fill_on_stop: f64, prob_slippage: f64, random_seed: Option<u64>, ) -> Result<Self>

Creates a new FillModel instance.

Errors

Returns an error if any probability parameter is out of range [0.0, 1.0].

Panics

Panics if probability checks fail.

pub fn is_limit_filled(&mut self) -> bool

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

pub fn is_stop_filled(&mut self) -> bool

Returns true if a stop order should be filled based on the configured probability.

pub fn is_slipped(&mut self) -> bool

Returns true if an order should slip by one tick based on the configured probability.

pub fn get_orderbook_for_fill_simulation( &self, _instrument: &dyn Any, _order: &dyn Any, _best_bid: f64, _best_ask: f64, ) -> Option<Box<dyn Any>>

Returns a simulated OrderBook for fill simulation.

This method allows custom fill models to provide their own liquidity simulation by returning a custom OrderBook that represents the expected market liquidity. The matching engine will use this simulated OrderBook to determine fills.

The default implementation returns None, which means the matching engine will use its standard fill logic (maintaining backward compatibility).

Trait Implementations

impl Clone for FillModel

fn clone(&self) -> FillModel

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FillModel

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

Formats the value using the given formatter.

impl Default for FillModel

fn default() -> Self

Creates a new default FillModel instance.

impl Display for FillModel

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

Formats the value using the given formatter.