Struct SandboxExecutionClientConfig 

pub struct SandboxExecutionClientConfig {

    pub trader_id: TraderId,
    pub account_id: AccountId,
    pub venue: Venue,
    pub starting_balances: Vec<Money>,
    pub base_currency: Option<Currency>,
    pub oms_type: OmsType,
    pub account_type: AccountType,
    pub default_leverage: Decimal,
    pub leverages: AHashMap<InstrumentId, Decimal>,
    pub book_type: BookType,
    pub frozen_account: bool,
    pub bar_execution: bool,
    pub trade_execution: bool,
    pub reject_stop_orders: bool,
    pub support_gtd_orders: bool,
    pub support_contingent_orders: bool,
    pub use_position_ids: bool,
    pub use_random_ids: bool,
    pub use_reduce_only: bool,
}

Configuration for SandboxExecutionClient instances.

Fields

trader_id: TraderId

The trader ID for this client.

account_id: AccountId

The account ID for this client.

venue: Venue

The venue for this sandbox execution client.

starting_balances: Vec<Money>

The starting balances for this sandbox venue.

base_currency: Option<Currency>

The base currency for this venue (None for multi-currency).

oms_type: OmsType

The order management system type used by the exchange.

account_type: AccountType

The account type for the client.

default_leverage: Decimal

The account default leverage (for margin accounts).

leverages: AHashMap<InstrumentId, Decimal>

Per-instrument leverage overrides.

book_type: BookType

The order book type for the matching engine.

frozen_account: bool

If True, account balances won’t change (frozen).

bar_execution: bool

If bars should be processed by the matching engine (and move the market).

trade_execution: bool

If trades should be processed by the matching engine (and move the market).

reject_stop_orders: bool

If stop orders are rejected on submission if trigger price is in the market.

support_gtd_orders: bool

If orders with GTD time in force will be supported by the venue.

support_contingent_orders: bool

If contingent orders will be supported/respected by the venue.

use_position_ids: bool

If venue position IDs will be generated on order fills.

use_random_ids: bool

If all venue generated identifiers will be random UUID4’s.

use_reduce_only: bool

If the reduce_only execution instruction on orders will be honored.

Implementations

impl SandboxExecutionClientConfig

pub fn new( trader_id: TraderId, account_id: AccountId, venue: Venue, starting_balances: Vec<Money>, ) -> Self

Creates a new SandboxExecutionClientConfig instance.

pub fn to_matching_engine_config(&self) -> OrderMatchingEngineConfig

Creates an [OrderMatchingEngineConfig] from this sandbox config.

pub fn with_base_currency(self, currency: Currency) -> Self

Sets the base currency.

pub fn with_oms_type(self, oms_type: OmsType) -> Self

Sets the OMS type.

pub fn with_account_type(self, account_type: AccountType) -> Self

Sets the account type.

pub fn with_default_leverage(self, leverage: Decimal) -> Self

Sets the default leverage.

pub fn with_book_type(self, book_type: BookType) -> Self

Sets the book type.

pub fn with_frozen_account(self, frozen: bool) -> Self

Sets whether the account is frozen.

pub fn with_bar_execution(self, enabled: bool) -> Self

Sets whether bar execution is enabled.

pub fn with_trade_execution(self, enabled: bool) -> Self

Sets whether trade execution is enabled.

Trait Implementations

impl ClientConfig for SandboxExecutionClientConfig

fn as_any(&self) -> &dyn Any

Return the configuration as a trait object.

impl Clone for SandboxExecutionClientConfig

fn clone(&self) -> SandboxExecutionClientConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SandboxExecutionClientConfig

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

Formats the value using the given formatter.

impl Default for SandboxExecutionClientConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for SandboxExecutionClientConfig

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<'py> IntoPyObject<'py> for SandboxExecutionClientConfig

type Target = SandboxExecutionClientConfig

The Python output type

type Output = Bound<'py, <SandboxExecutionClientConfig as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PyClass for SandboxExecutionClientConfig

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for SandboxExecutionClientConfig

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// Configuration for `SandboxExecutionClient` instances.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<SandboxExecutionClientConfig>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature for SandboxExecutionClientConfig

const TEXT_SIGNATURE: &'static str = "(venue, starting_balances, trader_id=None, account_id=None, base_currency=None, oms_type=None, account_type=None, default_leverage=None, book_type=None, frozen_account=False, bar_execution=True, trade_execution=False, reject_stop_orders=True, support_gtd_orders=True, support_contingent_orders=True, use_position_ids=True, use_random_ids=False, use_reduce_only=True)"

impl PyMethods<SandboxExecutionClientConfig> for PyClassImplCollector<SandboxExecutionClientConfig>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for SandboxExecutionClientConfig

const NAME: &'static str = "SandboxExecutionClientConfig"

Class name.

const MODULE: Option<&'static str>

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl Serialize for SandboxExecutionClientConfig

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl DerefToPyAny for SandboxExecutionClientConfig

impl ExtractPyClassWithClone for SandboxExecutionClientConfig