Struct SandboxExecutionClient 

pub struct SandboxExecutionClient { /* private fields */ }

A sandbox execution client for paper trading against live market data.

The SandboxExecutionClient simulates order execution using the OrderMatchingEngine to match orders against market data. This enables strategy testing in real-time without actual order execution on exchanges.

Implementations

impl SandboxExecutionClient

pub fn new( core: ExecutionClientCore, config: SandboxExecutionClientConfig, clock: Rc<RefCell<dyn Clock>>, cache: Rc<RefCell<Cache>>, ) -> Self

Creates a new SandboxExecutionClient instance.

pub const fn config(&self) -> &SandboxExecutionClientConfig

Returns a reference to the configuration.

pub fn matching_engine_count(&self) -> usize

Returns the number of active matching engines.

pub fn process_quote_tick(&self, quote: &QuoteTick) -> Result<()>

Processes a quote tick through the matching engine.

Errors

Returns an error if the instrument is not found in the cache.

pub fn process_trade_tick(&self, trade: &TradeTick) -> Result<()>

Processes a trade tick through the matching engine.

Errors

Returns an error if the instrument is not found in the cache.

pub fn process_bar(&self, bar: &Bar) -> Result<()>

Processes a bar through the matching engine.

Errors

Returns an error if the instrument is not found in the cache.

pub fn process_order_book_deltas(&self, deltas: &OrderBookDeltas) -> Result<()>

Processes order book deltas through the matching engine.

Errors

Returns an error if the instrument is not found in the cache.

pub fn reset(&self)

Resets the sandbox to its initial state.

Trait Implementations

impl Debug for SandboxExecutionClient

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

Formats the value using the given formatter.

impl ExecutionClient for SandboxExecutionClient

fn is_connected(&self) -> bool

fn client_id(&self) -> ClientId

fn account_id(&self) -> AccountId

fn venue(&self) -> Venue

fn oms_type(&self) -> OmsType

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

fn generate_account_state( &self, balances: Vec<AccountBalance>, margins: Vec<MarginBalance>, reported: bool, ts_event: UnixNanos, ) -> Result<()>

Generates and publishes the account state event.

fn start(&mut self) -> Result<()>

Starts the execution client.

fn stop(&mut self) -> Result<()>

Stops the execution client.

fn connect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Connects the client to the execution venue.

fn disconnect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Disconnects the client from the execution venue.

fn submit_order(&self, cmd: &SubmitOrder) -> Result<()>

Submits a single order command to the execution venue.

fn submit_order_list(&self, cmd: &SubmitOrderList) -> Result<()>

Submits a list of orders to the execution venue.

fn modify_order(&self, cmd: &ModifyOrder) -> Result<()>

Modifies an existing order.

fn cancel_order(&self, cmd: &CancelOrder) -> Result<()>

Cancels a specific order.

fn cancel_all_orders(&self, cmd: &CancelAllOrders) -> Result<()>

Cancels all orders.

fn batch_cancel_orders(&self, cmd: &BatchCancelOrders) -> Result<()>

Cancels a batch of orders.

fn query_account(&self, _cmd: &QueryAccount) -> Result<()>

Queries the status of an account.

fn query_order(&self, _cmd: &QueryOrder) -> Result<()>

Queries the status of an order.

fn generate_order_status_report<'life0, 'life1, 'async_trait>( &'life0 self, _cmd: &'life1 GenerateOrderStatusReport, ) -> Pin<Box<dyn Future<Output = Result<Option<OrderStatusReport>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Generates a single order status report.

fn generate_order_status_reports<'life0, 'life1, 'async_trait>( &'life0 self, _cmd: &'life1 GenerateOrderStatusReports, ) -> Pin<Box<dyn Future<Output = Result<Vec<OrderStatusReport>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Generates multiple order status reports.

fn generate_fill_reports<'life0, 'async_trait>( &'life0 self, _cmd: GenerateFillReports, ) -> Pin<Box<dyn Future<Output = Result<Vec<FillReport>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Generates fill reports based on execution results.

fn generate_position_status_reports<'life0, 'life1, 'async_trait>( &'life0 self, _cmd: &'life1 GeneratePositionStatusReports, ) -> Pin<Box<dyn Future<Output = Result<Vec<PositionStatusReport>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Generates position status reports.

fn generate_mass_status<'life0, 'async_trait>( &'life0 self, _lookback_mins: Option<u64>, ) -> Pin<Box<dyn Future<Output = Result<Option<ExecutionMassStatus>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Generates mass status for executions.

fn register_external_order( &self, _client_order_id: ClientOrderId, _venue_order_id: VenueOrderId, _instrument_id: InstrumentId, _strategy_id: StrategyId, _ts_init: UnixNanos, )

Registers an external order for tracking by the execution client.