Struct ExecTester 

pub struct ExecTester { /* private fields */ }

An execution tester strategy for live testing order execution functionality.

This strategy is designed for testing execution adapters by submitting limit orders, stop orders, and managing positions. It can maintain orders at a configurable offset from the top of book.

WARNING: This strategy has no alpha advantage whatsoever. It is not intended to be used for live trading with real money.

Implementations

impl ExecTester

pub fn new(config: ExecTesterConfig) -> Self

Creates a new ExecTester instance.

Methods from Deref<Target = DataActorCore>

pub fn mem_address(&self) -> String

Returns the memory address of this instance as a hexadecimal string.

pub fn state(&self) -> ComponentState

Returns the actors state.

pub fn trader_id(&self) -> Option<TraderId>

Returns the trader ID this actor is registered to.

pub fn actor_id(&self) -> ActorId

Returns the actors ID.

pub fn timestamp_ns(&self) -> UnixNanos

Returns a UNIX nanoseconds timestamp from the actor’s internal clock.

pub fn clock(&mut self) -> RefMut<'_, dyn Clock + 'static>

Returns the clock for the actor (if registered).

Panics

Panics if the actor has not been registered with a trader.

pub fn clock_rc(&self) -> Rc<RefCell<dyn Clock>>

Returns a clone of the reference-counted clock.

Panics

Panics if the actor has not yet been registered (clock is None).

pub fn cache(&self) -> Ref<'_, Cache>

Returns a read-only reference to the cache.

Panics

Panics if the actor has not yet been registered (cache is None).

pub fn cache_rc(&self) -> Rc<RefCell<Cache>>

Returns a clone of the reference-counted cache.

Panics

Panics if the actor has not yet been registered (cache is None).

pub fn register( &mut self, trader_id: TraderId, clock: Rc<RefCell<dyn Clock>>, cache: Rc<RefCell<Cache>>, ) -> Result<(), Error>

Register the data actor with a trader.

Errors

Returns an error if the actor has already been registered with a trader or if the provided dependencies are invalid.

pub fn register_warning_event(&mut self, event_type: &str)

Register an event type for warning log levels.

pub fn deregister_warning_event(&mut self, event_type: &str)

Deregister an event type from warning log levels.

pub fn is_registered(&self) -> bool

pub fn shutdown_system(&self, reason: Option<String>)

Sends a shutdown command to the system with an optional reason.

Panics

Panics if the actor is not registered or has no trader ID.

pub fn subscribe_data( &mut self, handler: ShareableMessageHandler, data_type: DataType, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for registering data subscriptions from the trait.

Panics

Panics if the actor is not properly registered.

pub fn subscribe_quotes( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for registering quotes subscriptions from the trait.

pub fn subscribe_instruments( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, venue: Venue, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for registering instruments subscriptions from the trait.

pub fn subscribe_instrument( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for registering instrument subscriptions from the trait.

pub fn subscribe_book_deltas( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, instrument_id: InstrumentId, book_type: BookType, depth: Option<NonZero<usize>>, client_id: Option<ClientId>, managed: bool, params: Option<IndexMap<String, String>>, )

Helper method for registering book deltas subscriptions from the trait.

pub fn subscribe_book_at_interval( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, instrument_id: InstrumentId, book_type: BookType, depth: Option<NonZero<usize>>, interval_ms: NonZero<usize>, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for registering book snapshots subscriptions from the trait.

pub fn subscribe_trades( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for registering trades subscriptions from the trait.

pub fn subscribe_bars( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, bar_type: BarType, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for registering bars subscriptions from the trait.

pub fn subscribe_mark_prices( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for registering mark prices subscriptions from the trait.

pub fn subscribe_index_prices( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for registering index prices subscriptions from the trait.

pub fn subscribe_funding_rates( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for registering funding rates subscriptions from the trait.

pub fn subscribe_instrument_status( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for registering instrument status subscriptions from the trait.

pub fn subscribe_instrument_close( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for registering instrument close subscriptions from the trait.

pub fn subscribe_order_fills( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, )

Helper method for registering order fills subscriptions from the trait.

pub fn subscribe_order_cancels( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, )

Helper method for registering order cancels subscriptions from the trait.

pub fn unsubscribe_data( &mut self, data_type: DataType, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for unsubscribing from data.

pub fn unsubscribe_instruments( &mut self, venue: Venue, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for unsubscribing from instruments.

pub fn unsubscribe_instrument( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for unsubscribing from instrument.

pub fn unsubscribe_book_deltas( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for unsubscribing from book deltas.

pub fn unsubscribe_book_at_interval( &mut self, instrument_id: InstrumentId, interval_ms: NonZero<usize>, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for unsubscribing from book snapshots at interval.

pub fn unsubscribe_quotes( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for unsubscribing from quotes.

pub fn unsubscribe_trades( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for unsubscribing from trades.

pub fn unsubscribe_bars( &mut self, bar_type: BarType, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for unsubscribing from bars.

pub fn unsubscribe_mark_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for unsubscribing from mark prices.

pub fn unsubscribe_index_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for unsubscribing from index prices.

pub fn unsubscribe_funding_rates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for unsubscribing from funding rates.

pub fn unsubscribe_instrument_status( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for unsubscribing from instrument status.

pub fn unsubscribe_instrument_close( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for unsubscribing from instrument close.

pub fn unsubscribe_order_fills(&mut self, instrument_id: InstrumentId)

Helper method for unsubscribing from order fills.

pub fn unsubscribe_order_cancels(&mut self, instrument_id: InstrumentId)

Helper method for unsubscribing from order cancels.

pub fn request_data( &self, data_type: DataType, client_id: ClientId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, params: Option<IndexMap<String, String>>, handler: ShareableMessageHandler, ) -> Result<UUID4, Error>

Helper method for requesting data.

Errors

Returns an error if input parameters are invalid.

pub fn request_instrument( &self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, handler: ShareableMessageHandler, ) -> Result<UUID4, Error>

Helper method for requesting instrument.

Errors

Returns an error if input parameters are invalid.

pub fn request_instruments( &self, venue: Option<Venue>, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, handler: ShareableMessageHandler, ) -> Result<UUID4, Error>

Helper method for requesting instruments.

Errors

Returns an error if input parameters are invalid.

pub fn request_book_snapshot( &self, instrument_id: InstrumentId, depth: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, handler: ShareableMessageHandler, ) -> Result<UUID4, Error>

Helper method for requesting book snapshot.

Errors

Returns an error if input parameters are invalid.

pub fn request_quotes( &self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, handler: ShareableMessageHandler, ) -> Result<UUID4, Error>

Helper method for requesting quotes.

Errors

Returns an error if input parameters are invalid.

pub fn request_trades( &self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, handler: ShareableMessageHandler, ) -> Result<UUID4, Error>

Helper method for requesting trades.

Errors

Returns an error if input parameters are invalid.

pub fn request_bars( &self, bar_type: BarType, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, handler: ShareableMessageHandler, ) -> Result<UUID4, Error>

Helper method for requesting bars.

Errors

Returns an error if input parameters are invalid.

pub fn subscribe_blocks( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, chain: Blockchain, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for registering block subscriptions from the trait.

pub fn subscribe_pool( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for registering pool subscriptions from the trait.

pub fn subscribe_pool_swaps( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for registering pool swap subscriptions from the trait.

pub fn subscribe_pool_liquidity_updates( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for registering pool liquidity update subscriptions from the trait.

pub fn subscribe_pool_fee_collects( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for registering pool fee collect subscriptions from the trait.

pub fn subscribe_pool_flash_events( &mut self, topic: MStr<Topic>, handler: ShareableMessageHandler, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for registering pool flash event subscriptions from the trait.

pub fn unsubscribe_blocks( &mut self, chain: Blockchain, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for unsubscribing from blocks.

pub fn unsubscribe_pool( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for unsubscribing from pool definition updates.

pub fn unsubscribe_pool_swaps( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for unsubscribing from pool swaps.

pub fn unsubscribe_pool_liquidity_updates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for unsubscribing from pool liquidity updates.

pub fn unsubscribe_pool_fee_collects( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for unsubscribing from pool fee collects.

pub fn unsubscribe_pool_flash_events( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

Helper method for unsubscribing from pool flash events.

Trait Implementations

impl DataActor for ExecTester

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

Actions to be performed on start.

fn on_instrument(&mut self, instrument: &InstrumentAny) -> Result<()>

Actions to be performed when receiving an instrument.

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

Actions to be performed on stop.

fn on_quote(&mut self, quote: &QuoteTick) -> Result<()>

Actions to be performed when receiving a quote.

fn on_trade(&mut self, trade: &TradeTick) -> Result<()>

Actions to be performed when receiving a trade.

fn on_book(&mut self, book: &OrderBook) -> Result<()>

Actions to be performed when receiving an order book.

fn on_book_deltas(&mut self, deltas: &OrderBookDeltas) -> Result<()>

Actions to be performed when receiving order book deltas.

fn on_bar(&mut self, bar: &Bar) -> Result<()>

Actions to be performed when receiving a bar.

fn on_mark_price(&mut self, mark_price: &MarkPriceUpdate) -> Result<()>

Actions to be performed when receiving a mark price update.

fn on_index_price(&mut self, index_price: &IndexPriceUpdate) -> Result<()>

Actions to be performed when receiving an index price update.

fn on_time_event(&mut self, event: &TimeEvent) -> Result<()>

Actions to be performed when receiving a time event.

fn on_save(&self) -> Result<IndexMap<String, Vec<u8>>, Error>

Actions to be performed when the actor state is saved.

fn on_load(&mut self, state: IndexMap<String, Vec<u8>>) -> Result<(), Error>

Actions to be performed when the actor state is loaded.

fn on_resume(&mut self) -> Result<(), Error>

Actions to be performed on resume.

fn on_reset(&mut self) -> Result<(), Error>

Actions to be performed on reset.

fn on_dispose(&mut self) -> Result<(), Error>

Actions to be performed on dispose.

fn on_degrade(&mut self) -> Result<(), Error>

Actions to be performed on degrade.

fn on_fault(&mut self) -> Result<(), Error>

Actions to be performed on fault.

fn on_data(&mut self, data: &(dyn Any + 'static)) -> Result<(), Error>

Actions to be performed when receiving custom data.

fn on_signal(&mut self, signal: &Signal) -> Result<(), Error>

Actions to be performed when receiving a signal.

fn on_funding_rate( &mut self, funding_rate: &FundingRateUpdate, ) -> Result<(), Error>

Actions to be performed when receiving a funding rate update.

fn on_instrument_status(&mut self, data: &InstrumentStatus) -> Result<(), Error>

Actions to be performed when receiving an instrument status update.

fn on_instrument_close(&mut self, update: &InstrumentClose) -> Result<(), Error>

Actions to be performed when receiving an instrument close update.

fn on_order_filled(&mut self, event: &OrderFilled) -> Result<(), Error>

Actions to be performed when receiving an order filled event.

fn on_order_canceled(&mut self, event: &OrderCanceled) -> Result<(), Error>

Actions to be performed when receiving an order canceled event.

fn on_block(&mut self, block: &Block) -> Result<(), Error>

Actions to be performed when receiving a block.

fn on_pool(&mut self, pool: &Pool) -> Result<(), Error>

Actions to be performed when receiving a pool.

fn on_pool_swap(&mut self, swap: &PoolSwap) -> Result<(), Error>

Actions to be performed when receiving a pool swap.

fn on_pool_liquidity_update( &mut self, update: &PoolLiquidityUpdate, ) -> Result<(), Error>

Actions to be performed when receiving a pool liquidity update.

fn on_pool_fee_collect(&mut self, collect: &PoolFeeCollect) -> Result<(), Error>

Actions to be performed when receiving a pool fee collect event.

fn on_pool_flash(&mut self, flash: &PoolFlash) -> Result<(), Error>

Actions to be performed when receiving a pool flash event.

fn on_historical_data( &mut self, data: &(dyn Any + 'static), ) -> Result<(), Error>

Actions to be performed when receiving historical data.

fn on_historical_quotes(&mut self, quotes: &[QuoteTick]) -> Result<(), Error>

Actions to be performed when receiving historical quotes.

fn on_historical_trades(&mut self, trades: &[TradeTick]) -> Result<(), Error>

Actions to be performed when receiving historical trades.

fn on_historical_bars(&mut self, bars: &[Bar]) -> Result<(), Error>

Actions to be performed when receiving historical bars.

fn on_historical_mark_prices( &mut self, mark_prices: &[MarkPriceUpdate], ) -> Result<(), Error>

Actions to be performed when receiving historical mark prices.

fn on_historical_index_prices( &mut self, index_prices: &[IndexPriceUpdate], ) -> Result<(), Error>

Actions to be performed when receiving historical index prices.

fn handle_time_event(&mut self, event: &TimeEvent)

Handles a received time event.

fn handle_data(&mut self, data: &(dyn Any + 'static))

Handles a received custom data point.

fn handle_signal(&mut self, signal: &Signal)

Handles a received signal.

fn handle_instrument(&mut self, instrument: &InstrumentAny)

Handles a received instrument.

fn handle_book_deltas(&mut self, deltas: &OrderBookDeltas)

Handles received order book deltas.

fn handle_book(&mut self, book: &OrderBook)

Handles a received order book reference.

fn handle_quote(&mut self, quote: &QuoteTick)

Handles a received quote.

fn handle_trade(&mut self, trade: &TradeTick)

Handles a received trade.

fn handle_bar(&mut self, bar: &Bar)

Handles a receiving bar.

fn handle_mark_price(&mut self, mark_price: &MarkPriceUpdate)

Handles a received mark price update.

fn handle_index_price(&mut self, index_price: &IndexPriceUpdate)

Handles a received index price update.

fn handle_funding_rate(&mut self, funding_rate: &FundingRateUpdate)

Handles a received funding rate update.

fn handle_instrument_status(&mut self, status: &InstrumentStatus)

Handles a received instrument status.

fn handle_instrument_close(&mut self, close: &InstrumentClose)

Handles a received instrument close.

fn handle_order_filled(&mut self, event: &OrderFilled)

Handles a received order filled event.

fn handle_order_canceled(&mut self, event: &OrderCanceled)

Handles a received order canceled event.

fn handle_block(&mut self, block: &Block)

Handles a received block.

fn handle_pool(&mut self, pool: &Pool)

Handles a received pool definition update.

fn handle_pool_swap(&mut self, swap: &PoolSwap)

Handles a received pool swap.

fn handle_pool_liquidity_update(&mut self, update: &PoolLiquidityUpdate)

Handles a received pool liquidity update.

fn handle_pool_fee_collect(&mut self, collect: &PoolFeeCollect)

Handles a received pool fee collect.

fn handle_pool_flash(&mut self, flash: &PoolFlash)

Handles a received pool flash event.

fn handle_historical_data(&mut self, data: &(dyn Any + 'static))

Handles received historical data.

fn handle_data_response(&mut self, resp: &CustomDataResponse)

Handles a data response.

fn handle_instrument_response(&mut self, resp: &InstrumentResponse)

Handles an instrument response.

fn handle_instruments_response(&mut self, resp: &InstrumentsResponse)

Handles an instruments response.

fn handle_book_response(&mut self, resp: &BookResponse)

Handles a book response.

fn handle_quotes_response(&mut self, resp: &QuotesResponse)

Handles a quotes response.

fn handle_trades_response(&mut self, resp: &TradesResponse)

Handles a trades response.

fn handle_bars_response(&mut self, resp: &BarsResponse)

Handles a bars response.

fn subscribe_data( &mut self, data_type: DataType, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Subscribe to streaming data_type data.

fn subscribe_quotes( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Subscribe to streaming QuoteTick data for the instrument_id.

fn subscribe_instruments( &mut self, venue: Venue, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Subscribe to streaming InstrumentAny data for the venue.

fn subscribe_instrument( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Subscribe to streaming InstrumentAny data for the instrument_id.

fn subscribe_book_deltas( &mut self, instrument_id: InstrumentId, book_type: BookType, depth: Option<NonZero<usize>>, client_id: Option<ClientId>, managed: bool, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Subscribe to streaming OrderBookDeltas data for the instrument_id.

fn subscribe_book_at_interval( &mut self, instrument_id: InstrumentId, book_type: BookType, depth: Option<NonZero<usize>>, interval_ms: NonZero<usize>, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Subscribe to OrderBook snapshots at a specified interval for the instrument_id.

fn subscribe_trades( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Subscribe to streaming TradeTick data for the instrument_id.

fn subscribe_bars( &mut self, bar_type: BarType, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Subscribe to streaming Bar data for the bar_type.

fn subscribe_mark_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Subscribe to streaming MarkPriceUpdate data for the instrument_id.

fn subscribe_index_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Subscribe to streaming IndexPriceUpdate data for the instrument_id.

fn subscribe_funding_rates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Subscribe to streaming FundingRateUpdate data for the instrument_id.

fn subscribe_instrument_status( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Subscribe to streaming InstrumentStatus data for the instrument_id.

fn subscribe_instrument_close( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Subscribe to streaming InstrumentClose data for the instrument_id.

fn subscribe_order_fills(&mut self, instrument_id: InstrumentId)

where Self: Sized + 'static + Debug,

Subscribe to OrderFilled events for the instrument_id.

fn subscribe_order_cancels(&mut self, instrument_id: InstrumentId)

where Self: Sized + 'static + Debug,

Subscribe to OrderCanceled events for the instrument_id.

fn subscribe_blocks( &mut self, chain: Blockchain, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Subscribe to streaming Block data for the chain.

fn subscribe_pool( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Subscribe to streaming Pool definition updates for the AMM pool at the instrument_id.

fn subscribe_pool_swaps( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Subscribe to streaming PoolSwap data for the instrument_id.

fn subscribe_pool_liquidity_updates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Subscribe to streaming PoolLiquidityUpdate data for the instrument_id.

fn subscribe_pool_fee_collects( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Subscribe to streaming PoolFeeCollect data for the instrument_id.

fn subscribe_pool_flash_events( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Subscribe to streaming PoolFlash events for the given instrument_id.

fn unsubscribe_data( &mut self, data_type: DataType, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Unsubscribe from streaming data_type data.

fn unsubscribe_instruments( &mut self, venue: Venue, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Unsubscribe from streaming InstrumentAny data for the venue.

fn unsubscribe_instrument( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Unsubscribe from streaming InstrumentAny data for the instrument_id.

fn unsubscribe_book_deltas( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Unsubscribe from streaming OrderBookDeltas data for the instrument_id.

fn unsubscribe_book_at_interval( &mut self, instrument_id: InstrumentId, interval_ms: NonZero<usize>, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Unsubscribe from OrderBook snapshots at a specified interval for the instrument_id.

fn unsubscribe_quotes( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Unsubscribe from streaming QuoteTick data for the instrument_id.

fn unsubscribe_trades( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Unsubscribe from streaming TradeTick data for the instrument_id.

fn unsubscribe_bars( &mut self, bar_type: BarType, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Unsubscribe from streaming Bar data for the bar_type.

fn unsubscribe_mark_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Unsubscribe from streaming MarkPriceUpdate data for the instrument_id.

fn unsubscribe_index_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Unsubscribe from streaming IndexPriceUpdate data for the instrument_id.

fn unsubscribe_funding_rates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Unsubscribe from streaming FundingRateUpdate data for the instrument_id.

fn unsubscribe_instrument_status( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Unsubscribe from streaming InstrumentStatus data for the instrument_id.

fn unsubscribe_instrument_close( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Unsubscribe from streaming InstrumentClose data for the instrument_id.

fn unsubscribe_order_fills(&mut self, instrument_id: InstrumentId)

where Self: Sized + 'static + Debug,

Unsubscribe from OrderFilled events for the instrument_id.

fn unsubscribe_order_cancels(&mut self, instrument_id: InstrumentId)

where Self: Sized + 'static + Debug,

Unsubscribe from OrderCanceled events for the instrument_id.

fn unsubscribe_blocks( &mut self, chain: Blockchain, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Unsubscribe from streaming Block data for the chain.

fn unsubscribe_pool( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Unsubscribe from streaming Pool definition updates for the AMM pool at the instrument_id.

fn unsubscribe_pool_swaps( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Unsubscribe from streaming PoolSwap data for the instrument_id.

fn unsubscribe_pool_liquidity_updates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Unsubscribe from streaming PoolLiquidityUpdate data for the instrument_id.

fn unsubscribe_pool_fee_collects( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Unsubscribe from streaming PoolFeeCollect data for the instrument_id.

fn unsubscribe_pool_flash_events( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, )

where Self: Sized + 'static + Debug,

Unsubscribe from streaming PoolFlash events for the given instrument_id.

fn request_data( &mut self, data_type: DataType, client_id: ClientId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, params: Option<IndexMap<String, String>>, ) -> Result<UUID4, Error>

where Self: Sized + 'static + Debug,

Request historical custom data of the given data_type.

fn request_instrument( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, ) -> Result<UUID4, Error>

where Self: Sized + 'static + Debug,

Request historical InstrumentResponse data for the given instrument_id.

fn request_instruments( &mut self, venue: Option<Venue>, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, ) -> Result<UUID4, Error>

where Self: Sized + 'static + Debug,

Request historical InstrumentsResponse definitions for the optional venue.

fn request_book_snapshot( &mut self, instrument_id: InstrumentId, depth: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, ) -> Result<UUID4, Error>

where Self: Sized + 'static + Debug,

Request an OrderBook snapshot for the given instrument_id.

fn request_quotes( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, ) -> Result<UUID4, Error>

where Self: Sized + 'static + Debug,

Request historical QuoteTick data for the given instrument_id.

fn request_trades( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, ) -> Result<UUID4, Error>

where Self: Sized + 'static + Debug,

Request historical TradeTick data for the given instrument_id.

fn request_bars( &mut self, bar_type: BarType, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, ) -> Result<UUID4, Error>

where Self: Sized + 'static + Debug,

Request historical Bar data for the given bar_type.

impl Debug for ExecTester

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

Formats the value using the given formatter.

impl Deref for ExecTester

type Target = DataActorCore

The resulting type after dereferencing.

fn deref(&self) -> &Self::Target

Dereferences the value.

impl DerefMut for ExecTester

fn deref_mut(&mut self) -> &mut Self::Target

Mutably dereferences the value.

impl Strategy for ExecTester

fn core_mut(&mut self) -> &mut StrategyCore

Provides mutable access to the internal StrategyCore.

fn submit_order( &mut self, order: OrderAny, position_id: Option<PositionId>, client_id: Option<ClientId>, ) -> Result<(), Error>

Submits an order.

fn submit_order_with_params( &mut self, order: OrderAny, position_id: Option<PositionId>, client_id: Option<ClientId>, params: IndexMap<String, String>, ) -> Result<(), Error>

Submits an order with adapter-specific parameters.

fn submit_order_list( &mut self, order_list: OrderList, position_id: Option<PositionId>, client_id: Option<ClientId>, ) -> Result<(), Error>

Submits an order list.

fn modify_order( &mut self, order: OrderAny, quantity: Option<Quantity>, price: Option<Price>, trigger_price: Option<Price>, client_id: Option<ClientId>, ) -> Result<(), Error>

Modifies an order.

fn modify_order_with_params( &mut self, order: OrderAny, quantity: Option<Quantity>, price: Option<Price>, trigger_price: Option<Price>, client_id: Option<ClientId>, params: IndexMap<String, String>, ) -> Result<(), Error>

Modifies an order with adapter-specific parameters.

fn cancel_order( &mut self, order: OrderAny, client_id: Option<ClientId>, ) -> Result<(), Error>

Cancels an order.

fn cancel_order_with_params( &mut self, order: OrderAny, client_id: Option<ClientId>, params: IndexMap<String, String>, ) -> Result<(), Error>

Cancels an order with adapter-specific parameters.

fn cancel_orders( &mut self, orders: Vec<OrderAny>, client_id: Option<ClientId>, params: Option<IndexMap<String, String>>, ) -> Result<(), Error>

Batch cancels multiple orders for the same instrument.

fn cancel_all_orders( &mut self, instrument_id: InstrumentId, order_side: Option<OrderSide>, client_id: Option<ClientId>, ) -> Result<(), Error>

Cancels all open orders for the given instrument.

fn cancel_all_orders_with_params( &mut self, instrument_id: InstrumentId, order_side: Option<OrderSide>, client_id: Option<ClientId>, params: IndexMap<String, String>, ) -> Result<(), Error>

Cancels all open orders for the given instrument with adapter-specific parameters.

fn close_position( &mut self, position: &Position, client_id: Option<ClientId>, tags: Option<Vec<Ustr>>, time_in_force: Option<TimeInForce>, reduce_only: Option<bool>, quote_quantity: Option<bool>, ) -> Result<(), Error>

Closes a position by submitting a market order for the opposite side.

fn close_all_positions( &mut self, instrument_id: InstrumentId, position_side: Option<PositionSide>, client_id: Option<ClientId>, tags: Option<Vec<Ustr>>, time_in_force: Option<TimeInForce>, reduce_only: Option<bool>, quote_quantity: Option<bool>, ) -> Result<(), Error>

Closes all open positions for the given instrument.

fn query_account( &mut self, account_id: AccountId, client_id: Option<ClientId>, ) -> Result<(), Error>

Queries account state from the execution client.

fn query_order( &mut self, order: &OrderAny, client_id: Option<ClientId>, ) -> Result<(), Error>

Queries order state from the execution client.

fn handle_order_event(&mut self, event: OrderEventAny)

Handles an order event, dispatching to the appropriate handler and routing to the order manager.

fn handle_position_event(&mut self, event: PositionEvent)

Handles a position event, dispatching to the appropriate handler.

fn on_start(&mut self) -> Result<(), Error>

Called when the strategy is started.

fn on_time_event(&mut self, event: &TimeEvent) -> Result<(), Error>

Called when a time event is received.

fn on_order_initialized(&mut self, event: OrderInitialized)

Called when an order is initialized.

fn on_order_denied(&mut self, event: OrderDenied)

Called when an order is denied by the system.

fn on_order_emulated(&mut self, event: OrderEmulated)

Called when an order is emulated.

fn on_order_released(&mut self, event: OrderReleased)

Called when an order is released from emulation.

fn on_order_submitted(&mut self, event: OrderSubmitted)

Called when an order is submitted to the venue.

fn on_order_rejected(&mut self, event: OrderRejected)

Called when an order is rejected by the venue.

fn on_order_accepted(&mut self, event: OrderAccepted)

Called when an order is accepted by the venue.

fn on_order_expired(&mut self, event: OrderExpired)

Called when an order expires.

fn on_order_triggered(&mut self, event: OrderTriggered)

Called when an order is triggered.

fn on_order_pending_update(&mut self, event: OrderPendingUpdate)

Called when an order modification is pending.

fn on_order_pending_cancel(&mut self, event: OrderPendingCancel)

Called when an order cancellation is pending.

fn on_order_modify_rejected(&mut self, event: OrderModifyRejected)

Called when an order modification is rejected.

fn on_order_cancel_rejected(&mut self, event: OrderCancelRejected)

Called when an order cancellation is rejected.

fn on_order_updated(&mut self, event: OrderUpdated)

Called when an order is updated.

fn on_position_opened(&mut self, event: PositionOpened)

Called when a position is opened.

fn on_position_changed(&mut self, event: PositionChanged)

Called when a position is changed (quantity or price updated).

fn on_position_closed(&mut self, event: PositionClosed)

Called when a position is closed.

fn set_gtd_expiry(&mut self, order: &OrderAny) -> Result<(), Error>

Sets a GTD expiry timer for an order.

fn cancel_gtd_expiry(&mut self, client_order_id: &ClientOrderId)

Cancels a GTD expiry timer for an order.

fn has_gtd_expiry_timer(&mut self, client_order_id: &ClientOrderId) -> bool

Checks if a GTD expiry timer exists for an order.

fn expire_gtd_order(&mut self, event: TimeEvent)

Handles GTD order expiry by canceling the order.

fn reactivate_gtd_timers(&mut self)

Reactivates GTD timers for open orders on strategy start.