pub struct SimulatedVenueConfig {Show 31 fields
pub venue: Venue,
pub oms_type: OmsType,
pub account_type: AccountType,
pub book_type: BookType,
pub starting_balances: Vec<Money>,
pub base_currency: Option<Currency>,
pub default_leverage: Option<Decimal>,
pub leverages: AHashMap<InstrumentId, Decimal>,
pub margin_model: Option<MarginModelAny>,
pub modules: Vec<Box<dyn SimulationModule>>,
pub fill_model: FillModelAny,
pub fee_model: FeeModelAny,
pub latency_model: Option<Box<dyn LatencyModel>>,
pub routing: 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,
pub use_message_queue: bool,
pub use_market_order_acks: bool,
pub bar_execution: bool,
pub bar_adaptive_high_low_ordering: bool,
pub trade_execution: bool,
pub liquidity_consumption: bool,
pub allow_cash_borrowing: bool,
pub frozen_account: bool,
pub queue_position: bool,
pub oto_full_trigger: bool,
pub price_protection_points: u32,
}Expand description
Imperative-API configuration for registering a simulated venue on
crate::engine::BacktestEngine.
Constructed via [bon::Builder] so callers only specify what differs from
the documented defaults. Field types mirror the internal
SimulatedExchange shapes (trait objects for modules/latency, typed
Money balances), which is why this is distinct from the YAML-friendly
BacktestVenueConfig used by BacktestNode.
Fields§
§venue: Venue§oms_type: OmsType§account_type: AccountType§book_type: BookType§starting_balances: Vec<Money>§base_currency: Option<Currency>§default_leverage: Option<Decimal>§leverages: AHashMap<InstrumentId, Decimal>§margin_model: Option<MarginModelAny>§modules: Vec<Box<dyn SimulationModule>>§fill_model: FillModelAny§fee_model: FeeModelAny§latency_model: Option<Box<dyn LatencyModel>>§routing: bool§reject_stop_orders: bool§support_gtd_orders: bool§support_contingent_orders: bool§use_position_ids: bool§use_random_ids: bool§use_reduce_only: bool§use_message_queue: bool§use_market_order_acks: bool§bar_execution: bool§bar_adaptive_high_low_ordering: bool§trade_execution: bool§liquidity_consumption: bool§allow_cash_borrowing: bool§frozen_account: bool§queue_position: bool§oto_full_trigger: bool§price_protection_points: u32Implementations§
Source§impl SimulatedVenueConfig
impl SimulatedVenueConfig
Sourcepub fn builder() -> SimulatedVenueConfigBuilder
pub fn builder() -> SimulatedVenueConfigBuilder
Create an instance of SimulatedVenueConfig using the builder syntax
Auto Trait Implementations§
impl Freeze for SimulatedVenueConfig
impl !RefUnwindSafe for SimulatedVenueConfig
impl !Send for SimulatedVenueConfig
impl !Sync for SimulatedVenueConfig
impl Unpin for SimulatedVenueConfig
impl UnsafeUnpin for SimulatedVenueConfig
impl !UnwindSafe for SimulatedVenueConfig
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
§impl<T> Instrument for T
impl<T> Instrument for T
§fn instrument(self, span: Span) -> Instrumented<Self>
fn instrument(self, span: Span) -> Instrumented<Self>
§fn in_current_span(self) -> Instrumented<Self>
fn in_current_span(self) -> Instrumented<Self>
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read more