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SimulatedVenueConfig

nautilus_backtest::config

Struct SimulatedVenueConfig 

Source 
pub struct SimulatedVenueConfig {
Show 35 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,
    pub settlement_prices: AHashMap<InstrumentId, Price>,
    pub liquidation_enabled: bool,
    pub liquidation_trigger_ratio: f64,
    pub liquidation_cancel_open_orders: bool,

}
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: u32§settlement_prices: AHashMap<InstrumentId, Price>

Settlement prices for expiring instruments keyed by instrument ID.

§liquidation_enabled: bool

If liquidation of positions should be triggered when maintenance margin is breached.

§liquidation_trigger_ratio: f64

The ratio of equity to maintenance margin at which liquidation is triggered. A value of 1.0 means liquidation triggers when equity <= maintenance_margin.

§liquidation_cancel_open_orders: bool

If open orders should be canceled before closing positions during liquidation.

Implementations§

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impl SimulatedVenueConfig

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pub fn builder() -> SimulatedVenueConfigBuilder

Create an instance of SimulatedVenueConfig using the builder syntax

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impl SimulatedVenueConfig

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pub fn validate(&self) -> ConfigResult<()>

Validates the venue configuration, collecting every field violation.

§Errors

Returns a [ConfigError] (a [ConfigError::Multiple] when more than one field is invalid) if any field fails validation.

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