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SimulatedVenueConfig

Struct SimulatedVenueConfig 

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pub struct SimulatedVenueConfig {
Show 34 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<MarginModelHandle>, pub modules: Vec<SimulationModuleHandle>, pub fill_model: FillModelHandle, pub fee_model: FeeModelHandle, pub latency_model: Option<LatencyModelHandle>, 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 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 (runtime handles for modules and models, and typed Money balances), which is why this is distinct from the YAML-friendly BacktestVenueConfig used by BacktestNode.

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§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<MarginModelHandle>§modules: Vec<SimulationModuleHandle>§fill_model: FillModelHandle§fee_model: FeeModelHandle§latency_model: Option<LatencyModelHandle>§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§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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