Struct PythonFillModel 

pub struct PythonFillModel { /* private fields */ }

Implementations

impl PythonFillModel

pub fn new(obj: Py<PyAny>) -> Self

Trait Implementations

impl Debug for PythonFillModel

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

Formats the value using the given formatter.

impl FillModel for PythonFillModel

fn is_limit_filled(&mut self) -> Result<bool>

Returns true if a limit order should be filled based on the model.

fn is_slipped(&mut self) -> Result<bool>

Returns true if an order fill should slip by one tick.

fn fill_limit_inside_spread(&self) -> Result<bool>

Returns whether limit orders at or inside the spread are fillable.

fn get_orderbook_for_fill_simulation( &mut self, instrument: &InstrumentAny, order: &OrderAny, best_bid: Price, best_ask: Price, ) -> Result<Option<OrderBook>>

Returns a simulated OrderBook for fill simulation.