Struct ExecTesterConfig 

pub struct ExecTesterConfig {

    pub base: StrategyConfig,
    pub instrument_id: InstrumentId,
    pub order_qty: Quantity,
    pub order_display_qty: Option<Quantity>,
    pub order_expire_time_delta_mins: Option<u64>,
    pub order_params: Option<Params>,
    pub client_id: Option<ClientId>,
    pub subscribe_book: bool,
    pub subscribe_quotes: bool,
    pub subscribe_trades: bool,
    pub book_type: BookType,
    pub book_depth: Option<usize>,
    pub book_interval_ms: usize,
    pub book_levels_to_print: usize,
    pub open_position_on_start_qty: Option<Decimal>,
    pub open_position_on_first_quote: bool,
    pub open_position_time_in_force: TimeInForce,
    pub enable_limit_buys: bool,
    pub enable_limit_sells: bool,
    pub enable_stop_buys: bool,
    pub enable_stop_sells: bool,
    pub tob_offset_ticks: u64,
    pub limit_time_in_force: Option<TimeInForce>,
    pub stop_order_type: OrderType,
    pub stop_offset_ticks: u64,
    pub stop_limit_offset_ticks: Option<u64>,
    pub stop_trigger_type: TriggerType,
    pub stop_time_in_force: Option<TimeInForce>,
    pub trailing_offset: Option<Decimal>,
    pub trailing_offset_type: TrailingOffsetType,
    pub enable_brackets: bool,
    pub batch_submit_limit_pair: bool,
    pub bracket_entry_order_type: OrderType,
    pub bracket_offset_ticks: u64,
    pub modify_orders_to_maintain_tob_offset: bool,
    pub modify_stop_orders_to_maintain_offset: bool,
    pub cancel_replace_orders_to_maintain_tob_offset: bool,
    pub cancel_replace_stop_orders_to_maintain_offset: bool,
    pub use_post_only: bool,
    pub limit_aggressive: bool,
    pub use_quote_quantity: bool,
    pub emulation_trigger: Option<TriggerType>,
    pub cancel_orders_on_stop: bool,
    pub close_positions_on_stop: bool,
    pub close_positions_time_in_force: Option<TimeInForce>,
    pub reduce_only_on_stop: bool,
    pub use_individual_cancels_on_stop: bool,
    pub use_batch_cancel_on_stop: bool,
    pub dry_run: bool,
    pub log_data: bool,
    pub test_reject_post_only: bool,
    pub test_reject_reduce_only: bool,
    pub test_modify_rejected: bool,
    pub can_unsubscribe: bool,
    pub clamp_to_instrument_price_range: bool,
}

Configuration for the execution tester strategy.

Fields

base: StrategyConfig

Base strategy configuration.

instrument_id: InstrumentId

Instrument ID to test.

order_qty: Quantity

Order quantity.

order_display_qty: Option<Quantity>

Display quantity for iceberg orders (None for full display, Some(0) for hidden).

order_expire_time_delta_mins: Option<u64>

Minutes until GTD orders expire (None for GTC).

order_params: Option<Params>

Adapter-specific order parameters.

client_id: Option<ClientId>

Client ID to use for orders and subscriptions.

subscribe_book: bool

Whether to subscribe to order book.

subscribe_quotes: bool

Whether to subscribe to quotes.

subscribe_trades: bool

Whether to subscribe to trades.

book_type: BookType

Book type for order book subscriptions.

book_depth: Option<usize>

Order book depth for subscriptions.

book_interval_ms: usize

Order book interval in milliseconds.

book_levels_to_print: usize

Number of order book levels to print when logging.

open_position_on_start_qty: Option<Decimal>

Quantity to open position on start (positive for buy, negative for sell).

open_position_on_first_quote: bool

Delay opening the start position until the first quote arrives.

open_position_time_in_force: TimeInForce

Time in force for opening position order.

enable_limit_buys: bool

Enable limit buy orders.

enable_limit_sells: bool

Enable limit sell orders.

enable_stop_buys: bool

Enable stop buy orders.

enable_stop_sells: bool

Enable stop sell orders.

tob_offset_ticks: u64

Offset from TOB in price ticks for limit orders.

limit_time_in_force: Option<TimeInForce>

Override time in force for limit orders (None uses GTC/GTD logic).

stop_order_type: OrderType

Type of stop order (STOP_MARKET, STOP_LIMIT, MARKET_IF_TOUCHED, LIMIT_IF_TOUCHED).

stop_offset_ticks: u64

Offset from market in price ticks for stop trigger.

stop_limit_offset_ticks: Option<u64>

Offset from trigger price in ticks for stop limit price.

stop_trigger_type: TriggerType

Trigger type for stop orders.

stop_time_in_force: Option<TimeInForce>

Override time in force for stop orders (None uses GTC/GTD logic).

trailing_offset: Option<Decimal>

Trailing offset for TRAILING_STOP_MARKET orders.

trailing_offset_type: TrailingOffsetType

Trailing offset type (BasisPoints or Price).

enable_brackets: bool

Enable bracket orders (entry with TP/SL).

batch_submit_limit_pair: bool

Submit limit buy and sell as an order list instead of individual orders.

bracket_entry_order_type: OrderType

Entry order type for bracket orders.

bracket_offset_ticks: u64

Offset in ticks for bracket TP/SL from entry price.

modify_orders_to_maintain_tob_offset: bool

Modify limit orders to maintain TOB offset.

modify_stop_orders_to_maintain_offset: bool

Modify stop orders to maintain offset.

cancel_replace_orders_to_maintain_tob_offset: bool

Cancel and replace limit orders to maintain TOB offset.

cancel_replace_stop_orders_to_maintain_offset: bool

Cancel and replace stop orders to maintain offset.

use_post_only: bool

Use post-only for limit orders.

limit_aggressive: bool

Place limit orders at marketable prices (cross the spread). Combined with limit_time_in_force = Ioc/Fok, exercises aggressive-fill (TC-E13, TC-E15) and passive-no-fill (TC-E14, TC-E16) scenarios when inverted with the standard passive offset.

use_quote_quantity: bool

Use quote quantity for orders.

emulation_trigger: Option<TriggerType>

Emulation trigger type for orders.

cancel_orders_on_stop: bool

Cancel all orders on stop.

close_positions_on_stop: bool

Close all positions on stop.

close_positions_time_in_force: Option<TimeInForce>

Time in force for closing positions (None defaults to GTC).

reduce_only_on_stop: bool

Use reduce_only when closing positions.

use_individual_cancels_on_stop: bool

Use individual cancel commands instead of cancel_all.

use_batch_cancel_on_stop: bool

Use batch cancel command when stopping.

dry_run: bool

Dry run mode (no order submission).

log_data: bool

Log received data.

test_reject_post_only: bool

Test post-only rejection by placing orders on wrong side of spread.

test_reject_reduce_only: bool

Test reduce-only rejection by setting reduce_only on open position order.

test_modify_rejected: bool

Programmatically attempt one strategy-wide modify against the next accepted limit order (whichever side acks first) to exercise the adapter’s modify-rejection path (TC-E36). Independent of modify_orders_to_maintain_tob_offset, which only fires on price drift. Not honored when batch_submit_limit_pair is true; combine with individual buy/sell maintenance instead.

can_unsubscribe: bool

Whether unsubscribe is supported on stop.

clamp_to_instrument_price_range: bool

Clamp computed prices to the instrument’s [min_price, max_price] before submit.

Implementations

impl ExecTesterConfig

pub fn builder() -> ExecTesterConfigBuilder

Create an instance of ExecTesterConfig using the builder syntax

impl ExecTesterConfig

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

Validates the execution tester configuration, collecting every field violation.

Errors

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

pub fn new( strategy_id: StrategyId, instrument_id: InstrumentId, client_id: ClientId, order_qty: Quantity, ) -> Self

Creates a new ExecTesterConfig with minimal settings.

Trait Implementations

impl Clone for ExecTesterConfig

fn clone(&self) -> ExecTesterConfig

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for ExecTesterConfig

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

Formats the value using the given formatter.

impl Default for ExecTesterConfig

fn default() -> Self

Returns the “default value” for a type.

impl DerefToPyAny for ExecTesterConfig

impl<'de> Deserialize<'de> for ExecTesterConfig

where ExecTesterConfig: Default,

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<'a, 'py> FromPyObject<'a, 'py> for ExecTesterConfig

where Self: Clone,

type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error.

fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj.

impl<'py> IntoPyObject<'py> for ExecTesterConfig

type Target = ExecTesterConfig

The Python output type

type Output = Bound<'py, <ExecTesterConfig as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PyClass for ExecTesterConfig

const NAME: &str = "ExecTesterConfig"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for ExecTesterConfig

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// Configuration for the execution tester strategy.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<ExecTesterConfig as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<ExecTesterConfig>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForExecTesterConfig

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for ExecTesterConfig

const TEXT_SIGNATURE: &'static str = "(strategy_id=None, order_id_tag=None, use_hyphens_in_client_order_ids=None, external_order_claims=None, instrument_id=None, client_id=None, order_qty=None, subscribe_book=None, subscribe_quotes=None, subscribe_trades=None, open_position_on_start_qty=None, open_position_on_first_quote=None, open_position_time_in_force=None, enable_limit_buys=None, enable_limit_sells=None, enable_stop_buys=None, enable_stop_sells=None, tob_offset_ticks=None, limit_time_in_force=None, use_post_only=None, limit_aggressive=None, cancel_orders_on_stop=None, close_positions_on_stop=None, close_positions_time_in_force=None, reduce_only_on_stop=None, dry_run=None, log_data=None, can_unsubscribe=None, clamp_to_instrument_price_range=None, log_events=None, log_commands=None)"

impl PyStubType for ExecTesterConfig

fn type_output() -> TypeInfo

The type to be used in the output signature, i.e. return type of the Python function or methods.

fn type_input() -> TypeInfo

The type to be used in the input signature, i.e. the arguments of the Python function or methods.

impl PyTypeInfo for ExecTesterConfig

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl Serialize for ExecTesterConfig

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.