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SimulatedOrdersBackend

apple_quant_algorithmic::backends::simulated

Struct SimulatedOrdersBackend 

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pub struct SimulatedOrdersBackend<IS: InstrumentSpec, CapacitySpec: CapacitySpec = CapacitySpecLowFrequencyTrades, PhysicalLocationLD: PhysicalLocationLD = PhysicalLocationLDProximityBareMetal, OrderRouterLD: OrderRouterLD = OrderRounterLDRithmicFull, ExchangeLD: ExchangeLD = ExchangeLD_CME> { /* private fields */ }

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impl<IS: InstrumentSpec, CapacitySpec: CapacitySpec, PhysicalLocationLD: PhysicalLocationLD, OrderRouterLD: OrderRouterLD, ExchangeLD: ExchangeLD> MarketDataStream<IS> for SimulatedOrdersBackend<IS, CapacitySpec, PhysicalLocationLD, OrderRouterLD, ExchangeLD>

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async fn trades_stream<'a>( &mut self, just_added: impl ExactSizeIterator<Item = &'a TradeTradeTimestamp<IS>> + Clone, )
where IS: 'a,

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impl<IS: InstrumentSpec + Send + 'static, CapacitySpec: CapacitySpec, PhysicalLocationLD: PhysicalLocationLD, OrderRouterLD: OrderRouterLD, ExchangeLD: ExchangeLD> OrdersBackend<IS> for SimulatedOrdersBackend<IS, CapacitySpec, PhysicalLocationLD, OrderRouterLD, ExchangeLD>

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async fn new() -> (Receiver<OrderStateUpdate<IS>>, Self)

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async fn submit_order( &mut self, local_order_id: &LocalOrderId, client_submission_timestamp: &Timestamp, remote_order: RemoteOrder<IS>, ) -> Result<(), OrdersBackendSubmitRemoteOrderError>

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async fn modify_order_volume( &mut self, remote_order_id: &RemoteOrderId, volume: &DirectionlessVolume<IS>, )

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async fn initiate_cancel_order( &mut self, remote_order_id: &RemoteOrderId, ) -> Result<(), CancelRemoteOrderError>

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async fn initiate_cancel_all(&mut self)

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async fn initiate_cancel_flatten_all(&mut self)

Auto Trait Implementations§

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impl<IS, CapacitySpec, PhysicalLocationLD, OrderRouterLD, ExchangeLD> Freeze for SimulatedOrdersBackend<IS, CapacitySpec, PhysicalLocationLD, OrderRouterLD, ExchangeLD>
where <IS as InstrumentSpec>::PriceType: Freeze, <IS as InstrumentSpec>::VolumeType: Freeze,

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impl<IS, CapacitySpec, PhysicalLocationLD, OrderRouterLD, ExchangeLD> RefUnwindSafe for SimulatedOrdersBackend<IS, CapacitySpec, PhysicalLocationLD, OrderRouterLD, ExchangeLD>
where CapacitySpec: RefUnwindSafe, PhysicalLocationLD: RefUnwindSafe, OrderRouterLD: RefUnwindSafe, ExchangeLD: RefUnwindSafe, <IS as InstrumentSpec>::PriceType: RefUnwindSafe, <IS as InstrumentSpec>::VolumeType: RefUnwindSafe,

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impl<IS, CapacitySpec, PhysicalLocationLD, OrderRouterLD, ExchangeLD> Send for SimulatedOrdersBackend<IS, CapacitySpec, PhysicalLocationLD, OrderRouterLD, ExchangeLD>
where CapacitySpec: Send, PhysicalLocationLD: Send, OrderRouterLD: Send, ExchangeLD: Send,

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impl<IS, CapacitySpec, PhysicalLocationLD, OrderRouterLD, ExchangeLD> Sync for SimulatedOrdersBackend<IS, CapacitySpec, PhysicalLocationLD, OrderRouterLD, ExchangeLD>
where CapacitySpec: Sync, PhysicalLocationLD: Sync, OrderRouterLD: Sync, ExchangeLD: Sync,

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impl<IS, CapacitySpec, PhysicalLocationLD, OrderRouterLD, ExchangeLD> Unpin for SimulatedOrdersBackend<IS, CapacitySpec, PhysicalLocationLD, OrderRouterLD, ExchangeLD>
where CapacitySpec: Unpin, PhysicalLocationLD: Unpin, OrderRouterLD: Unpin, ExchangeLD: Unpin, <IS as InstrumentSpec>::PriceType: Unpin, <IS as InstrumentSpec>::VolumeType: Unpin,

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impl<IS, CapacitySpec, PhysicalLocationLD, OrderRouterLD, ExchangeLD> UnsafeUnpin for SimulatedOrdersBackend<IS, CapacitySpec, PhysicalLocationLD, OrderRouterLD, ExchangeLD>
where <IS as InstrumentSpec>::PriceType: UnsafeUnpin, <IS as InstrumentSpec>::VolumeType: UnsafeUnpin,

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impl<IS, CapacitySpec, PhysicalLocationLD, OrderRouterLD, ExchangeLD> UnwindSafe for SimulatedOrdersBackend<IS, CapacitySpec, PhysicalLocationLD, OrderRouterLD, ExchangeLD>
where CapacitySpec: UnwindSafe, PhysicalLocationLD: UnwindSafe, OrderRouterLD: UnwindSafe, ExchangeLD: UnwindSafe, <IS as InstrumentSpec>::PriceType: RefUnwindSafe + UnwindSafe, <IS as InstrumentSpec>::VolumeType: RefUnwindSafe + UnwindSafe,

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