Struct MockExchange 

pub struct MockExchange { /* private fields */ }

Mock Exchange - stateful simulation for testing

Implementations

impl MockExchange

pub fn new_with_balances(balances: HashMap<AssetId, Decimal>) -> Self

Create a new mock exchange with initial balances

pub fn new() -> Self

Create a new mock exchange with default balances (for testing)

pub async fn set_fail_mode(&self, mode: OrderFailMode)

Set order failure behavior.

pub async fn set_exchange_health(&self, health: ExchangeHealth)

Set simulated exchange health.

pub async fn set_should_timeout(&self, should_timeout: bool)

Enable or disable simulated request timeouts.

pub async fn queue_place_order_error(&self, error: ExchangeError)

Queue one placement error for the next order batch.

pub async fn queue_place_order_success(&self)

Queue one placement success for the next order batch.

pub async fn set_fill_all_immediately(&self, fill: bool)

Enable immediate fill mode for all orders (for backtesting)

pub async fn set_mid(&self, coin: &str, price: Decimal)

Set the current mid price for a coin.

pub async fn set_time(&self, time_ms: i64)

Set the mock exchange clock in milliseconds.

pub async fn set_balance(&self, asset: AssetId, amount: Decimal)

Set an asset balance.

pub async fn placed_orders(&self) -> Vec<OrderInput>

Return all placed orders recorded by the mock.

pub async fn balance(&self, asset: &AssetId) -> Decimal

Return the balance for one asset.

pub async fn fills(&self) -> Vec<Fill>

Return all fills recorded by the mock.

pub async fn queue_quotes(&self, quotes: Vec<Quote>)

Queue historical quotes for backtesting. These will be returned by poll_quotes() in FIFO order, one per call.

pub async fn has_queued_quotes(&self) -> bool

Check if there are queued quotes remaining

Trait Implementations

impl Default for MockExchange

fn default() -> Self

Returns the “default value” for a type.

impl Exchange for MockExchange

fn exchange_id(&self) -> &ExchangeId

Get the exchange ID

fn environment(&self) -> Environment

Get the environment (mainnet/testnet)

fn place_orders<'life0, 'life1, 'async_trait>( &'life0 self, orders: &'life1 [OrderInput], ) -> Pin<Box<dyn Future<Output = Result<Vec<PlaceOrderResult>, ExchangeError>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Place multiple limit orders in a single batch API call. Returns a Vec of results, one for each order in the same order as the input.

fn cancel_order<'life0, 'life1, 'life2, 'life3, 'life4, 'async_trait>( &'life0 self, _instrument: &'life1 InstrumentId, _market_index: &'life2 MarketIndex, _client_id: &'life3 ClientOrderId, _exchange_order_id: Option<&'life4 ExchangeOrderId>, ) -> Pin<Box<dyn Future<Output = Result<(), ExchangeError>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait, 'life2: 'async_trait, 'life3: 'async_trait, 'life4: 'async_trait,

Cancel an order by client_id or exchange_order_id.

fn cancel_all_orders<'life0, 'life1, 'life2, 'async_trait>( &'life0 self, _instrument: &'life1 InstrumentId, _market_index: &'life2 MarketIndex, ) -> Pin<Box<dyn Future<Output = Result<u32, ExchangeError>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait, 'life2: 'async_trait,

Cancel all orders for an instrument. Returns number of orders canceled.

fn poll_user_fills<'life0, 'life1, 'async_trait>( &'life0 self, _cursor: Option<&'life1 str>, ) -> Pin<Box<dyn Future<Output = Result<Vec<Fill>, ExchangeError>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Poll user fills since cursor. This is the primary execution event source. cursor is opaque string (implementation-specific).

fn poll_quotes<'life0, 'life1, 'async_trait>( &'life0 self, instruments: &'life1 [InstrumentId], ) -> Pin<Box<dyn Future<Output = Result<Vec<Quote>, ExchangeError>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Poll current quotes/prices.

fn poll_account_state<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<AccountState, ExchangeError>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Poll account state (absolute). Used for snapshot-based synchronization.

fn instance(&self) -> ExchangeInstance

Get the exchange instance key

fn init<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<(), ExchangeError>> + Send + 'async_trait>>

where 'life0: 'async_trait, Self: 'async_trait,

Initialize the exchange connection and perform startup validations. Called by the runner before entering the main loop. Implementations can validate: connectivity, vault ownership, account balance, etc.