hftbacktest 0.9.4

A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
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use std::{env, fs};

use serde::Deserialize;

pub const MAX_PAYLOAD_SIZE: usize = 512;
const MAX_BOTS_PER_CONNECTOR: usize = 200;
const CHANNEL_BUFFER_SIZE: usize = 10000;

#[derive(Deserialize)]
pub struct ChannelConfig {
    pub buffer_size: usize,
    pub max_bots: usize,
}

impl ChannelConfig {
    pub fn load_config() -> Self {
        if let Ok(config_file) = env::var("HFTBACKTEST_CHANNEL_CONFIG")
            && let Ok(contents) = fs::read_to_string(config_file)
            && let Ok(config) = toml::from_str::<ChannelConfig>(&contents)
        {
            return config;
        }
        ChannelConfig::default()
    }
}

impl Default for ChannelConfig {
    fn default() -> Self {
        Self {
            buffer_size: CHANNEL_BUFFER_SIZE,
            max_bots: MAX_BOTS_PER_CONNECTOR,
        }
    }
}