Expand description
lfest - leveraged futures exchange for simulated trading aims to be a high performance exchange for backtesting
Structs
The users account
Define the Exchange configuration
The main leveraged futures exchange for simulated trading
Keep track of many possible Account performance statistics This can be quite memory intensive, easily reaching beyond 10GB if using tick-by-tick data due to the storage of many returns
Describes the margin information of the account
Performs no tracking of account performance
Defines an order
Describes the position information of the account
Enums
Describes possible Errors that may occur when calling methods in this crate
Enumeration of different futures types
Defines the possible order errors that can occur when submitting a new order
Defines the available order types
Defines the possible sources of returns to use
Side of the order
Traits
Something that tracks the performance of the Account. This allows for greated flexibility over using the FullAccountTracker which can easily use more than 10GB of RAM due to storage of tick-by-tick returns
Functions
round a value to a given precision of decimal places used in tests
Type Definitions
This is defined as a convenience.