Struct lfest::Exchange

pub struct Exchange { /* fields omitted */ }

The main leveraged futures exchange for simulated trading

Implementations

impl Exchange

pub fn new(config: Config) -> Exchange

Create a new Exchange with the desired config and whether to use candles as infomation source

pub fn bid(&self) -> f64

Return the bid price

pub fn ask(&self) -> f64

Return the ask price

pub fn account(&self) -> &Account

Return a reference to Account

pub fn account_mut(&mut self) -> &mut Account

Return a mutable reference to Account

pub fn consume_trade(&mut self, trade: &Trade) -> (Vec<Order>, bool)

Update the exchange state with a new trade.

Returns

executed orders true if position has been liquidated

pub fn consume_candle(&mut self, candle: &Candle) -> (Vec<Order>, bool)

Update the exchange status with a new candle.

Returns

executed orders true if position has been liquidated

pub fn submit_order(&mut self, order: Order) -> Result<Order, OrderError>

Submit a new order to the exchange. Returns the order with timestamp and id filled in or OrderError

Trait Implementations

impl Clone for Exchange

fn clone(&self) -> Exchange

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for Exchange

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

Formats the value using the given formatter.