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 config(&self) -> &Config

Return a reference to current exchange config

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 update_state(
    &mut self,
    bid: f64,
    ask: f64,
    timestamp: u64
) -> (Vec<Order>, bool)

Update the exchange state with a new trade.

Parameters

bid: bid price ask: ask price timestamp: timestamp usually in milliseconds

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.

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.