Struct FillSimulator 

pub struct FillSimulator { /* private fields */ }

Implementations

impl FillSimulator

pub fn new(config: FillSimulatorConfig) -> Self

pub fn position(&self) -> Position

pub fn fills(&self) -> &[Fill]

pub fn open_orders(&self) -> impl Iterator<Item = &Order>

pub fn submit( &mut self, side: OrderSide, kind: OrderKind, quantity: f64, ) -> Option<u64>

Submits a new order, returning its ID. Rejected (returns None) if this would exceed max_pyramid_entries same-direction accumulations.

pub fn cancel(&mut self, order_id: u64) -> bool

pub fn on_bar(&mut self, bar: &Bar, timestamp: i64) -> Vec<Fill>

Processes one bar against all resting orders: updates trailing stops, checks fill conditions, applies costs, and updates position state. Returns the fills produced this bar.