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.

Bracket orders (submitted via submit_bracket) are evaluated in two passes: standalone orders and bracket entries first, then bracket exits. A bracket’s stop-loss/take-profit only become active once (and only for as much quantity as) the entry has actually filled, and the two exits share one OCO capacity budget (entry_filled - exit_closed) so that whichever fills first — per IntrabarFillPolicy when a single bar touches both — immediately caps the other within the same bar. This prevents a bracket’s exits from filling before its entry, or from jointly closing more than the position they protect.