Expand description

lfest - leveraged futures exchange for simulated trading aims to be a high performance exchange for backtesting


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


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


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


round a value to a given precision of decimal places used in tests

Type Definitions

This is defined as a convenience.