Struct lfest::Exchange

pub struct Exchange<A> { /* private fields */ }

The main leveraged futures exchange for simulated trading

Implementations

impl<A> Exchange<A> where
    A: AccountTracker, 

pub fn new(account_tracker: A, config: Config) -> Self

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 current_step(&self) -> u64

Return the current time step

pub fn account(&self) -> &Account<A>

Return a reference to Account

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

Return a mutable reference to Account

pub fn set_account(&mut self, account: Account<A>)

Set the account, use carefully

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

Update the exchange state with new information

Parameters

bid: bid price ask: ask price timestamp: timestamp usually in milliseconds high: highest price over last period, use when feeding in candle info, otherwise set high == ask low: lowest price over last period, use when feeding in candle info, otherwise set low == bid ### 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<A: Clone> Clone for Exchange<A>

fn clone(&self) -> Exchange<A>

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<A: Debug> Debug for Exchange<A>

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

Formats the value using the given formatter.