Struct lfest::prelude::Exchange

pub struct Exchange<A, Q, UserOrderId>
where
    Q: Currency,
    Q::PairedCurrency: MarginCurrency,
    UserOrderId: Clone + Debug + Eq + PartialEq + Hash,
{ /* private fields */ }

The main leveraged futures exchange for simulated trading

Implementations

impl<A, Q, UserOrderId> Exchange<A, Q, UserOrderId>

where Q: Currency, Q::PairedCurrency: MarginCurrency, UserOrderId: Clone + Debug + Eq + PartialEq + Hash,

pub fn config(&self) -> &Config<Q::PairedCurrency>

The exchange configuration.

pub fn market_state(&self) -> &MarketState

The current state of the simulated market.

pub fn account(&self) -> &Account<Q::PairedCurrency, UserOrderId>

The main user account.

pub fn account_tracker(&self) -> &A

A performance tracker for the user account.

impl<A, Q, UserOrderId> Exchange<A, Q, UserOrderId>

where A: AccountTracker<Q::PairedCurrency>, Q: Currency, Q::PairedCurrency: MarginCurrency, UserOrderId: Clone + Eq + PartialEq + Hash + Debug,

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

Create a new Exchange with the desired config and whether to use candles as infomation source

pub fn update_state( &mut self, timestamp_ns: TimestampNs, market_update: MarketUpdate<Q> ) -> Result<Vec<LimitOrderUpdate<Q, UserOrderId>>>

Update the exchange state with new information

Parameters:

timestamp_ns: Is used in the AccountTracker A and if setting order timestamps is enabled in the config. market_update: Newest market information

Returns:

If Ok, returns updates regarding limit orders, wether partially filled or fully.

pub fn submit_limit_order( &mut self, order: LimitOrder<Q, UserOrderId, NewOrder> ) -> Result<LimitOrder<Q, UserOrderId, Pending<Q>>>

Arguments:

order: The order that is being submitted.

Returns:

If Ok, the order with timestamp and id filled in. Else its an error.

pub fn submit_market_order( &mut self, order: MarketOrder<Q, UserOrderId, NewOrder> ) -> Result<MarketOrder<Q, UserOrderId, Filled>>

Submit a new MarketOrder to the exchange.

Arguments:

order: The order that is being submitted.

Returns:

If Ok, the order with timestamp and id filled in. Else its an error.

pub fn cancel_limit_order_by_user_id( &mut self, user_order_id: UserOrderId ) -> Result<LimitOrder<Q, UserOrderId, Pending<Q>>>

Cancel an active limit order based on the user_order_id.

Arguments:

user_order_id: The user order id of the order to cancel.

Returns:

the cancelled order if successfull, error when the user_order_id is not found

pub fn cancel_order( &mut self, order_id: OrderId ) -> Result<LimitOrder<Q, UserOrderId, Pending<Q>>>

Cancel an active limit order.

Arguments:

order_id: The id (assigned by the exchange) of the order to cancel.

Returns:

An order if successful with the given order_id.

Trait Implementations

impl<A: Clone, Q, UserOrderId> Clone for Exchange<A, Q, UserOrderId>

where Q: Currency + Clone, Q::PairedCurrency: MarginCurrency + Clone, UserOrderId: Clone + Debug + Eq + PartialEq + Hash + Clone,

fn clone(&self) -> Exchange<A, Q, UserOrderId>

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<A: Debug, Q, UserOrderId> Debug for Exchange<A, Q, UserOrderId>

where Q: Currency + Debug, Q::PairedCurrency: MarginCurrency + Debug, UserOrderId: Clone + Debug + Eq + PartialEq + Hash + Debug,

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

Formats the value using the given formatter.