Struct BacktestExecutionClient

pub struct BacktestExecutionClient { /* private fields */ }

Execution client implementation for backtesting trading operations.

The BacktestExecutionClient provides an execution client interface for backtesting environments, handling order management and trade execution through simulated exchanges. It processes trading commands and coordinates with the simulation infrastructure to provide realistic execution behavior.

Implementations

impl BacktestExecutionClient

pub fn new( trader_id: TraderId, account_id: AccountId, exchange: Rc<RefCell<SimulatedExchange>>, cache: Rc<RefCell<Cache>>, clock: Rc<RefCell<dyn Clock>>, routing: Option<bool>, frozen_account: Option<bool>, ) -> Self

Trait Implementations

impl Debug for BacktestExecutionClient

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

Formats the value using the given formatter.

impl ExecutionClient for BacktestExecutionClient

fn is_connected(&self) -> bool

fn client_id(&self) -> ClientId

fn account_id(&self) -> AccountId

fn venue(&self) -> Venue

fn oms_type(&self) -> OmsType

fn get_account(&self) -> Option<AccountAny>

fn generate_account_state( &self, balances: Vec<AccountBalance>, margins: Vec<MarginBalance>, reported: bool, ts_event: UnixNanos, ) -> Result<()>

Generates and publishes the account state event.

fn start(&mut self) -> Result<()>

Starts the execution client.

fn stop(&mut self) -> Result<()>

Stops the execution client.

fn submit_order(&self, cmd: &SubmitOrder) -> Result<()>

Submits a single order command to the execution venue.

fn submit_order_list(&self, cmd: &SubmitOrderList) -> Result<()>

Submits a list of orders to the execution venue.

fn modify_order(&self, cmd: &ModifyOrder) -> Result<()>

Modifies an existing order.

fn cancel_order(&self, cmd: &CancelOrder) -> Result<()>

Cancels a specific order.

fn cancel_all_orders(&self, cmd: &CancelAllOrders) -> Result<()>

Cancels all orders.

fn batch_cancel_orders(&self, cmd: &BatchCancelOrders) -> Result<()>

Cancels a batch of orders.

fn query_order(&self, cmd: &QueryOrder) -> Result<()>

Queries the status of an order.