Struct BacktestExecutionClient

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pub struct BacktestExecutionClient { /* private fields */ }
Expand description

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.

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impl BacktestExecutionClient

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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

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impl Debug for BacktestExecutionClient

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

Formats the value using the given formatter. Read more
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impl ExecutionClient for BacktestExecutionClient

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fn is_connected(&self) -> bool

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fn client_id(&self) -> ClientId

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fn account_id(&self) -> AccountId

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fn venue(&self) -> Venue

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fn oms_type(&self) -> OmsType

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

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

Generates and publishes the account state event. Read more
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fn start(&mut self) -> Result<()>

Starts the execution client. Read more
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fn stop(&mut self) -> Result<()>

Stops the execution client. Read more
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fn submit_order(&self, cmd: &SubmitOrder) -> Result<()>

Submits a single order command to the execution venue. Read more
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fn submit_order_list(&self, cmd: &SubmitOrderList) -> Result<()>

Submits a list of orders to the execution venue. Read more
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fn modify_order(&self, cmd: &ModifyOrder) -> Result<()>

Modifies an existing order. Read more
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fn cancel_order(&self, cmd: &CancelOrder) -> Result<()>

Cancels a specific order. Read more
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fn cancel_all_orders(&self, cmd: &CancelAllOrders) -> Result<()>

Cancels all orders. Read more
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fn batch_cancel_orders(&self, cmd: &BatchCancelOrders) -> Result<()>

Cancels a batch of orders. Read more
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fn query_order(&self, cmd: &QueryOrder) -> Result<()>

Queries the status of an order. Read more

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Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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