Struct OrderEmulator

pub struct OrderEmulator { /* private fields */ }

Implementations

impl OrderEmulator

pub fn new(clock: Rc<RefCell<dyn Clock>>, cache: Rc<RefCell<Cache>>) -> Self

pub fn set_on_event_handler(&mut self, handler: ShareableMessageHandler)

pub fn subscribed_quotes(&self) -> Vec<InstrumentId>

pub fn subscribed_trades(&self) -> Vec<InstrumentId>

pub fn get_submit_order_commands(&self) -> HashMap<ClientOrderId, SubmitOrder>

pub fn get_matching_core( &self, instrument_id: &InstrumentId, ) -> Option<OrderMatchingCore>

pub fn on_start(&mut self) -> Result<()>

Reactivates emulated orders from cache on start.

Errors

Returns an error if no emulated orders are found or processing fails.

Panics

Panics if a cached client ID cannot be unwrapped.

pub fn on_event(&mut self, event: OrderEventAny)

pub const fn on_stop(&self)

pub fn on_reset(&mut self)

pub const fn on_dispose(&self)

pub fn execute(&mut self, command: TradingCommand)

pub fn handle_submit_order(&mut self, command: SubmitOrder)

Panics

Panics if the emulation trigger type is NoTrigger.

pub fn handle_cancel_order(&mut self, command: CancelOrder)

pub fn update_order(&mut self, order: &mut OrderAny, new_quantity: Quantity)

pub fn on_order_book_deltas(&mut self, deltas: OrderBookDeltas)

pub fn on_quote_tick(&mut self, quote: QuoteTick)

pub fn on_trade_tick(&mut self, trade: TradeTick)

pub fn cancel_order(&mut self, order: &OrderAny)

pub fn trigger_stop_order(&mut self, order: &mut OrderAny)

Panics

Panics if the order type is invalid for a stop order.

pub fn fill_limit_order(&mut self, order: &mut OrderAny)

Panics

Panics if a limit order has no price.

pub fn fill_market_order(&mut self, order: &mut OrderAny)

Panics

Panics if a market order command is missing.

Trait Implementations

impl Debug for OrderEmulator

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

Formats the value using the given formatter.