Struct ExecTesterConfig 

pub struct ExecTesterConfig {

    pub base: StrategyConfig,
    pub instrument_id: InstrumentId,
    pub order_qty: Quantity,
    pub order_display_qty: Option<Quantity>,
    pub order_expire_time_delta_mins: Option<u64>,
    pub order_params: Option<IndexMap<String, String>>,
    pub client_id: Option<ClientId>,
    pub subscribe_quotes: bool,
    pub subscribe_trades: bool,
    pub subscribe_book: bool,
    pub book_type: BookType,
    pub book_depth: Option<NonZeroUsize>,
    pub book_interval_ms: NonZeroUsize,
    pub book_levels_to_print: usize,
    pub open_position_on_start_qty: Option<Decimal>,
    pub open_position_time_in_force: TimeInForce,
    pub enable_limit_buys: bool,
    pub enable_limit_sells: bool,
    pub enable_stop_buys: bool,
    pub enable_stop_sells: bool,
    pub tob_offset_ticks: u64,
    pub stop_order_type: OrderType,
    pub stop_offset_ticks: u64,
    pub stop_limit_offset_ticks: Option<u64>,
    pub stop_trigger_type: TriggerType,
    pub enable_brackets: bool,
    pub bracket_entry_order_type: OrderType,
    pub bracket_offset_ticks: u64,
    pub modify_orders_to_maintain_tob_offset: bool,
    pub modify_stop_orders_to_maintain_offset: bool,
    pub cancel_replace_orders_to_maintain_tob_offset: bool,
    pub cancel_replace_stop_orders_to_maintain_offset: bool,
    pub use_post_only: bool,
    pub use_quote_quantity: bool,
    pub emulation_trigger: Option<TriggerType>,
    pub cancel_orders_on_stop: bool,
    pub close_positions_on_stop: bool,
    pub close_positions_time_in_force: Option<TimeInForce>,
    pub reduce_only_on_stop: bool,
    pub use_individual_cancels_on_stop: bool,
    pub use_batch_cancel_on_stop: bool,
    pub dry_run: bool,
    pub log_data: bool,
    pub test_reject_post_only: bool,
    pub test_reject_reduce_only: bool,
    pub can_unsubscribe: bool,
}

Configuration for the execution tester strategy.

Fields

base: StrategyConfig

Base strategy configuration.

instrument_id: InstrumentId

Instrument ID to test.

order_qty: Quantity

Order quantity.

order_display_qty: Option<Quantity>

Display quantity for iceberg orders (None for full display, Some(0) for hidden).

order_expire_time_delta_mins: Option<u64>

Minutes until GTD orders expire (None for GTC).

order_params: Option<IndexMap<String, String>>

Adapter-specific order parameters.

client_id: Option<ClientId>

Client ID to use for orders and subscriptions.

subscribe_quotes: bool

Whether to subscribe to quotes.

subscribe_trades: bool

Whether to subscribe to trades.

subscribe_book: bool

Whether to subscribe to order book.

book_type: BookType

Book type for order book subscriptions.

book_depth: Option<NonZeroUsize>

Order book depth for subscriptions.

book_interval_ms: NonZeroUsize

Order book interval in milliseconds.

book_levels_to_print: usize

Number of order book levels to print when logging.

open_position_on_start_qty: Option<Decimal>

Quantity to open position on start (positive for buy, negative for sell).

open_position_time_in_force: TimeInForce

Time in force for opening position order.

enable_limit_buys: bool

Enable limit buy orders.

enable_limit_sells: bool

Enable limit sell orders.

enable_stop_buys: bool

Enable stop buy orders.

enable_stop_sells: bool

Enable stop sell orders.

tob_offset_ticks: u64

Offset from TOB in price ticks for limit orders.

stop_order_type: OrderType

Type of stop order (STOP_MARKET, STOP_LIMIT, MARKET_IF_TOUCHED, LIMIT_IF_TOUCHED).

stop_offset_ticks: u64

Offset from market in price ticks for stop trigger.

stop_limit_offset_ticks: Option<u64>

Offset from trigger price in ticks for stop limit price.

stop_trigger_type: TriggerType

Trigger type for stop orders.

enable_brackets: bool

Enable bracket orders (entry with TP/SL).

bracket_entry_order_type: OrderType

Entry order type for bracket orders.

bracket_offset_ticks: u64

Offset in ticks for bracket TP/SL from entry price.

modify_orders_to_maintain_tob_offset: bool

Modify limit orders to maintain TOB offset.

modify_stop_orders_to_maintain_offset: bool

Modify stop orders to maintain offset.

cancel_replace_orders_to_maintain_tob_offset: bool

Cancel and replace limit orders to maintain TOB offset.

cancel_replace_stop_orders_to_maintain_offset: bool

Cancel and replace stop orders to maintain offset.

use_post_only: bool

Use post-only for limit orders.

use_quote_quantity: bool

Use quote quantity for orders.

emulation_trigger: Option<TriggerType>

Emulation trigger type for orders.

cancel_orders_on_stop: bool

Cancel all orders on stop.

close_positions_on_stop: bool

Close all positions on stop.

close_positions_time_in_force: Option<TimeInForce>

Time in force for closing positions (None defaults to GTC).

reduce_only_on_stop: bool

Use reduce_only when closing positions.

use_individual_cancels_on_stop: bool

Use individual cancel commands instead of cancel_all.

use_batch_cancel_on_stop: bool

Use batch cancel command when stopping.

dry_run: bool

Dry run mode (no order submission).

log_data: bool

Log received data.

test_reject_post_only: bool

Test post-only rejection by placing orders on wrong side of spread.

test_reject_reduce_only: bool

Test reduce-only rejection by setting reduce_only on open position order.

can_unsubscribe: bool

Whether unsubscribe is supported on stop.

Implementations

impl ExecTesterConfig

pub fn new( strategy_id: StrategyId, instrument_id: InstrumentId, client_id: ClientId, order_qty: Quantity, ) -> Self

Creates a new ExecTesterConfig with minimal settings.

Panics

Panics if NonZeroUsize::new(1000) fails (which should never happen).

pub fn with_log_data(self, log_data: bool) -> Self

pub fn with_dry_run(self, dry_run: bool) -> Self

pub fn with_subscribe_quotes(self, subscribe: bool) -> Self

pub fn with_subscribe_trades(self, subscribe: bool) -> Self

pub fn with_subscribe_book(self, subscribe: bool) -> Self

pub fn with_book_type(self, book_type: BookType) -> Self

pub fn with_book_depth(self, depth: Option<NonZeroUsize>) -> Self

pub fn with_enable_limit_buys(self, enable: bool) -> Self

pub fn with_enable_limit_sells(self, enable: bool) -> Self

pub fn with_enable_stop_buys(self, enable: bool) -> Self

pub fn with_enable_stop_sells(self, enable: bool) -> Self

pub fn with_tob_offset_ticks(self, ticks: u64) -> Self

pub fn with_stop_order_type(self, order_type: OrderType) -> Self

pub fn with_stop_offset_ticks(self, ticks: u64) -> Self

pub fn with_use_post_only(self, use_post_only: bool) -> Self

pub fn with_open_position_on_start(self, qty: Option<Decimal>) -> Self

pub fn with_cancel_orders_on_stop(self, cancel: bool) -> Self

pub fn with_close_positions_on_stop(self, close: bool) -> Self

pub fn with_close_positions_time_in_force( self, time_in_force: Option<TimeInForce>, ) -> Self

pub fn with_use_batch_cancel_on_stop(self, use_batch: bool) -> Self

pub fn with_can_unsubscribe(self, can_unsubscribe: bool) -> Self

pub fn with_enable_brackets(self, enable: bool) -> Self

pub fn with_bracket_entry_order_type(self, order_type: OrderType) -> Self

pub fn with_bracket_offset_ticks(self, ticks: u64) -> Self

pub fn with_test_reject_post_only(self, test: bool) -> Self

pub fn with_test_reject_reduce_only(self, test: bool) -> Self

pub fn with_emulation_trigger(self, trigger: Option<TriggerType>) -> Self

pub fn with_use_quote_quantity(self, use_quote: bool) -> Self

pub fn with_order_params(self, params: Option<IndexMap<String, String>>) -> Self

Trait Implementations

impl Clone for ExecTesterConfig

fn clone(&self) -> ExecTesterConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ExecTesterConfig

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

Formats the value using the given formatter.

impl Default for ExecTesterConfig

fn default() -> Self

Returns the “default value” for a type.