Struct ExecTester 

pub struct ExecTester { /* private fields */ }

An execution tester strategy for live testing order execution functionality.

This strategy is designed for testing execution adapters by submitting limit orders, stop orders, and managing positions. It can maintain orders at a configurable offset from the top of book.

WARNING: This strategy has no alpha advantage whatsoever. It is not intended to be used for live trading with real money.

Implementations

impl ExecTester

pub fn config(&self) -> &StrategyConfig

Returns the strategy configuration.

impl ExecTester

pub fn new(config: ExecTesterConfig) -> Self

Creates a new ExecTester instance.

Trait Implementations

impl DataActor for ExecTester

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

Actions to be performed on start.

fn on_instrument(&mut self, instrument: &InstrumentAny) -> Result<()>

Actions to be performed when receiving an instrument.

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

Actions to be performed on stop.

fn on_quote(&mut self, quote: &QuoteTick) -> Result<()>

Actions to be performed when receiving a quote.

fn on_trade(&mut self, trade: &TradeTick) -> Result<()>

Actions to be performed when receiving a trade.

fn on_book(&mut self, book: &OrderBook) -> Result<()>

Actions to be performed when receiving an order book.

fn on_book_deltas(&mut self, deltas: &OrderBookDeltas) -> Result<()>

Actions to be performed when receiving order book deltas.

fn on_bar(&mut self, bar: &Bar) -> Result<()>

Actions to be performed when receiving a bar.

fn on_mark_price(&mut self, mark_price: &MarkPriceUpdate) -> Result<()>

Actions to be performed when receiving a mark price update.

fn on_index_price(&mut self, index_price: &IndexPriceUpdate) -> Result<()>

Actions to be performed when receiving an index price update.

fn on_time_event(&mut self, event: &TimeEvent) -> Result<()>

Actions to be performed when receiving a time event.

fn actor_id(&self) -> ActorId

where Self: DataActorNative,

Returns the actor ID.

fn trader_id(&self) -> Option<TraderId>

where Self: DataActorNative,

Returns the trader ID this actor is registered to.

fn is_registered(&self) -> bool

where Self: DataActorNative,

Returns whether the actor is registered with a trader.

fn config(&self) -> &DataActorConfig

where Self: DataActorNative,

Returns the actor configuration.

fn on_save(&self) -> Result<IndexMap<String, Vec<u8>>, Error>

Actions to be performed when the actor state is saved.

fn on_load(&mut self, state: IndexMap<String, Vec<u8>>) -> Result<(), Error>

Actions to be performed when the actor state is loaded.

fn on_resume(&mut self) -> Result<(), Error>

Actions to be performed on resume.

fn on_reset(&mut self) -> Result<(), Error>

Actions to be performed on reset.

fn on_dispose(&mut self) -> Result<(), Error>

Actions to be performed on dispose.

fn on_degrade(&mut self) -> Result<(), Error>

Actions to be performed on degrade.

fn on_fault(&mut self) -> Result<(), Error>

Actions to be performed on fault.

fn on_data(&mut self, data: &CustomData) -> Result<(), Error>

Actions to be performed when receiving custom data.

fn on_signal(&mut self, signal: &Signal) -> Result<(), Error>

Actions to be performed when receiving a signal.

fn on_funding_rate( &mut self, funding_rate: &FundingRateUpdate, ) -> Result<(), Error>

Actions to be performed when receiving a funding rate update.

fn on_option_greeks(&mut self, greeks: &OptionGreeks) -> Result<(), Error>

Actions to be performed when receiving exchange-provided option greeks.

fn on_option_chain(&mut self, slice: &OptionChainSlice) -> Result<(), Error>

Actions to be performed when receiving an option chain slice snapshot.

fn on_instrument_status(&mut self, data: &InstrumentStatus) -> Result<(), Error>

Actions to be performed when receiving an instrument status update.

fn on_instrument_close(&mut self, update: &InstrumentClose) -> Result<(), Error>

Actions to be performed when receiving an instrument close update.

fn on_order_filled(&mut self, event: &OrderFilled) -> Result<(), Error>

Actions to be performed when receiving an order filled event.

fn on_order_canceled(&mut self, event: &OrderCanceled) -> Result<(), Error>

Actions to be performed when receiving an order canceled event.

fn on_historical_data( &mut self, data: &(dyn Any + 'static), ) -> Result<(), Error>

Actions to be performed when receiving historical data.

fn on_historical_book_deltas( &mut self, deltas: &[OrderBookDelta], ) -> Result<(), Error>

Actions to be performed when receiving historical book deltas.

fn on_historical_book_depth( &mut self, depths: &[OrderBookDepth10], ) -> Result<(), Error>

Actions to be performed when receiving historical book depth.

fn on_historical_quotes(&mut self, quotes: &[QuoteTick]) -> Result<(), Error>

Actions to be performed when receiving historical quotes.

fn on_historical_trades(&mut self, trades: &[TradeTick]) -> Result<(), Error>

Actions to be performed when receiving historical trades.

fn on_historical_bars(&mut self, bars: &[Bar]) -> Result<(), Error>

Actions to be performed when receiving historical bars.

fn on_historical_mark_prices( &mut self, mark_prices: &[MarkPriceUpdate], ) -> Result<(), Error>

Actions to be performed when receiving historical mark prices.

fn on_historical_index_prices( &mut self, index_prices: &[IndexPriceUpdate], ) -> Result<(), Error>

Actions to be performed when receiving historical index prices.

fn on_historical_funding_rates( &mut self, funding_rates: &[FundingRateUpdate], ) -> Result<(), Error>

Actions to be performed when receiving historical funding rates.

fn clock(&self) -> ClockApi<'_>

where Self: DataActorNative,

Returns the user-facing clock API.

fn cache(&self) -> CacheApi<'_>

where Self: DataActorNative,

Returns the user-facing cache API.

fn shutdown_system(&self, reason: Option<String>)

where Self: DataActorNative,

Sends a shutdown command to the system with an optional reason.

fn publish_data(&self, data_type: &DataType, data: &CustomData)

where Self: DataActorNative,

Publishes data on the message bus under the topic derived from data_type.

fn publish_signal(&self, name: &str, value: String, ts_event: UnixNanos)

where Self: DataActorNative,

Publishes a Signal constructed from name and value.

fn add_synthetic(&self, synthetic: SyntheticInstrument) -> Result<(), Error>

where Self: DataActorNative,

Adds the synthetic instrument to the cache.

fn update_synthetic(&self, synthetic: SyntheticInstrument) -> Result<(), Error>

where Self: DataActorNative,

Updates the synthetic instrument in the cache, replacing the existing entry.

fn handle_time_event(&mut self, event: &TimeEvent)

Handles a received time event.

fn handle_data(&mut self, data: &CustomData)

Handles a received custom data point.

fn handle_signal(&mut self, signal: &Signal)

Handles a received signal.

fn handle_instrument(&mut self, instrument: &InstrumentAny)

Handles a received instrument.

fn handle_book_deltas(&mut self, deltas: &OrderBookDeltas)

Handles received order book deltas.

fn handle_book(&mut self, book: &OrderBook)

Handles a received order book reference.

fn handle_quote(&mut self, quote: &QuoteTick)

where Self: DataActorNative,

Handles a received quote.

fn handle_trade(&mut self, trade: &TradeTick)

where Self: DataActorNative,

Handles a received trade.

fn handle_bar(&mut self, bar: &Bar)

where Self: DataActorNative,

Handles a receiving bar.

fn handle_mark_price(&mut self, mark_price: &MarkPriceUpdate)

Handles a received mark price update.

fn handle_index_price(&mut self, index_price: &IndexPriceUpdate)

Handles a received index price update.

fn handle_funding_rate(&mut self, funding_rate: &FundingRateUpdate)

Handles a received funding rate update.

fn handle_option_greeks(&mut self, greeks: &OptionGreeks)

Handles a received option greeks update.

fn handle_option_chain(&mut self, slice: &OptionChainSlice)

Handles a received option chain slice snapshot.

fn handle_instrument_status(&mut self, status: &InstrumentStatus)

Handles a received instrument status.

fn handle_instrument_close(&mut self, close: &InstrumentClose)

Handles a received instrument close.

fn handle_order_filled(&mut self, event: &OrderFilled)

where Self: DataActorNative,

Handles a received order filled event.

fn handle_order_canceled(&mut self, event: &OrderCanceled)

where Self: DataActorNative,

Handles a received order canceled event.

fn handle_historical_data(&mut self, data: &(dyn Any + 'static))

Handles received historical data.

fn handle_data_response(&mut self, resp: &CustomDataResponse)

Handles a data response.

fn handle_instrument_response(&mut self, resp: &InstrumentResponse)

Handles an instrument response.

fn handle_instruments_response(&mut self, resp: &InstrumentsResponse)

Handles an instruments response.

fn handle_book_response(&mut self, resp: &BookResponse)

Handles a book response.

fn handle_book_deltas_response(&mut self, resp: &BookDeltasResponse)

Handles a book deltas response.

fn handle_book_depth_response(&mut self, resp: &BookDepthResponse)

Handles a book depth response.

fn handle_quotes_response(&mut self, resp: &QuotesResponse)

where Self: DataActorNative,

Handles a quotes response.

fn handle_trades_response(&mut self, resp: &TradesResponse)

where Self: DataActorNative,

Handles a trades response.

fn handle_bars_response(&mut self, resp: &BarsResponse)

where Self: DataActorNative,

Handles a bars response.

fn handle_funding_rates_response(&mut self, resp: &FundingRatesResponse)

Handles a funding rates response.

fn subscribe_data( &mut self, data_type: DataType, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming data_type data.

fn subscribe_signal(&mut self, name: &str, priority: Option<u32>)

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to Signal data by name.

fn subscribe_quotes( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming QuoteTick data for the instrument_id.

fn subscribe_instruments( &mut self, venue: Venue, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming InstrumentAny data for the venue.

fn subscribe_instrument( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming InstrumentAny data for the instrument_id.

fn subscribe_book_deltas( &mut self, instrument_id: InstrumentId, book_type: BookType, depth: Option<NonZero<usize>>, client_id: Option<ClientId>, managed: bool, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming OrderBookDeltas data for the instrument_id.

fn subscribe_book_at_interval( &mut self, instrument_id: InstrumentId, book_type: BookType, depth: Option<NonZero<usize>>, interval_ms: NonZero<usize>, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to OrderBook snapshots at a specified interval for the instrument_id.

fn subscribe_trades( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming TradeTick data for the instrument_id.

fn subscribe_bars( &mut self, bar_type: BarType, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming Bar data for the bar_type.

fn subscribe_mark_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming MarkPriceUpdate data for the instrument_id.

fn subscribe_index_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming IndexPriceUpdate data for the instrument_id.

fn subscribe_funding_rates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming FundingRateUpdate data for the instrument_id.

fn subscribe_option_greeks( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming OptionGreeks data for the instrument_id.

fn subscribe_instrument_status( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming InstrumentStatus data for the instrument_id.

fn subscribe_instrument_close( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming InstrumentClose data for the instrument_id.

fn subscribe_option_chain( &mut self, series_id: OptionSeriesId, strike_range: StrikeRange, snapshot_interval_ms: Option<u64>, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming OptionChainSlice snapshots for the option series_id.

fn subscribe_order_fills(&mut self, instrument_id: InstrumentId)

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to OrderFilled events for the instrument_id.

fn subscribe_order_cancels(&mut self, instrument_id: InstrumentId)

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to OrderCanceled events for the instrument_id.

fn unsubscribe_data( &mut self, data_type: DataType, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming data_type data.

fn unsubscribe_signal(&mut self, name: &str)

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from Signal data by name.

fn unsubscribe_instruments( &mut self, venue: Venue, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming InstrumentAny data for the venue.

fn unsubscribe_instrument( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming InstrumentAny data for the instrument_id.

fn unsubscribe_book_deltas( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming OrderBookDeltas data for the instrument_id.

fn unsubscribe_book_at_interval( &mut self, instrument_id: InstrumentId, interval_ms: NonZero<usize>, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from OrderBook snapshots at a specified interval for the instrument_id.

fn unsubscribe_quotes( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming QuoteTick data for the instrument_id.

fn unsubscribe_trades( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming TradeTick data for the instrument_id.

fn unsubscribe_bars( &mut self, bar_type: BarType, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming Bar data for the bar_type.

fn unsubscribe_mark_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming MarkPriceUpdate data for the instrument_id.

fn unsubscribe_index_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming IndexPriceUpdate data for the instrument_id.

fn unsubscribe_funding_rates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming FundingRateUpdate data for the instrument_id.

fn unsubscribe_option_greeks( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming OptionGreeks data for the instrument_id.

fn unsubscribe_instrument_status( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming InstrumentStatus data for the instrument_id.

fn unsubscribe_instrument_close( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming InstrumentClose data for the instrument_id.

fn unsubscribe_option_chain( &mut self, series_id: OptionSeriesId, client_id: Option<ClientId>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming OptionChainSlice snapshots for the option series_id.

fn unsubscribe_order_fills(&mut self, instrument_id: InstrumentId)

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from OrderFilled events for the instrument_id.

fn unsubscribe_order_cancels(&mut self, instrument_id: InstrumentId)

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from OrderCanceled events for the instrument_id.

fn request_data( &mut self, data_type: DataType, client_id: ClientId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request historical custom data of the given data_type.

fn request_instrument( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request historical InstrumentResponse data for the given instrument_id.

fn request_instruments( &mut self, venue: Option<Venue>, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request historical InstrumentsResponse definitions for the optional venue.

fn request_book_snapshot( &mut self, instrument_id: InstrumentId, depth: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request an OrderBook snapshot for the given instrument_id.

fn request_book_deltas( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request historical OrderBookDelta data for the given instrument_id.

fn request_book_depth( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, depth: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request historical OrderBookDepth10 data for the given instrument_id.

fn request_quotes( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request historical QuoteTick data for the given instrument_id.

fn request_trades( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request historical TradeTick data for the given instrument_id.

fn request_bars( &mut self, bar_type: BarType, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request historical Bar data for the given bar_type.

fn request_funding_rates( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request historical FundingRateUpdate data for the given instrument_id.

impl DataActorNative for ExecTester

fn core(&self) -> &DataActorCore

Returns the actor core.

fn core_mut(&mut self) -> &mut DataActorCore

Returns the mutable actor core.

fn clock_mut(&mut self) -> RefMut<'_, dyn Clock + 'static>

Returns the mutable clock borrow for the actor.

fn clock_rc(&self) -> Rc<RefCell<dyn Clock>>

Returns a clone of the reference-counted clock.

fn cache_ref(&self) -> Ref<'_, Cache>

Returns a read-only cache borrow.

fn cache_rc(&self) -> Rc<RefCell<Cache>>

Returns a clone of the reference-counted cache.

impl Debug for ExecTester

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

Formats the value using the given formatter.

impl Strategy for ExecTester

fn external_order_claims(&self) -> Option<Vec<InstrumentId>>

Returns the external order claims for this strategy.

fn strategy_id(&self) -> Option<StrategyId>

where Self: StrategyNative,

Returns the runtime strategy ID, when configured or registered.

fn order(&self) -> OrderApi<'_>

where Self: StrategyNative,

Returns the user-facing order creation API.

fn portfolio(&self) -> PortfolioApi<'_>

where Self: StrategyNative,

Returns the user-facing portfolio read API.

fn submit_order( &mut self, order: OrderAny, position_id: Option<PositionId>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<(), Error>

where Self: StrategyNative,

Submits an order.

fn submit_order_list( &mut self, orders: Vec<OrderAny>, position_id: Option<PositionId>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<(), Error>

where Self: StrategyNative,

Submits an order list.

fn modify_order( &mut self, client_order_id: ClientOrderId, quantity: Option<Quantity>, price: Option<Price>, trigger_price: Option<Price>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<(), Error>

where Self: StrategyNative,

Modifies an order.

fn modify_orders( &mut self, updates: Vec<(ClientOrderId, Option<Quantity>, Option<Price>, Option<Price>)>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<(), Error>

where Self: StrategyNative,

Batch modifies multiple orders for the same instrument.

fn cancel_order( &mut self, client_order_id: ClientOrderId, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<(), Error>

where Self: StrategyNative,

Cancels an order.

fn cancel_orders( &mut self, client_order_ids: Vec<ClientOrderId>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<(), Error>

where Self: StrategyNative,

Batch cancels multiple orders for the same instrument.

fn mark_order_pending_update(&mut self, order: &OrderAny) -> Result<bool, Error>

where Self: StrategyNative,

Marks an order as pending update locally before the modify command leaves the strategy.

fn mark_order_pending_cancel(&mut self, order: &OrderAny) -> Result<bool, Error>

where Self: StrategyNative,

Marks an order as pending cancel locally before the cancel command leaves the strategy.

fn generate_order_pending_update( &mut self, order: &OrderAny, ) -> OrderPendingUpdate

where Self: StrategyNative,

Generates an OrderPendingUpdate event for an order.

fn generate_order_pending_cancel( &mut self, order: &OrderAny, ) -> OrderPendingCancel

where Self: StrategyNative,

Generates an OrderPendingCancel event for an order.

fn cancel_all_orders( &mut self, instrument_id: InstrumentId, order_side: Option<OrderSide>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<(), Error>

where Self: StrategyNative,

Cancels all open orders for the given instrument.

fn close_position( &mut self, position: &Position, client_id: Option<ClientId>, tags: Option<Vec<Ustr>>, time_in_force: Option<TimeInForce>, reduce_only: Option<bool>, quote_quantity: Option<bool>, ) -> Result<(), Error>

where Self: StrategyNative,

Closes a position by submitting a market order for the opposite side.

fn close_all_positions( &mut self, instrument_id: InstrumentId, position_side: Option<PositionSide>, client_id: Option<ClientId>, tags: Option<Vec<Ustr>>, time_in_force: Option<TimeInForce>, reduce_only: Option<bool>, quote_quantity: Option<bool>, ) -> Result<(), Error>

where Self: StrategyNative,

Closes all open positions for the given instrument.

fn query_account( &mut self, account_id: AccountId, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<(), Error>

where Self: StrategyNative,

Queries account state from the execution client.

fn query_order( &mut self, order: &OrderAny, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<(), Error>

where Self: StrategyNative,

Queries order state from the execution client.

fn handle_order_event(&mut self, event: OrderEventAny)

where Self: StrategyNative,

Handles an order event, dispatching to the appropriate handler.

fn handle_position_event(&mut self, event: PositionEvent)

where Self: StrategyNative,

Handles a position event, dispatching to the appropriate handler.

fn on_start(&mut self) -> Result<(), Error>

where Self: StrategyNative,

Called when the strategy is started.

fn on_time_event(&mut self, event: &TimeEvent) -> Result<(), Error>

where Self: StrategyNative,

Called when a time event is received.

fn on_order_initialized(&mut self, event: OrderInitialized)

Called when an order is initialized.

fn on_order_event(&mut self, event: OrderEventAny)

Called when any order event is received after the specific order handler runs.

fn on_order_denied(&mut self, event: OrderDenied)

Called when an order is denied by the system.

fn on_order_emulated(&mut self, event: OrderEmulated)

Called when an order is emulated.

fn on_order_released(&mut self, event: OrderReleased)

Called when an order is released from emulation.

fn on_order_submitted(&mut self, event: OrderSubmitted)

Called when an order is submitted to the venue.

fn on_order_rejected(&mut self, event: OrderRejected)

Called when an order is rejected by the venue.

fn on_order_accepted(&mut self, event: OrderAccepted)

Called when an order is accepted by the venue.

fn on_order_expired(&mut self, event: OrderExpired)

Called when an order expires.

fn on_order_triggered(&mut self, event: OrderTriggered)

Called when an order is triggered.

fn on_order_pending_update(&mut self, event: OrderPendingUpdate)

Called when an order modification is pending.

fn on_order_pending_cancel(&mut self, event: OrderPendingCancel)

Called when an order cancellation is pending.

fn on_order_modify_rejected(&mut self, event: OrderModifyRejected)

Called when an order modification is rejected.

fn on_order_cancel_rejected(&mut self, event: OrderCancelRejected)

Called when an order cancellation is rejected.

fn on_order_updated(&mut self, event: OrderUpdated)

Called when an order is updated.

fn on_position_opened(&mut self, event: PositionOpened)

Called when a position is opened.

fn on_position_event(&mut self, event: PositionEvent)

Called after a position opened, changed, or closed handler runs.

fn on_position_changed(&mut self, event: PositionChanged)

Called when a position is changed (quantity or price updated).

fn on_position_closed(&mut self, event: PositionClosed)

Called when a position is closed.

fn on_market_exit(&mut self)

Called when a market exit has been initiated.

fn post_market_exit(&mut self)

Called after a market exit has completed.

fn is_exiting(&self) -> bool

where Self: StrategyNative,

Returns whether the strategy is currently executing a market exit.

fn market_exit(&mut self) -> Result<(), Error>

where Self: StrategyNative,

Initiates an iterative market exit for the strategy.

fn check_market_exit(&mut self, _event: TimeEvent)

where Self: StrategyNative,

Checks if the market exit is complete and finalizes if so.

fn finalize_market_exit(&mut self)

where Self: StrategyNative,

Finalizes the market exit process.

fn cancel_market_exit(&mut self)

where Self: StrategyNative,

Cancels an active market exit without calling hooks.

fn stop(&mut self) -> bool

where Self: StrategyNative,

Stops the strategy with optional managed stop behavior.

fn deny_order(&mut self, order: &OrderAny, reason: Ustr)

where Self: StrategyNative,

Denies an order by generating an OrderDenied event.

fn deny_order_list(&mut self, orders: &[OrderAny], reason: Ustr)

where Self: StrategyNative,

Denies all orders in an order list.

fn set_gtd_expiry(&mut self, order: &OrderAny) -> Result<(), Error>

where Self: StrategyNative,

Sets a GTD expiry timer for an order.

fn cancel_gtd_expiry(&mut self, client_order_id: &ClientOrderId)

where Self: StrategyNative,

Cancels a GTD expiry timer for an order.

fn has_gtd_expiry_timer(&mut self, client_order_id: &ClientOrderId) -> bool

where Self: StrategyNative,

Checks if a GTD expiry timer exists for an order.

fn expire_gtd_order(&mut self, event: TimeEvent)

where Self: StrategyNative,

Handles GTD order expiry by canceling the order.

fn reactivate_gtd_timers(&mut self)

where Self: StrategyNative,

Reactivates GTD timers for open orders on strategy start.

impl StrategyNative for ExecTester

fn strategy_core(&self) -> &StrategyCore

Returns the strategy core.

fn strategy_core_mut(&mut self) -> &mut StrategyCore

Returns the mutable strategy core.

fn order_factory(&mut self) -> RefMut<'_, OrderFactory>

Returns a mutable borrow of the order factory.

fn order_factory_rc(&self) -> Rc<RefCell<OrderFactory>>

Returns a clone of the reference-counted order factory.

fn portfolio_rc(&self) -> Rc<RefCell<Portfolio>>

Returns a clone of the reference-counted portfolio.