FillEngine

polyfill_rs::fill

Struct FillEngine 

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

Fill execution engine

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impl FillEngine

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pub fn new( min_fill_size: Decimal, max_slippage_pct: Decimal, fee_rate_bps: u32, ) -> Self

Create a new fill engine

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pub fn execute_market_order( &mut self, order: &MarketOrderRequest, book: &OrderBook, ) -> Result<FillResult>

Execute a market order against an order book

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pub fn execute_limit_order( &mut self, order: &OrderRequest, book: &OrderBook, ) -> Result<FillResult>

Execute a limit order (simulation)

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pub fn get_fills(&self, order_id: &str) -> Option<&[FillEvent]>

Get fills for an order

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pub fn get_all_fills(&self) -> Vec<&FillEvent>

Get all fills

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pub fn clear_fills(&mut self, order_id: &str)

Clear fills for an order

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pub fn get_stats(&self) -> FillStats

Get fill statistics

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impl Debug for FillEngine

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

Formats the value using the given formatter. Read more

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