Struct FillEngine 

pub struct FillEngine { /* private fields */ }

Fill simulation and bookkeeping engine.

FillEngine favors ergonomic Decimal outputs and owned FillEvent records over allocation-sensitive execution. It should not be used as evidence that the order-routing or market-data hot paths are allocation-free.

Implementations

impl FillEngine

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

Create a new fill simulation engine.

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

Simulate executing a market order against an order book.

This method allocates and converts internal book levels back to Decimal via OrderBook::asks/OrderBook::bids, then builds owned FillEvent records. It is suitable for simulation and reporting, not latency-sensitive execution benchmarking.

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

Simulate executing a limit order.

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

Get fills for an order

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

Get all fills

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

Clear fills for an order

pub fn get_stats(&self) -> FillStats

Get fill statistics

Trait Implementations

impl Debug for FillEngine

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

Formats the value using the given formatter.