Module fill 

Structs

BidAskFillModel

Fills at the current best ask (buys) or best bid (sells), crossing the spread as a taker does.

FillContext

Everything a FillModel may price from.

LastPriceFillModel

Fills at the last traded price, falling back to the price a taker would have to cross to.

MidpointFillModel

Fills at the midpoint of best bid and best ask, falling back to last_price.

Enums

SimFillConfig

Selects one of the built-in fill models from a serialisable configuration, as MockExecutionConfig::fill_model does. Defaults to LastPriceFillModel.

Traits

FillModel

Prices a fill the venue has already decided will happen.