Struct MockExecutionConfig 

pub struct MockExecutionConfig {
    pub mocked_exchange: ExchangeId,
    pub initial_state: UnindexedAccountSnapshot,
    pub latency_ms: u64,
    pub fee_model: FeeModelConfig,
    pub fill_model: SimFillConfig,
    pub spot_fee_asset: SpotFeeAsset,
    pub slippage: SlippageConfig,
    pub market_order_timing: MarketOrderTiming,
    pub stale_market: StaleMarketPolicy,
    pub spot_margin: Option<SpotMarginConfig>,
    pub fee_asset: Option<FeeAssetConfig>,
}

Fields

mocked_exchange: ExchangeId

initial_state: UnindexedAccountSnapshot

latency_ms: u64

fee_model: FeeModelConfig

Fee model used by the mock exchange to compute trading fees.

Defaults to FeeModelConfig::Zero. Use FeeModelConfig::Percentage for spot/futures simulation (e.g. 0.1% taker fee).

fill_model: SimFillConfig

Fill model used by the mock exchange to compute execution prices.

Defaults to SimFillConfig::LastPrice, which fills at the snapshot’s last_price, falling back to the side of the book a taker would cross to. Switch to SimFillConfig::BidAsk or SimFillConfig::Midpoint for more realistic spread-cost simulation when market prices are injected alongside orders.

spot_fee_asset: SpotFeeAsset

Which asset the mock exchange charges a spot fill’s fee in.

Defaults to SpotFeeAsset::Quote, on both sides. SpotFeeAsset::Received takes a buy’s fee out of the base it receives, as Binance spot does by default.

slippage: SlippageConfig

How far the mock exchange moves each taker fill against the order, after the fill_model has priced it.

Defaults to SlippageConfig::none. A seeded SlippageConfig::uniform draws a fresh rate for each fill, reproducibly from its seed. See SlippageConfig for what it applies to and how.

market_order_timing: MarketOrderTiming

When the mock exchange fills a market order.

Defaults to MarketOrderTiming::OnArrival: against the market the venue holds when the order arrives, which on bar data is the close of the bar the sender has just seen. MarketOrderTiming::NextBar holds it for the instrument’s next bar instead, and needs a driver that feeds the venue bars, as SimRunner does on a candle feed.

stale_market: StaleMarketPolicy

What the mock exchange does with an order when the instrument’s market is stale.

Defaults to StaleMarketPolicy::Off: it fills against the market it holds, however old. StaleMarketPolicy::Wait makes an order on an instrument with no fresh observation within an age wait for the next one, and needs a driver that feeds the venue a market, as SimRunner does.

spot_margin: Option<SpotMarginConfig>

Whether the mock exchange lends a spot order what the account lacks, as a margin account does.

Defaults to None: a cash account, whose spot orders are paid for with what it holds, and whose balances report no loans. A SpotMarginConfig makes it a cross margin account that borrows under each order’s MarginEffect, up to a leverage limit.

fee_asset: Option<FeeAssetConfig>

A third asset the mock exchange charges spot fees in, at a discount, while the account holds enough of it, as Binance’s “pay fees with BNB” does.

Defaults to None: every fee is charged under spot_fee_asset. See FeeAssetConfig for what a fill pays and when it falls back to that rule.

Implementations

impl MockExecutionConfig

pub const fn new( mocked_exchange: ExchangeId, initial_state: UnindexedAccountSnapshot, latency_ms: u64, fee_model: FeeModelConfig, fill_model: SimFillConfig, spot_fee_asset: SpotFeeAsset, slippage: SlippageConfig, market_order_timing: MarketOrderTiming, stale_market: StaleMarketPolicy, spot_margin: Option<SpotMarginConfig>, fee_asset: Option<FeeAssetConfig>, ) -> MockExecutionConfig

Trait Implementations

impl Clone for MockExecutionConfig

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for MockExecutionConfig

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for MockExecutionConfig

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for MockExecutionConfig

impl Hash for MockExecutionConfig

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl Ord for MockExecutionConfig

fn cmp(&self, other: &Self) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

fn clamp_to<R>(self, range: R) -> Self

where Self: Sized, R: ClampBounds<Self>,

🔬This is a nightly-only experimental API. (clamp_to)

Restrict a value to a certain range.

impl PartialEq for MockExecutionConfig

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl PartialOrd for MockExecutionConfig

fn partial_cmp(&self, other: &Self) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

fn lt(&self, other: &Rhs) -> bool

Tests less than (for self and other) and is used by the < operator.

fn le(&self, other: &Rhs) -> bool

Tests less than or equal to (for self and other) and is used by the <= operator.

fn gt(&self, other: &Rhs) -> bool

Tests greater than (for self and other) and is used by the > operator.

fn ge(&self, other: &Rhs) -> bool

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl Serialize for MockExecutionConfig

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for MockExecutionConfig