Module fill 

Structs

BidAskFillModel

Fills market orders at the current best ask (buys) or best bid (sells), crossing the spread as a market order taker would.

LastPriceFillModel

Fills at the last trade price for market orders, or the order’s limit price for limit orders.

MidpointFillModel

Fills at the midpoint of best bid and best ask.

Enums

SimFillConfig

Enum-dispatched fill model for use in types that require Clone, Serialize, and Deserialize (e.g. MockExchangeConfig).

Traits

FillModel

Simulates the execution price for a backtest fill.