Struct PaperExchange 

pub struct PaperExchange { /* private fields */ }

A deterministic, network-free exchange that simulates fills through an internal portfolio. The fill model is documented on the methods below.

Implementations

impl PaperExchange

pub fn new() -> PaperExchange

A frictionless spot paper exchange (zero fees, zero slippage). Add costs with with_fees / with_slippage_bps and seed the account with with_balance.

pub fn with_market_type(self, market_type: MarketType) -> PaperExchange

Set the market type this paper account trades (default MarketType::Spot).

pub fn with_fees(self, maker_bps: Decimal, taker_bps: Decimal) -> PaperExchange

Set the maker and taker fees, in basis points.

pub fn with_slippage_bps(self, slippage_bps: Decimal) -> PaperExchange

Set the fixed slippage applied to every fill, in basis points.

pub fn with_balance( self, asset: impl Into<String>, amount: Decimal, ) -> PaperExchange

Seed (or top up) the free balance of asset.

pub fn market_type(&self) -> MarketType

The market type this account trades.

pub fn set_price(&mut self, symbol: &Symbol, price: Decimal)

Set the current mark price for symbol, used for fills and the ticker.

pub fn cancel_all(&mut self) -> u32

Cancel every open order, releasing the funds they locked, and return the number cancelled. This is the actuator a DeadMansSwitch fires on disconnect.

pub fn maker_bps(&self) -> Decimal

The configured maker fee, in basis points.

pub fn taker_bps(&self) -> Decimal

The configured taker fee, in basis points.

Trait Implementations

impl Debug for PaperExchange

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

Formats the value using the given formatter.

impl Default for PaperExchange

fn default() -> PaperExchange

Returns the “default value” for a type.

impl Exchange for PaperExchange

fn name(&self) -> &'static str

The venue’s lowercase identifier (e.g. "binance").

impl Execution for PaperExchange

fn place_order(&mut self, request: &OrderRequest) -> Result<Order, Error>

Place an order and return it as accepted by the venue.

fn cancel_order( &mut self, _symbol: &Symbol, order_id: &str, ) -> Result<(), Error>

Cancel an open order by venue id.

fn query_order( &mut self, _symbol: &Symbol, order_id: &str, ) -> Result<Order, Error>

Query a single order by venue id.

fn open_orders(&mut self, symbol: Option<&Symbol>) -> Result<Vec<Order>, Error>

All open orders, optionally filtered to one symbol.

fn balances(&mut self) -> Result<Vec<Balance>, Error>

Current account balances.

impl MarketData for PaperExchange

fn ticker(&mut self, symbol: &Symbol) -> Result<Ticker, Error>

A point-in-time ticker for symbol.

fn klines( &mut self, _symbol: &Symbol, _interval: &str, _limit: u32, ) -> Result<Vec<Candle>, Error>

Up to limit historical candles for symbol at the given interval (e.g. "1m", "1h"). Returns wickra_core::Candles so the result feeds the indicator core directly.

fn order_book( &mut self, _symbol: &Symbol, _depth: u32, ) -> Result<OrderBookSnapshot, Error>

A depth snapshot of symbol up to depth levels per side.

fn subscribe_trades(&mut self, _symbol: &Symbol) -> Result<(), Error>

Subscribe to the public trade stream for symbol.

fn subscribe_book(&mut self, _symbol: &Symbol) -> Result<(), Error>

Subscribe to the order-book stream for symbol.

fn subscribe_ticker(&mut self, _symbol: &Symbol) -> Result<(), Error>

Subscribe to the ticker stream for symbol.

fn poll_events(&mut self) -> Vec<Event>

Drain all events buffered since the last call. Non-blocking: returns an empty vector when nothing is pending.