Struct BacktestExecutionClient

pub struct BacktestExecutionClient { /* private fields */ }

Implementations

impl BacktestExecutionClient

pub fn new( trader_id: TraderId, account_id: AccountId, exchange: Rc<RefCell<SimulatedExchange>>, cache: Rc<RefCell<Cache>>, clock: Rc<RefCell<dyn Clock>>, routing: Option<bool>, frozen_account: Option<bool>, ) -> Self

Trait Implementations

impl Debug for BacktestExecutionClient

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

Formats the value using the given formatter.

impl ExecutionClient for BacktestExecutionClient

fn is_connected(&self) -> bool

fn client_id(&self) -> ClientId

fn account_id(&self) -> AccountId

fn venue(&self) -> Venue

fn oms_type(&self) -> OmsType

fn get_account(&self) -> Option<AccountAny>

fn generate_account_state( &self, balances: Vec<AccountBalance>, margins: Vec<MarginBalance>, reported: bool, ts_event: UnixNanos, ) -> Result<()>

Generates and publishes the account state event.

fn start(&mut self) -> Result<()>

Starts the execution client.

fn stop(&mut self) -> Result<()>

Stops the execution client.

fn submit_order(&self, cmd: &SubmitOrder) -> Result<()>

Submits a single order command to the execution venue.

fn submit_order_list(&self, cmd: &SubmitOrderList) -> Result<()>

Submits a list of orders to the execution venue.

fn modify_order(&self, cmd: &ModifyOrder) -> Result<()>

Modifies an existing order.

fn cancel_order(&self, cmd: &CancelOrder) -> Result<()>

Cancels a specific order.

fn cancel_all_orders(&self, cmd: &CancelAllOrders) -> Result<()>

Cancels all orders.

fn batch_cancel_orders(&self, cmd: &BatchCancelOrders) -> Result<()>

Cancels a batch of orders.

fn query_order(&self, cmd: &QueryOrder) -> Result<()>

Queries the status of an order.