Struct SimpleMatcher 

pub struct SimpleMatcher { /* private fields */ }

Implementations

impl SimpleMatcher

pub fn new() -> Self

Trait Implementations

impl Default for SimpleMatcher

fn default() -> Self

Returns the “default value” for a type.

impl Matcher for SimpleMatcher

fn add_order(&mut self, order: Order)

Adds a new order to the matcher

fn cancel_order(&mut self, order_id: u64)

Cancels a specific order by ID

fn cancel_all(&mut self)

Cancels all open orders

fn process_quote(&mut self, state: &MarketState) -> Vec<FillEvent>

Processes a new quote against open orders and returns any fill events

fn get_orders(&self) -> &Vec<Order>

Returns a reference to the current list of orders

fn augment_parameters(&self) -> HashMap<String, f64>

Returns runtime state parameters to be injected into each tick’s MarketState before strategies are called. The default returns an empty map; override in matchers that carry observable state (e.g. Hawkes intensity).