Module engine

L2 Backtesting Engine - Simple, accurate, and fastAdd commentMore actions

The main L2 backtesting engine that orchestrates market data replay, order matching, and strategy execution with realistic latency simulation.

Re-exports

pub use BacktestEngine100 as DefaultBacktestEngine;

Structs

BacktestConfig

Configuration for L2 backtesting

BacktestEngine

L2 Backtesting Engine with const generic book depth

BacktestStats

Backtesting statistics

OrderResponse

Order response types

Enums

Event

Event types in the backtesting engine

MarketDataEvent

Market data event types

OrderEvent

Order events

ResponseType

Types of responses that can be received for an order

Traits

Strategy

Strategy interface for L2 backtesting

Type Aliases

BacktestEngine50

Type alias for BacktestEngine with 50 levels of depth

BacktestEngine100

Type alias for BacktestEngine with 100 levels of depth

BacktestEngine200

Type alias for BacktestEngine with 200 levels of depth