Struct ParallelConfig

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pub struct ParallelConfig {
    pub start_time_ns: u64,
    pub end_time_ns: u64,
    pub queue_model: QueueModel,
    pub allow_partial_fills: bool,
    pub order_latency: Box<dyn LatencyModel>,
    pub market_data_latency: Box<dyn LatencyModel>,
}

Expand description

Configuration for parallel L2 backtesting

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§start_time_ns: u64

Start time of the backtest in nanoseconds

§end_time_ns: u64

End time of the backtest in nanoseconds

§queue_model: QueueModel

Queue position model to use (FIFO, ProRata, etc.)

§allow_partial_fills: bool

Whether to allow partial order fills

§order_latency: Box<dyn LatencyModel>

Latency model for order submission and responses

§market_data_latency: Box<dyn LatencyModel>

Latency model for market data delivery

Auto Trait Implementations§

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impl !UnwindSafe for ParallelConfig

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