Overview
Pluggable integration point for execution venues. Implemented by the Execution Simulator in the prototype.
Contract
Consumers
- ExecutionSimulator
Types
| Name | Base | Constraints / Values | Description |
|---|---|---|---|
| FillResult | dataclass | — | Result returned by submit_order() |
Operations
update_price
Notify the adapter of the latest market price for a symbol. Called on every MarketTick.
| Parameter | Type | Required | Constraints |
|---|---|---|---|
symbol | str | ✓ | — |
price | float | ✓ | — |
Returns: None
submit_order
Submit an order for execution and return the fill result. Synchronous for paper trading.
| Parameter | Type | Required | Constraints |
|---|---|---|---|
order | Order | ✓ | — |
Returns: FillResult — Fill price, quantity, commission, and partial flag