MatchingEngineSimulatorConfig

class swordfish.plugins.matching_engine_simulator.MatchingEngineSimulatorConfig(data=None)

Parameters:

data (dict)

quote_col_map: Dict[str, str] = None

The configuration parameters for the matching engine simulator.

user_order_col_map: Dict[str, str] = None

depth: float = None

output_interval: float = None

latency: float = None

orderbook_matching_ratio: float = None

matching_mode: int = None

matching_ratio: float = None

order_details_and_snapshot_output: Table = None

snapshot_output: Table = None

output_time_info: bool = None

output_reject_details: bool = None

output_queue_position: int = None

output_order_confirmation: bool = None

output_order_trade_flag: bool = None

cpu_id: int = None

user_defined_order_id: bool = None

order_by_price: bool = None

immediate_order_confirmation: bool = None

immediate_cancel: bool = None

trade_in_lots: bool = None

output_seq_num: bool = None