Emit futures order process events

This commit is contained in:
boris
2026-04-23 20:41:37 -07:00
parent dfd39fd8a3
commit 4755a59a5b
4 changed files with 101 additions and 1 deletions

View File

@@ -971,6 +971,9 @@ fn engine_executes_futures_order_intents_against_future_account() {
assert!(result.fills.iter().any(|fill| {
fill.symbol == "IF2501" && fill.quantity == 1 && (fill.commission - 12.0).abs() < 1e-6
}));
assert!(result.process_events.iter().any(|event| {
event.symbol.as_deref() == Some("IF2501") && event.kind == ProcessEventKind::Trade
}));
let futures_account = engine.futures_account().expect("future account");
let position = futures_account
.position("IF2501", FuturesDirection::Long)