Playground: Customizers

Customizers can be used to shape the behaviour of a trading engine and its accounts.

Commission customizer

Commissions can be added through a commission customizer, a custom function that given the order and the details of the upcoming trade, returns a commission for the respective trade.

• Example 1

import { decimal, } from "@reiryoku/mida";

// Used to set a fixed commission of 1 USD to all trades
engine.setCommissionCustomizer(() => [ "USD", decimal(1), ]);

• Example 2

// Used to set a commission relative to the traded volume
engine.setCommissionCustomizer((order, upcomingTrade) => {
    return [
        "USD",
        upcomingTrade.volume.mul(3), // Commission = 3 USD per lot
    ];
});

Latency customizer

Latency and slippage can be simulated through a latency customizer, a custom function called when a trading account places an order.

• Example 1

// Set a latency of 1 second when placing an order, this means that 1 second of data
// will be elapsed before actually placing the order
myAccount.setLatencyCustomizer(() => 1);

• Example 2

import { generateInRandomFloat, } from "@reiryoku/mida";

// Set a random latency bewteen 0.1 and 2 seconds when placing an order
myAccount.setLatencyCustomizer(() => generateInRandomFloat(0.1, 2));