Rust

The native crate. One typed Exchange trait spans all ten venues; a PaperExchange fills deterministically through the wickra-backtest engine behind the same trait.

bash

cargo add wickra-exchange

rust

use rust_decimal_macros::dec;
use wickra_exchange::{Exchange, Execution, MarketData, OrderRequest, PaperExchange, Symbol};

let market = Symbol::new("BTC", "USDT");

let mut exchange = PaperExchange::new()
    .with_fees(dec!(1), dec!(5))   // maker / taker basis points
    .with_slippage_bps(dec!(10))
    .with_balance("USDT", dec!(100000));
exchange.set_price(&market, dec!(20000));

let order = exchange.place_order(&OrderRequest::market_buy(market, dec!(1)))?;
println!("filled at {:?} ({:?})", order.average_price, order.status);

// Market data and execution events flow through the same pull loop.
for event in exchange.poll_events() {
    println!("event: {event:?}");
}

A live venue is the same trait — construct with Exchange::new("binance", creds, opts) and swap the implementation; the strategy code does not change.

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