IFillModel
Represents a model that simulates order fill events
fill(parameters: FillModelParameters) -> Fill
Return an order event with the fill details
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
parameters
|
FillModelParameters
|
A FillModelParameters object containing the security and order |
required |
Returns:
| Type | Description |
|---|---|
Fill
|
Order fill information detailing the average price and quantity filled. |