Defines how limit orders are filled, e.g., fill probability on touch, fill quantity model, etc.
In this model we fill those orders that have the right price.
In this fill model, orders are executed either always, never or according to the outcome of a Bernoulli trial, depending on the limit of the order.
This fill model is an extension of the BernoulliFillModel, with the enhancement that some orders may not be filled completely, i.e., filled partially.
Utility methods for limit order execution models.
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