def METHOD_NAME(self, data: Data) -> None:
    # Taken from main backtest loop of BacktestEngine
    if isinstance(data, (OrderBookDelta)):
        self.exchange.process_order_book_delta(data)
    elif isinstance(data, (OrderBookDeltas)):
        self.exchange.process_order_book_deltas(data)
    elif isinstance(data, QuoteTick):
        self.exchange.process_quote_tick(data)
    elif isinstance(data, TradeTick):
        self.exchange.process_trade_tick(data)
    elif isinstance(data, Bar):
        self.exchange.process_bar(data)
    self.exchange.process(data.ts_init)