How do you test institutional (or algo) trades under real market conditions?

Hello all. My focus has been trying to find a way to mimic execution reality in institutional trades (even done by algos). Things like how queue position, hidden liquidity, venue rules, and partial fills affect the trade - real world conditions.

I've created a program called ordersim to help, but we'll get to that later. Right now, i'm interested in hearing how traders deal with these conditions that can't typically be simulated in backtesting. Thanks!