List of all items

Structs

• aggregation::OHLC
• aggregation::OHLCTradeTimestampRange
• aggregation::RuntimeOHLC
• aggregation::RuntimeTrade
• aggregation::Trade
• aggregation::TradeTradeTimestamp
• aggregation_std::StdTrades
• backend::LocalOrderId
• backend::OrderIdGenerator
• backend::RemoteOrderId
• backends::databento::Databento
• backends::simulated::CapacitySpecHighFrequencyTrades
• backends::simulated::CapacitySpecLowFrequencyTrades
• backends::simulated::ExchangeLD_CME
• backends::simulated::LatencyDistribution
• backends::simulated::OrderRounterLDRithmicFull
• backends::simulated::OrderRouterLDILink
• backends::simulated::OrderRouterLDRithmicDiamond
• backends::simulated::PhysicalLocationLDPrimaryBareMetal
• backends::simulated::PhysicalLocationLDProximityBareMetal
• backends::simulated::SimulatedOrdersBackend
• binned::FixedBinnedTimePointData
• binned::FixedBinnedTimeRangedData
• binned::FlexBinnedTimePointData
• binned_method::FixedBinnedData
• binned_method::FixedSectorDef
• binned_method::FlexBinnedData
• binned_method::FlexSectorDef
• binned_method::SectorDataIdx
• hot::FixedHotData
• hot::FlexHotData
• instrument::InstrumentData
• instrument::InstrumentTicker
• instrument::XSpec001
• instrument::XSpec010
• instrument::XSpec025
• instrument::XSpec050
• instrument::XSpec100
• instrument::future::NQ
• liquidity::LiquidityEstimation
• order::ActiveOrderGoals
• order::ActiveStateGoal
• order::ClientOrderTracker
• order::ClientStopOrder
• order::LimitOrder
• order::MarketOrder
• order::NewCanceledState
• order::NewPartialFillState
• order::NewWorkingState
• order::PartialOrderFill
• order::RemoteOrderTracker
• order::dependency::DeferredOrderActions
• order::dependency::client::CancelClientOrder
• order::dependency::client::ClientDeployedRemoteDependency
• order::dependency::client::SubmitClientOrder
• order::dependency::remote::CancelRemoteOrder
• order::dependency::remote::SubmitRemoteOrder
• order_manager::CompletedRemoteOrder
• order_manager::CompletedRemoteOrders
• order_manager::MinimalOrdersCapacitySpec
• order_manager::OrderManager
• order_manager::PendingClientOrder
• order_manager::PendingClientOrders
• order_manager::PendingRemoteOrder
• order_manager::PendingRemoteOrders
• order_manager::SimpleOrdersCapacitySpec
• order_manager::WorkingRemoteOrder
• order_manager::WorkingRemoteOrders
• price::AbsolutePrice
• price::AskPriceVolumeLevel
• price::BidAskPriceSpread
• price::BidPriceVolumeLevel
• price::PriceVolumeLevel
• price::RelativePrice
• schema::SchemaFlags
• timestamp::BinTimestamp
• timestamp::ConstTimestamp
• timestamp::EngineTimestamps
• timestamp::LatestSessionStart
• timestamp::ProviderTimestamps
• timestamp::RuntimeBinTimestamp
• timestamp::TickTimestamp
• timestamp::Timestamp
• timestamp::TimestampRange
• timestamp::TradeTimestamp
• volume::AggressiveVolume
• volume::DirectionalExposure
• volume::DirectionalIntentVolume
• volume::DirectionlessVolume
• volume::FastVolume
• volume::RestingVolume
• volume::ZeroableDirectionalIntentVolume

Enums

• backend::OrderId
• backend::OrderIdError
• backend::OrdersBackendSubmitRemoteOrderError
• binned_method::BinnedDataError
• instrument::InstrumentKind
• order::ClientOrder
• order::ClientTimingCondition
• order::DesiredVolumeOrderError
• order::OrderExecutionExpectation
• order::OrderGoal
• order::OrderGoalAsExecutionExpectationError
• order::OrderGoalT
• order::OrderStateUpdate
• order::RemoteOrder
• order::RemoteTimingCondition
• order::StateGoal
• order::UpdateStateGoalResult
• order::dependency::OrderAction
• order::dependency::TriggerError
• order::dependency::client::ClientOrderAction
• order::dependency::remote::RemoteOrderAction
• order_manager::AssignRemoteOrderIdError
• order_manager::CancelClientOrderError
• order_manager::CancelFlattenAllError
• order_manager::CancelOrderError
• order_manager::CancelRemoteOrderError
• order_manager::OrderGroupMut
• order_manager::OrderMut
• order_manager::OrderRef
• order_manager::PendingClientActivateError
• order_manager::PendingClientCancelError
• order_manager::PendingRemoteProcessedError
• order_manager::PendingRemoteSubmitError
• order_manager::RemoteCanceledRemoteOrderError
• order_manager::SubmitRemoteOrderError
• order_manager::TryCancelRemoteOrderError
• order_manager::WorkingRemoteOrderSubmitError
• price::Price
• schema::SchemaFlag
• timestamp::TimestampError
• timestamp::TradeTimestampRange
• volume::AggressorSide
• volume::DirectionalIntent
• volume::DirectionlessVolumeSubError
• volume::Interpretation
• volume::RestingSide
• volume::VolumeDelta

Traits

• aggregation::Aggregator
• backend::DataBackend
• backend::MarketDataStream
• backend::OrdersBackend
• backends::simulated::CapacitySpec
• backends::simulated::ExchangeLD
• backends::simulated::OrderRouterLD
• backends::simulated::PhysicalLocationLD
• binned_method::BinnedPoint
• binned_method::BinnedRange
• instrument::AddDecimal
• instrument::AsDecimal
• instrument::FromDecimal
• instrument::InstrumentSpec
• instrument::IsFloatingPoint
• instrument::SubDecimal
• instrument::XSpec
• order::DesiredVolumeOrder
• order::MatchableOrder
• order_manager::OrdersCapacitySpec
• price::FromCorrectedPrice
• price::PriceType
• strategy::Strategy
• timestamp::Timestamped
• timestamp::TimestampedRange
• timestamp::TradeTimestamped
• timestamp::TradeTimestampedRange
• volume::FromCorrectedVolume
• volume::VolumeType

Functions

• run