apple_quant_algorithmic/
strategy.rs

1use crate::{
2	backend::{OrderIdGenerator, OrdersBackend},
3	instrument::{InstrumentData, InstrumentSpec},
4	order::{DeferredOrderActions, StateGoal},
5	order_manager::{OrderManager, OrdersCapacitySpec},
6	timestamp::TickTimestamp, volume::DirectionalExposure,
7};
8
9pub trait Strategy<
10	IS: InstrumentSpec,
11	OB: OrdersBackend<IS>,
12	CS: OrdersCapacitySpec,
13> {
14	#[allow(unused_variables)]
15	fn initialize<'instrument_data, 'aggregated_data>(
16		&mut self,
17		tick_timestamp: &TickTimestamp,
18		instrument_data: &InstrumentData<'instrument_data, 'aggregated_data, IS>,
19		deferred_order_actions: &mut DeferredOrderActions<IS>,
20		order_id_generator: &mut OrderIdGenerator,
21	) -> impl Future<Output = anyhow::Result<()>> {
22		async {
23			Ok(())
24		}
25	}
26
27	#[allow(unused_variables)]
28	fn data_update<'instrument_data, 'aggregated_data>(
29		&mut self,
30		tick_timestamp: &TickTimestamp,
31		instrument_data: &InstrumentData<'instrument_data, 'aggregated_data, IS>,
32		order_manager: &OrderManager<IS, CS>,
33		directional_exposure: &DirectionalExposure<IS>,
34		state_goal: &StateGoal,
35		deferred_order_actions: &mut DeferredOrderActions<IS>,
36		order_id_generator: &mut OrderIdGenerator,
37	) -> impl Future<Output = anyhow::Result<()>> {
38		async {
39			Ok(())
40		}
41	}
42}
apple_quant_algorithmic/strategy.rs

apple_quant_algorithmic/
strategy.rs
