Expand description
§Athena’s Pallas
Unified event-driven engine for live, paper, and backtest trading.
§Modes
- Swap the
execution::ExecutionGatewayimplementation and event sources; keepstrategy::Strategyandrisk::RiskCheckunchanged.
§Extension
- Add venues: implement
connectors::MarketConnector(seeconnectors::binance_spotwith featurebinance). - Add fill logic: document custom models via
backtest::FillModel.
§Features
binance— public WebSocket connector for Binance Spot.control-server— localhost HTTP control (/pause,/resume,/cancel-all).binance-live— signed Spot REST ([execution::BinanceLiveGateway]), user stream connector, signing deps (hmac,sha2,hex).
Re-exports§
pub use engine::dispatch_event;pub use engine::dispatch_event_audited;pub use engine::engine_step;pub use engine::Engine;pub use engine::EngineBuilder;pub use engine::EngineCommand;pub use engine::EngineConfig;pub use engine::EngineHandle;pub use engine::TimerSchedule;pub use error::Error;pub use error::Result;pub use events::BookL2Snapshot;pub use events::Event;pub use events::OrderIntentSource;pub use types::EquityPoint;pub use types::ExchangeId;pub use types::InstrumentId;pub use types::Side;pub use types::StrategyId;pub use types::Symbol;pub use types::TradingState;pub use instrument::InstrumentFilter;pub use instrument::InstrumentIndex;pub use instrument::InstrumentMeta;pub use instrument::InstrumentRegistry;pub use metrics::strategy_position_report;pub use metrics::trading_summaries_per_strategy;pub use metrics::StrategyPositionRow;pub use metrics::TradingSummary;pub use oms::OrderStore;
Modules§
- audit
- Engine audit stream for monitoring, replicas, and persistence (barter-style).
- backtest
- Historical and synthetic event sources for deterministic replay.
- connectors
- Exchange connectors (public market data).
- data
- Market data subscription kinds and stream-oriented docs (barter-data style).
- engine
- Engine: single consumer loop — market → (passive fills) → strategy → risk → execution.
- error
- Error types.
- events
- Normalized events fed into the engine.
- execution
- Execution backends: paper, simulation, and live stub.
- instrument
- Exchange instruments as compact row indices (cache-friendly hot state).
- integration
- Low-level transport helpers shared by venue connectors.
- metrics
- Performance metrics from an equity curve.
- oms
- Standalone working-order view (order manager surface without the full engine).
- risk
- Risk checks applied before execution.
- state
- Authoritative in-memory book, balances, orders, and positions.
- strategy
- Pluggable strategy interface.
- types
- Core domain types.