Expand description
§AVIN - Ars Vincere
Open source cross-platform trading system
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(лат. искусство побеждать)Coming soon…
Re-exports§
pub use avin_utils as utils;
Structs§
- Account
- Broker account.
- Asset
List - Users asset list.
- Bar
- Like cundle, but more shortly name.
- BarEvent
- That event sending from broker when bar updated, or new historical bar.
- Canceled
Limit Order - Canceled
Stop Order - Chart
- Aggregation of instrument id, timeframe and bars.
- Cluster
- Set of metrics calculated on tics.
- Data
Action - Message to subscribe or unsubscribe market data.
- Filled
Limit Order - Filled
Market Order - Footprint
- Aggregation of instrument id, timeframe and clusters.
- Iid
- Iid - Instrument ID
- Manager
- Fasade class for operations with market data.
- NewLimit
Order - NewMarket
Order - NewStop
Order - Operation
- Exchange operation, create when order fulfilled.
- Order
Action - Message to post or cancel order.
- Order
Event - That event sending from broker on order changed.
- Posted
Limit Order - Posted
Market Order - Posted
Stop Order - Quant
- Metrics calculated on tics grouped by price.
- Quantum
- Part of cluster, consist of tics grouped by price.
- Range
- Closed interval [from, till]
- Rejected
Limit Order - Rejected
Market Order - Rejected
Stop Order - Share
- Aggregation of instrument id, charts, tics, footprint charts.
- Summary
- Tic
- One buy/sell deal in market data stream.
- TicEvent
- That event sending from broker on every new tic.
- Trade
List - Users trade list.
- Transaction
- One buy/sell deal in order execution.
Enums§
- Action
- Comands or messages, that is sending from strategy to trader/broker.
- Asset
- Aggregation of instrument id, charts, tics.
- Category
- List for selecting the instrument category.
- Direction
- Order and transaction direction.
- Event
- Market events, that is sending from broker to trader/tester/terminal.
- Exchange
- List for selecting the instrument exchange.
- Limit
Order - Wrapper for limit order statuses.
- Market
Data - List for selecting the market data type.
- Market
Order - Wrapper for market order statuses.
- Order
- Wrapper for any order type.
- Source
- List for selecting the source of downloading market data.
- Stop
Order - Wrapper for stop order statuses.
- Stop
Order Kind - List for select stop order kind.
- Time
Frame - List for selecting the timeframe.
- Trade
- Group of orders and operations with one position.
- Trade
Kind - List for selecting the trade type.
- Triggered
Stop Order - Wrapper for triggered stop order.