Crate avin

Source
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§AVIN - Ars Vincere

                             Open source cross-platform trading system
              __   _____   ____     _    _  ___  __   _  _____  _____   ____  _____
             /__\  |___/  |___       \  /    |   | \  |  |      |___   |___/  |___
            |    | |  \_  ____|       \/    _|_  |  \_|  |____  |____  |  \_  |____

                                     (лат. искусство побеждать)

Coming soon…

Re-exports§

pub use avin_utils as utils;

Structs§

Account
Broker account.
AssetList
Users asset list.
Bar
Like cundle, but more shortly name.
BarEvent
That event sending from broker when bar updated, or new historical bar.
CanceledLimitOrder
CanceledStopOrder
Chart
Aggregation of instrument id, timeframe and bars.
Cluster
Set of metrics calculated on tics.
DataAction
Message to subscribe or unsubscribe market data.
FilledLimitOrder
FilledMarketOrder
Footprint
Aggregation of instrument id, timeframe and clusters.
Iid
Iid - Instrument ID
Manager
Fasade class for operations with market data.
NewLimitOrder
NewMarketOrder
NewStopOrder
Operation
Exchange operation, create when order fulfilled.
OrderAction
Message to post or cancel order.
OrderEvent
That event sending from broker on order changed.
PostedLimitOrder
PostedMarketOrder
PostedStopOrder
Quant
Metrics calculated on tics grouped by price.
Quantum
Part of cluster, consist of tics grouped by price.
Range
Closed interval [from, till]
RejectedLimitOrder
RejectedMarketOrder
RejectedStopOrder
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.
TradeList
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.
LimitOrder
Wrapper for limit order statuses.
MarketData
List for selecting the market data type.
MarketOrder
Wrapper for market order statuses.
Order
Wrapper for any order type.
Source
List for selecting the source of downloading market data.
StopOrder
Wrapper for stop order statuses.
StopOrderKind
List for select stop order kind.
TimeFrame
List for selecting the timeframe.
Trade
Group of orders and operations with one position.
TradeKind
List for selecting the trade type.
TriggeredStopOrder
Wrapper for triggered stop order.