Crate barter_execution

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Barter-Execution

High-performance and normalised trading interface capable of executing across many financial venues. Also provides a feature rich simulated exchange to assist with backtesting and dry-trading. Communicate with an exchange by initialising it’s associated ExecutionClient instance. It is:

  • Easy: ExecutionClient trait provides a unified and simple language for interacting with exchanges.
  • Normalised: Allow your strategy to communicate with every real or simulated exchange using the same interface.
  • Extensible: Barter-Execution is highly extensible, making it easy to contribute by adding new exchange integrations!

See README.md for more information and examples.

Modules

error
Errors generated during live, dry, or simulated execution.
execution
ExecutionClient implementations for official exchanges.
model
Core data structures to support executing on exchanges.
simulated
Simulated Exchange and it’s associated simulated ExecutionClient.
test_util
Utilities for generating common data structures required for testing.

Enums

ExecutionId
Unique identifier for an ExecutionClient implementation.

Traits

ExecutionClient
Defines the communication with the exchange. Each exchange integration requires it’s own implementation.