Crate barter_execution

Barter-Execution

Stream private account data from financial venues, and execute (live or mock) orders. Also provides a feature rich MockExchange and MockExecutionClient to assist with backtesting and paper-trading.

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 MockExchange 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

balance

client

error

exchange

indexer

map

order

trade

Structs

AccountEvent

AccountSnapshot

InstrumentAccountSnapshot

Enums

AccountEventKind

Type Aliases

UnindexedAccountEvent

Convenient type alias for an AccountEvent keyed with ExchangeId, AssetNameExchange, and InstrumentNameExchange.

UnindexedAccountSnapshot

Convenient type alias for an AccountSnapshot keyed with ExchangeId, AssetNameExchange, and InstrumentNameExchange.