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

Traits

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