Expand description
Multi-threaded trading Engine capable of trading with an arbitrary number market pairs. Contains a Trader for each Market pair that consists of it’s own Data, Strategy & Execution components, as well as shared access to a global Portfolio.
Modules
Barter Engine module specific errors.
Contains the trading event loop for a Trader capable of trading a single market pair. A Trader has it’s own Data handler, Strategy & Execution handler, as well as shared access to a global Portfolio instance.
Structs
Multi-threaded Trading Engine capable of trading with an arbitrary number of Trader market
pairs. Each Trader operates on it’s own thread and has it’s own Data Handler, Strategy &
Execution Handler, as well as shared access to a global Portfolio instance. A graceful remote
shutdown is made possible by sending a [Message] to the Engine’s broadcast::Receiver
termination_rx.
Builder to construct Engine instances.
Lego components for constructing an Engine via the new() constructor method.