pub trait OrderAllocator {
    fn allocate_order(
        &self,
        order: &mut OrderEvent,
        position: Option<&Position>,
        signal_strength: SignalStrength
    ); }
Expand description

Allocates an appropriate OrderEvent quantity.

Required methods

Returns an OrderEvent with a calculated order quantity based on the input order, SignalStrength and potential existing Position.

Implementors