Expand description
Defines an Event enum that contains variants that are vital to the trading event loop (eg/ MarketEvent). Other variants communicate work done by the system (eg/ FillEvent), as well as changes in system state (eg/ PositionUpdate).
Structs
Enums
Events that occur when bartering.
MarketEvent
, Signal
, OrderEvent
, and
FillEvent
are vital to the Trader
event loop, dictating
the trading sequence. The PositionExit
Event is a representation of work done by the
system, and is useful for analysing performance & reconciliations.Traits
Message transmitter for sending Barter messages to downstream consumers.