Expand description
Defines a FillEvent, and provides a useful trait FillGenerator for handling the generation of them. Contains an example SimulatedExecution implementation that simulates live broker execution.
Modules
- Barter execution module specific errors.
- Handlers for simulated and live
OrderEvent
execution.
Structs
- All potential fees incurred by a
FillEvent
. - Fills are journals of work done by an Execution handler. These are sent back to the portfolio so it can apply updates.
- Builder to construct FillEvent instances.
Traits
- Generates a result
FillEvent
by executing anOrderEvent
.
Type Definitions
- Communicative type alias for Fee amount as f64.