Crate barter[−][src]
Modules
data | Defines a MarketEvent, and provides the useful traits of Continuer and MarketGenerator for handling the generation of them. Contains implementations such as the HistoricDataHandler that simulates a live market feed and acts as the systems heartbeat. |
event | Defines an Event enum that could be a MarketEvent, SignalEvent, OrderEvent or FillEvent. |
execution | Defines a FillEvent, and provides a useful trait FillGenerator for handling the generation of them. Contains a SimulatedExecution implementation that simulates a live broker execution for the system. |
portfolio | Defines useful data structures such as an OrderEvent and Position. The Portfolio must interact with MarketEvents, SignalEvents, OrderEvents, and FillEvents. The useful traits MarketUpdater, OrderGenerator, & FillUpdater are provided that define the interactions with these events. Contains a PersistedMetaPortfolio implementation that persists state in a RedisRepository. This also contains example implementations of a OrderAllocator & OrderEvaluator, and help the Portfolio make decisions on whether to generate OrderEvents and of what size. |
strategy | Defines a SignalEvent, and provides the SignalGenerator trait for handling the generation of them. Contains an example RSIStrategy implementation that analyses a MarketEvent and may generate a new SignalEvent, an advisory signal for a Portfolio OrderGenerator to analyse. |