Module barter::portfolio[−][src]

Expand description

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 MetaPortfolio 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.

Modules

allocator
error
order
portfolio
position
repository
risk

Traits

FillUpdater

Updates the Portfolio from an input FillEvent.

MarketUpdater

Updates the Portfolio from an input MarketEvent.

OrderGenerator

May generate an OrderEvent from an input advisory SignalEvent.