Expand description
Defines a MarketEvent, and provides the Continuer and MarketGenerator traits for handling the generation of them. Contains implementations such as the (tick-by_tick) LiveTradeHandler, and HistoricalCandleHandler that generates a market feed and acts as the system heartbeat.
Modules
Barter data module specific errors.
Handlers for historical and live MarketEvent data feeds.
Structs
Market data & related metadata produced by a data::handler implementation for the Strategy & Portfolio to interpret.
Builder to construct MarketEvent instances.
Metadata detailing the [Candle] close price & it’s associated timestamp. Used to propagate key
market information in downstream Events.