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
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 an OrderEvent
.
Type Definitions
Communicative type alias for Fee amount as f64.