rt-hft-engine 0.1.0

Sub-microsecond HFT engine for vintage hardware
Documentation
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//! Trading strategy framework

use crate::order_book::{OrderSide};

pub trait Strategy: Send + Sync {
    fn on_market_data(&mut self, quote: &crate::market_data::Quote);
    fn on_order_fill(&mut self, order_id: &str, quantity: i64, side: OrderSide);
}

pub struct TradingStrategy;