Expand description
§Unified Data Structures
This module provides unified data structures that work across all trading modes (backtest, paper trading, live trading) to ensure consistent strategy execution and seamless transitions between modes.
§Features
- Position tracking across all trading modes
- Order request and result structures for unified order management
- Market data structure for real-time data handling
- Trading configuration and risk management structures
- Signal and strategy interfaces for consistent strategy execution
Structs§
- ApiConfig
- API configuration for live trading
- Market
Data - Market data structure for real-time data
- Order
Book Level - Order book level (price and quantity)
- Order
Book Snapshot - Order book snapshot
- Order
Request - Order request across all trading modes
- Order
Result - Order result across all trading modes
- Position
- Position information across all trading modes
- Risk
Config - Risk management configuration
- Signal
- Trading signal
- Slippage
Config - Slippage simulation configuration for paper trading
- Trade
- Trade information
- Trading
Config - Trading configuration
Enums§
- Order
Side - Order side (buy/sell)
- Order
Status - Order status
- Order
Type - Order type
- Signal
Direction - Trading signal direction
- Time
InForce - Time in force policy
Traits§
- Trading
Strategy - Trading strategy trait for unified strategy execution across all modes