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Module builder

Module builder 

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Fluent builder APIs for constructing orders.

Re-exports§

pub use algo_builders::AccuDistrBuilder;
pub use algo_builders::AccumulateDistributeBuilder;
pub use algo_builders::AdaptiveBuilder;
pub use algo_builders::AdaptivePriority;
pub use algo_builders::AlgoParams;
pub use algo_builders::ArrivalPriceBuilder;
pub use algo_builders::BalanceImpactRiskBuilder;
pub use algo_builders::ClosePriceBuilder;
pub use algo_builders::DarkIceBuilder;
pub use algo_builders::MinimiseImpactBuilder;
pub use algo_builders::PctVolBuilder;
pub use algo_builders::PctVolPriceBuilder;
pub use algo_builders::PctVolSizeBuilder;
pub use algo_builders::PctVolTimeBuilder;
pub use algo_builders::RiskAversion;
pub use algo_builders::TwapBuilder;
pub use algo_builders::TwapStrategyType;
pub use algo_builders::VwapBuilder;
pub use algo_helpers::accu_distr;
pub use algo_helpers::accumulate_distribute;
pub use algo_helpers::adaptive;
pub use algo_helpers::arrival_price;
pub use algo_helpers::balance_impact_risk;
pub use algo_helpers::close_price;
pub use algo_helpers::dark_ice;
pub use algo_helpers::minimise_impact;
pub use algo_helpers::pct_vol;
pub use algo_helpers::pct_vol_price;
pub use algo_helpers::pct_vol_size;
pub use algo_helpers::pct_vol_time;
pub use algo_helpers::twap;
pub use algo_helpers::vwap;
pub use condition_helpers::execution;
pub use condition_helpers::margin;
pub use condition_helpers::percent_change;
pub use condition_helpers::price;
pub use condition_helpers::time;
pub use condition_helpers::volume;

Modules§

algo_builders
Builder structs for IB algorithmic order strategies.
algo_helpers
Helper functions for creating algorithmic order strategies with a fluent API.
condition_helpers
Helper functions for creating order conditions with a fluent API.

Structs§

OrderAnalysis
Represents the outcome of analyzing an order for margin/commission
Price
Represents a price value
Quantity
Represents a quantity of shares/contracts

Enums§

AuctionType
Auction type for auction orders
OrderType
Order types supported by Interactive Brokers
TimeInForce
Time in force options
ValidationError
Validation errors