Expand description
Deterministic account-currency conversion from historical FX ticks.
Structs§
- Conversion
Leg - One directed currency-conversion leg.
- Conversion
LegAudit - Auditable execution details for one route leg.
- Conversion
Quote Book - Historical FX tick store with causal, staleness-bounded lookup.
- Conversion
Result - Result of one identity, direct, inverse, or two-leg conversion.
- FxPair
- One available FX symbol and its registered currencies.
- RunCurrency
Plan - Immutable, validated currency handoff for one backtest run.
Enums§
- Conversion
Error - Errors produced by route resolution and quote-backed conversion.
- Conversion
Price Side - Quote side used to execute one signed conversion leg.
- Conversion
Route - Deterministic route selected from a caller-provided available-symbol set.
- FxPair
Direction - Direction in which an FX pair is used for a conversion leg.
- Quote
Validation Error - Validation failure for a tick quote submitted to the quote book.
- RunCurrency
Plan Error - Validation errors for an immutable run currency plan.
Functions§
- resolve_
conversion_ route - Resolve an identity, direct, inverse, or deterministic two-leg FX route.
- resolve_
fx_ pair - Resolve one directed FX pair from the available-symbol set.