Strategy

rt_hft_engine::strategy

Trait Strategy 

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

Required Methods§

Source

fn on_market_data(&mut self, quote: &Quote)

Source

fn on_order_fill(&mut self, order_id: &str, quantity: i64, side: OrderSide)

Implementors§