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rt_hft_engine/
strategy.rs

1//! Trading strategy framework
2
3use crate::order_book::{OrderSide};
4
5pub trait Strategy: Send + Sync {
6    fn on_market_data(&mut self, quote: &crate::market_data::Quote);
7    fn on_order_fill(&mut self, order_id: &str, quantity: i64, side: OrderSide);
8}
9
10pub struct TradingStrategy;