Crate rustrade_execution 

Barter-Execution

Stream private account data from financial venues, and execute (live or mock) orders. Also provides a feature rich MockExchange and MockExecutionClient to assist with backtesting and paper-trading.

It is:

• Easy: ExecutionClient trait provides a unified and simple language for interacting with exchanges.
• Normalised: Allow your strategy to communicate with every real or MockExchange using the same interface.
• Extensible: Barter-Execution is highly extensible, making it easy to contribute by adding new exchange integrations!

See README.md for more information and examples.

Re-exports

pub use fee::FeeModel;

pub use fee::FeeModelConfig;

pub use fee::PerContractFeeModel;

pub use fee::PercentageFeeModel;

pub use fee::ZeroFeeModel;

pub use fill::BidAskFillModel;

pub use fill::FillModel;

pub use fill::LastPriceFillModel;

pub use fill::MidpointFillModel;

pub use fill::SimFillConfig;

Modules

balance

client

Execution client implementations for various exchanges.

error

Error types for ExecutionClient operations.

exchange

fee

fill

indexer

map

order

position

trade

Structs

AccountEvent

AccountSnapshot

InstrumentAccountSnapshot

InstrumentBalanceUpdate

Live per-instrument isolated-margin balance update payload (the AccountEventKind::InstrumentBalanceUpdate counterpart of IsolatedInstrumentState).

IsolatedInstrumentState

Per-pair isolated-margin state attached to an InstrumentAccountSnapshot.

IsolatedMarginRisk

Per-pair isolated-margin risk metrics, surfaced on IsolatedInstrumentState.

Enums

AccountEventKind

Type Aliases

UnindexedAccountEvent

Convenient type alias for an AccountEvent keyed with ExchangeId, AssetNameExchange, and InstrumentNameExchange.

UnindexedAccountSnapshot

Convenient type alias for an AccountSnapshot keyed with ExchangeId, AssetNameExchange, and InstrumentNameExchange.