Expand description
Fundamental data types shared across the entire workspace.
Structs§
- Account
Balance - Simple representation of an account balance scoped to a specific exchange asset.
- AssetId
- Candle
- Aggregated OHLCV bar data.
- Cash
- Represents a currency balance and its current conversion rate to the reporting currency.
- Cash
Book - Multi-currency ledger keyed by currency symbol.
- Depth
Update - Incremental order book update.
- Exchange
Id - Fill
- Execution information emitted whenever an order is filled.
- Identifier
Parse Error - Instrument
- Immutable metadata describing a tradable market.
- Local
Order Book - Local view of an order book backed by sorted price levels.
- Order
- Order representation that aggregates exchange state.
- Order
Book - Snapshot of the order book depth.
- Order
Book Level - Represents a single level in the order book.
- Order
Request - Desired order placement parameters.
- Order
Update Request - Order amendment intent allowing connectors to update existing orders in-place.
- Position
- Snapshot of a portfolio position.
- Signal
- High-level intent generated by strategies.
- Symbol
- Tick
- Base market data structure representing the smallest, most recent trade.
- Trade
- Trade is an immutable record derived from a fill.
Enums§
- Execution
Hint - Execution hints for algorithmic order placement.
- Exit
Strategy - Configurable exit management policies shared by strategies and control surfaces.
- Instrument
Kind - Enumerates the supported financial instrument families.
- Interval
- Interval granularity used when aggregating ticks into candles.
- Order
Status - High-level order status maintained inside the framework.
- Order
Type - Order execution style.
- Side
- The side of an order or position.
- Signal
Kind - The type of action a signal instructs the execution layer to take.
- Signal
Panic Behavior - Overrides applied to the orchestrator’s panic close logic for a specific signal/group.
- Time
InForce - Optional time-in-force constraints.