Module algorithm

Module algorithm 

Source
Expand description

Execution algorithms for algorithmic order placement.

Re-exports§

pub use iceberg::IcebergAlgorithm;
pub use pegged::PeggedBestAlgorithm;
pub use twap::TwapAlgorithm;
pub use vwap::VwapAlgorithm;
pub use sniper::SniperAlgorithm;

Modules§

iceberg
pegged
sniper
twap
Time-Weighted Average Price (TWAP) execution algorithm.
vwap

Structs§

ChildOrderRequest
Represents a child order request from an execution algorithm.

Enums§

AlgoStatus
Current status of an execution algorithm.

Traits§

ExecutionAlgorithm
Trait defining the behavior of an execution algorithm.