Module algorithm 

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.

ChildOrderAction

Actions generated by algorithms for managing their child orders.

Traits

ExecutionAlgorithm

Trait defining the behavior of an execution algorithm.