Expand description
Order management and signal execution helpers.
Re-exports§
pub use algorithm::AlgoStatus;pub use algorithm::ChildOrderRequest;pub use algorithm::ExecutionAlgorithm;pub use orchestrator::OrderOrchestrator;pub use repository::AlgoStateRepository;pub use repository::SqliteAlgoStateRepository;pub use repository::StoredAlgoState;
Modules§
- algorithm
- Execution algorithms for algorithmic order placement.
- orchestrator
- Order orchestrator for managing algorithmic execution.
- repository
- State persistence for algorithmic orders.
Structs§
- Basic
Risk Checker - Simple risk checker enforcing fat-finger order size limits plus position caps.
- Execution
Engine - Translates signals into orders using a provided
ExecutionClient. - Fixed
Order Sizer - Simplest possible sizer that always returns a fixed size.
- Noop
Risk Checker - No-op risk checker used by tests/backtests.
- Panic
Close Config - Configuration describing how panic-close orders should be sent.
- Portfolio
Percent Sizer - Sizes orders based on a fixed percentage of portfolio equity.
- Risk
Adjusted Sizer - Sizes orders based on position volatility. (Placeholder)
- Risk
Context - Context passed to risk checks describing current exposure state.
- Risk
Limits - Upper bounds enforced by the
BasicRiskChecker.
Enums§
- Panic
Close Mode - Determines how the orchestrator unwinds partially filled execution groups.
- Risk
Error - Errors surfaced by pre-trade risk checks.
Traits§
- Order
Sizer - Determine how large an order should be for a given signal.
- Panic
Observer - Observes panic-close events so callers can emit alerts or metrics.
- PreTrade
Risk Checker - Validates an order before it reaches the broker.