Crate tesser_execution

Crate tesser_execution 

Source
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§

BasicRiskChecker
Simple risk checker enforcing fat-finger order size limits plus position caps.
ExecutionEngine
Translates signals into orders using a provided ExecutionClient.
FixedOrderSizer
Simplest possible sizer that always returns a fixed size.
NoopRiskChecker
No-op risk checker used by tests/backtests.
PanicCloseConfig
Configuration describing how panic-close orders should be sent.
PortfolioPercentSizer
Sizes orders based on a fixed percentage of portfolio equity.
RiskAdjustedSizer
Sizes orders based on position volatility. (Placeholder)
RiskContext
Context passed to risk checks describing current exposure state.
RiskLimits
Upper bounds enforced by the BasicRiskChecker.

Enums§

PanicCloseMode
Determines how the orchestrator unwinds partially filled execution groups.
RiskError
Errors surfaced by pre-trade risk checks.

Traits§

OrderSizer
Determine how large an order should be for a given signal.
PanicObserver
Observes panic-close events so callers can emit alerts or metrics.
PreTradeRiskChecker
Validates an order before it reaches the broker.