Module execution_engine_optimized

Source
Expand description

Optimized execution engine with advanced performance features Optimized execution engine for high-frequency trading

This module provides an improved implementation of the execution engine with enhancements for better performance in high-frequency trading scenarios.

Structs§

ExecutionReport
Execution report from the exchange
ExecutionStats
Cache-line aligned statistics for execution performance monitoring
OptimizedExecutionEngine
Optimized, cache-aware execution engine for high-frequency trading

Enums§

ExecutionEvent
Events related to order execution

Traits§

Exchange
Interface for connecting to trading venues

Type Aliases§

ExecutionEngine
Type alias for backward compatibility The optimized execution engine is now the primary implementation