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§
- Execution
Report - Execution report from the exchange
- Execution
Stats - Cache-line aligned statistics for execution performance monitoring
- Optimized
Execution Engine - Optimized, cache-aware execution engine for high-frequency trading
Enums§
- Execution
Event - Events related to order execution
Traits§
- Exchange
- Interface for connecting to trading venues
Type Aliases§
- Execution
Engine - Type alias for backward compatibility The optimized execution engine is now the primary implementation