Expand description
Rusty Execution Management System (EMS)
A high-performance, low-latency trading execution system for connecting to crypto exchanges
Re-exports§
pub use error::EMSError;pub use error::Result;pub use auth::AuthenticationManager;pub use auth::UnifiedAuthManager;pub use auth::create_auth_adapter;pub use execution_engine::Exchange;pub use execution_engine::ExecutionEngine;pub use execution_engine::ExecutionEvent;pub use execution_engine::ExecutionReport;pub use execution_engine_lockfree::LockFreeExecutionEngine;pub use factory::ConfigLoader;pub use factory::EMSConfig;pub use factory::ExchangeFactory;pub use factory::GlobalSettings;pub use feeder_integration::MarketDataProvider;pub use protocol::ExchangeConfig;pub use protocol::ExchangeMessage;pub use protocol::OrderOperation;pub use protocol::OrderRequest;pub use execution_engine_optimized::ExecutionStats;pub use execution_engine_optimized::OptimizedExecutionEngine;pub use memory_integration::PooledExecutionReportManager;pub use memory_integration::PooledOrderManager;pub use memory_integration::PooledWebSocketManager;pub use memory_integration::get_pool_operation_stats;pub use memory_integration::reset_pool_operation_stats;pub use instrument_registry::CacheStats;pub use instrument_registry::DefaultInstrumentRegistry;pub use instrument_registry::InstrumentRegistry;pub use instrument_registry::OrderMetadata;pub use position_manager::DefaultPositionManager;pub use position_manager::PositionManager;
Modules§
- auth
- Authentication utilities and managers for EMS
- connectivity
- Module for handling exchange connectivity and connection management
- error
- Error types and error handling utilities for the EMS
- exchanges
- Exchange implementations for different cryptocurrency exchanges
- execution_
engine - Core execution engine for order processing and lifecycle management
- execution_
engine_ lockfree - Lock-free implementation of the execution engine for high-performance scenarios
Lock-free execution engine implementation using
crossbeam::queue::SegQueue - execution_
engine_ optimized - Optimized execution engine with advanced performance features Optimized execution engine for high-frequency trading
- factory
- Factory pattern implementation for creating exchange components and configurations Factory module for creating exchange adapters and execution engines
- feeder_
integration - Integration module for market data feeder components Integration with rusty-feeder for market data
- fix_
protocol - FIX protocol implementation for financial messaging standards
- instrument_
registry - Registry for managing trading instruments and metadata Unified Instrument Registry for centralized instrument/order mapping
- memory_
integration - Memory pool integration for zero-allocation operations Memory pool integration for EMS operations
- position_
manager - Position management and tracking utilities Position Manager for tracking and managing futures positions
- protocol
- Protocol definitions and data structures for exchange communication
- throttle
- Rate limiting and throttling utilities for API calls
- utils
- Utility functions and helper modules Shared utility modules for the EMS
Macros§
- exchange_
error - Helper macro for converting exchange-specific errors
- not_
supported - Helper macro for operation not supported errors