Expand description
Metrics collection and reporting for the HFT provider system
This module contains comprehensive metrics structures for monitoring trading performance, latency, order flow, and execution quality.
Structs§
- Aggregated
Metrics - Aggregated metrics across all actively monitored instruments
- Custom
Metric - Definition of a custom metric with tags
- Execution
Quality Metrics - Execution quality metrics for post-trade analysis
- Instrument
Metrics - Comprehensive metrics for a specific trading instrument
- Latency
Bucket - Individual histogram bucket for latency distribution
- Latency
Distribution - Latency distribution statistics for detailed performance analysis
- Latency
Metrics - Detailed latency breakdown for performance optimization
- Microstructure
Signals - Microstructure signals for algorithmic trading strategies
- Order
Flow Metrics - Order flow specific metrics for HFT trading analysis
- Trading
Metrics - Trading-specific performance metrics for strategy analysis
Traits§
- Metrics
Collector - Trait for implementing custom metrics collectors