Expand description
Rusty-Model: Core data structures for the HFT system
This crate defines shared data structures used throughout the entire HFT system, including market data models, order representations, and common types.
Re-exports§
pub use data::bar::Bar;pub use data::bar::BarAggregation;pub use data::bar::BarSpecification;pub use data::bar::BarType;pub use data::best_bid_ask::BestBidAsk;pub use data::book_snapshot::OrderBookSnapshot;pub use data::market_trade::MarketTrade;pub use data::market_trade::TradeBatch;pub use data::orderbook::OrderBook;pub use data::orderbook::PriceLevel;pub use data::simd_orderbook::SimdOrderBook;pub use data::simd_orderbook::SimdPriceLevels;pub use enums::AssetType;pub use enums::InstrumentType;pub use enums::OrderSide;pub use enums::OrderStatus;pub use enums::OrderType;pub use enums::PriceType;pub use enums::TimeInForce;pub use instruments::Instrument;pub use instruments::InstrumentId;pub use instruments::SpotInstrument;pub use matching_engine::ExecutedTrade;pub use matching_engine::MatchingEngine;pub use matching_engine::OrderResult;pub use order_update::OrderUpdate;pub use position::FuturesPosition;pub use position::MarginType;pub use position::PositionSide;pub use position::PositionUpdate;pub use trading_order::Order;pub use types::ClientId;pub use types::OrderId;pub use types::PositionId;pub use types::StrategyId;pub use types::TradeId;
Modules§
- common
- Common utilities and shared types used across the system
- data
- The data module contains all the data structures used in the system.
- enums
- Common enums used across the rusty trading system
- instruments
- The instruments module contains all the instrument-related data structures used in the system.
- matching_
engine - Matching Engine for order matching and execution
- memory
- Memory management for trading data structures
- order_
update - The order_update module contains all the order update-related data structures used in the system.
- position
- Position-related data structures
- simd
- The simd module contains all the SIMD-related data structures used in the system.
- trading_
order - Order-related data structures
- types
- Newtype wrappers for type safety in the trading system
- venues
- The venues module contains all the venue-related data structures used in the system.
Type Aliases§
- Smart
String - A convenience alias for a [
LazyCompact] layout [SmartString].