API Reference trading v#0.1.0
Modules
Trading Infrastructure - A high-performance trading library focused on order book dynamics.
Market microstructure analytics for analyzing order book dynamics.
Time series analytics for market data and order book dynamics.
Event-driven backtesting engine with realistic order book simulation.
Event structure for backtesting engine.
Portfolio management for backtesting.
Base behaviour for trading strategies.
Market data feed handler for processing real-time market data updates.
Parses market data from various feed formats.
Order matching engine that handles order execution with price-time priority.
Represents a trading order with various types and attributes.
Efficient limit order book implementation using ETS for O(log n) operations.
Represents a price level in the order book with efficient order management.
Example momentum trading strategy.