platform

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v1.0.0 Latest Latest Go to latest Published: Jun 16, 2026 License: MIT Imports: 18 Imported by: 0

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Valid go.mod file
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Stable version
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Repository

github.com/QuantProcessing/exchanges

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Documentation ¶

Constants ¶

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const (
	TopicExecution  = "execution"
	TopicMarketData = "market.data"
)

Variables ¶

This section is empty.

Functions ¶

This section is empty.

Types ¶

type Config ¶

type Config struct {
	Bus             *bus.Bus
	Cache           *cache.Cache
	Risk            *risk.Engine
	Portfolio       *portfolio.Portfolio
	DataEngine      *data.Engine
	ExecutionEngine *execution.Engine
	DataCatalog     data.Catalog
	DataStaleAfter  time.Duration
	ReconnectPolicy RetryPolicy
	Logger          *slog.Logger
}

type DataClientHealth ¶

type DataClientHealth struct {
	Venue    model.Venue
	ClientID string
	Health   venue.DataHealth
}

type ExecutionClientHealth ¶

type ExecutionClientHealth struct {
	Venue     model.Venue
	AccountID model.AccountID
	Health    venue.ExecutionHealth
}

type Health ¶

type Health struct {
	Ready      bool
	State      kernel.ComponentState
	Risk       risk.Health
	DataEngine data.Health
	Data       []DataClientHealth
	Execution  []ExecutionClientHealth
	LastError  error
}

type Node ¶

type Node struct {
	// contains filtered or unexported fields
}

func NewNode ¶

func NewNode(cfg Config) *Node

func (*Node) AddDataClient ¶

func (n *Node) AddDataClient(client venue.DataClient) error

func (*Node) AddExecutionClient ¶

func (n *Node) AddExecutionClient(client venue.ExecutionClient) error

func (*Node) BatchCancelOrders ¶

func (n *Node) BatchCancelOrders(ctx context.Context, batch model.BatchCancelOrders) ([]model.OrderStatusReport, error)

func (*Node) Bus ¶

func (n *Node) Bus() *bus.Bus

func (*Node) Cache ¶

func (n *Node) Cache() *cache.Cache

func (*Node) CancelAllOrders ¶

func (n *Node) CancelAllOrders(ctx context.Context, cancelAll model.CancelAllOrders) ([]model.OrderStatusReport, error)

func (*Node) CancelOrder ¶

func (n *Node) CancelOrder(ctx context.Context, cancel model.CancelOrder) (model.OrderStatusReport, error)

func (*Node) CancelTimer ¶

func (n *Node) CancelTimer(_ context.Context, name string) error

func (*Node) Clock ¶

func (n *Node) Clock() strategy.Clock

func (*Node) DataEngine ¶

func (n *Node) DataEngine() *data.Engine

func (*Node) ExecutionEngine ¶

func (n *Node) ExecutionEngine() *execution.Engine

func (*Node) Health ¶

func (n *Node) Health() Health

func (*Node) Logger ¶

func (n *Node) Logger() *slog.Logger

func (*Node) ModifyOrder ¶

func (n *Node) ModifyOrder(ctx context.Context, modify model.ModifyOrder) (model.OrderStatusReport, error)

func (*Node) OrderFactory ¶

func (n *Node) OrderFactory(accountID model.AccountID) *model.OrderFactory

func (*Node) Portfolio ¶

func (n *Node) Portfolio() *portfolio.Portfolio

func (*Node) QueryAccount ¶

func (n *Node) QueryAccount(ctx context.Context, query model.QueryAccount) (model.AccountSnapshot, error)

func (*Node) QueryOrder ¶

func (n *Node) QueryOrder(ctx context.Context, query model.QueryOrder) (model.OrderStatusReport, error)

func (*Node) RequestData ¶

func (n *Node) RequestData(ctx context.Context, request model.DataRequest) (model.DataResponse, error)

func (*Node) SetTimer ¶

func (n *Node) SetTimer(_ context.Context, name string, interval time.Duration) error

func (*Node) Start ¶

func (n *Node) Start(ctx context.Context) (err error)

func (*Node) Stop ¶

func (n *Node) Stop(ctx context.Context) error

func (*Node) SubmitOrder ¶

func (n *Node) SubmitOrder(ctx context.Context, order model.SubmitOrder) (model.OrderStatusReport, error)

func (*Node) SubmitOrderList ¶

func (n *Node) SubmitOrderList(ctx context.Context, list model.OrderList) ([]model.OrderStatusReport, error)

func (*Node) SubscribeBars ¶

func (n *Node) SubscribeBars(ctx context.Context, barType model.BarType) error

func (*Node) SubscribeFundingRates ¶

func (n *Node) SubscribeFundingRates(ctx context.Context, instrumentID model.InstrumentID) error

func (*Node) SubscribeMarketData ¶

func (n *Node) SubscribeMarketData(ctx context.Context, sub model.SubscribeMarketData) error

func (*Node) SubscribeOrderBookDepth ¶

func (n *Node) SubscribeOrderBookDepth(ctx context.Context, instrumentID model.InstrumentID, depth int) error

func (*Node) SubscribeQuoteTicks ¶

func (n *Node) SubscribeQuoteTicks(ctx context.Context, instrumentID model.InstrumentID) error

func (*Node) SubscribeTicker ¶

func (n *Node) SubscribeTicker(ctx context.Context, instrumentID model.InstrumentID) error

func (*Node) SubscribeTradeTicks ¶

func (n *Node) SubscribeTradeTicks(ctx context.Context, instrumentID model.InstrumentID) error

func (*Node) UnsubscribeBars ¶

func (n *Node) UnsubscribeBars(ctx context.Context, barType model.BarType) error

func (*Node) UnsubscribeFundingRates ¶

func (n *Node) UnsubscribeFundingRates(ctx context.Context, instrumentID model.InstrumentID) error

func (*Node) UnsubscribeMarketData ¶

func (n *Node) UnsubscribeMarketData(ctx context.Context, sub model.SubscribeMarketData) error

func (*Node) UnsubscribeOrderBookDepth ¶

func (n *Node) UnsubscribeOrderBookDepth(ctx context.Context, instrumentID model.InstrumentID, depth int) error

func (*Node) UnsubscribeQuoteTicks ¶

func (n *Node) UnsubscribeQuoteTicks(ctx context.Context, instrumentID model.InstrumentID) error

func (*Node) UnsubscribeTicker ¶

func (n *Node) UnsubscribeTicker(ctx context.Context, instrumentID model.InstrumentID) error

func (*Node) UnsubscribeTradeTicks ¶

func (n *Node) UnsubscribeTradeTicks(ctx context.Context, instrumentID model.InstrumentID) error

type RetryPolicy ¶

type RetryPolicy struct {
	MaxAttempts int
	Backoff     time.Duration
}

Source Files ¶

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