Expand description
Execution state manager for live trading.
This module provides the execution manager for reconciling execution state between the local cache and connected venues, as well as purging old state during live trading.
Structsยง
- Execution
Manager - Manager for execution state.
- Execution
Manager Config - Configuration for execution manager.
- External
Order Metadata - Metadata for an external order that needs to be registered with the execution client.
- Inflight
Check Result - Result of inflight order checks containing terminal events and intermediate queries.
- Reconciliation
Result - Result of reconciliation containing events and external order metadata.