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.
- Execution
Report - Execution report for continuous reconciliation. This is a simplified report type used during runtime reconciliation.
- External
Order Metadata - Metadata for an external order that needs to be registered with the execution client.
- Reconciliation
Result - Result of reconciliation containing events and external order metadata.