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Module alor

Module alor 

Source
Expand description

ALOR connectors and the ALOR wire client.

Re-exports§

pub use brokapi_alor_protocol as protocol;

Modules§

cid
The client order id codec: ALOR keeps a comment of up to 100 characters on every order, and a full UUID fits into it.
config
Configuration of the two connectors: the ALOR client settings plus the choices of the connector itself (source label, reconnect pauses, buffer size).
core
The sans-io cores of the ALOR connectors.
error
Maps the errors of the protocol layer ([AlorApiError]) to the public [brokapi_core::Error].
limits
Loads limits.toml (section [alor]) through BrokerLimits::from_toml_section.
map
Mapping of ALOR wire models to the domain types of brokapi-core.
md
The market data connector: order books, trades of the market, quotes, candles and the reference data of ALOR.
pump
WS event pumps: parse in the receiver task, never block on a slow consumer.
raw
Direct access to any ALOR API method (the “back door”): same refresh token and access token, same endpoint, same [BrokerLimiter] as the connector it came from.
subs
The subscription records a connector keeps, and the generator of subscription ids.
ud
The user data connector: orders, stop orders, fills and the portfolio of one ALOR portfolio.
util
Small helpers: the identity of an instrument, the timeframe labels and the time conversions.

Structs§

AlorCidCodec
The cid is written into the comment of the order as a hyphenated UUID (lossless, 128-bit). The broker returns the comment in the order list, in the order stream and in the trades, which is how a cid comes back. The same text is the X-REQID of the command, so a repeated command carries the same id.
AlorRaw
A handle for calling any ALOR API method with a connector’s token and rate limiter.
MarketDataConfig
Settings of MarketDataConnector.
MarketDataConnector
The market data connector of ALOR: implements [OrderBookSource], [MarketDataSource] and [InstrumentSource]. It is not tied to an account.
MdCore
The sans-io core of the market data connector.
UdCore
The sans-io core of the user data connector.
UserDataConfig
Settings of UserDataConnector.
UserDataConnector
The user data connector of ALOR for one portfolio: implements [OrderExecutor], [StopOrderExecutor], [ExecutionSource] and [PortfolioSource].