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]) throughBrokerLimits::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§
- Alor
CidCodec - The cid is written into the
commentof 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 theX-REQIDof 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.
- Market
Data Config - Settings of
MarketDataConnector. - Market
Data Connector - 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.
- User
Data Config - Settings of
UserDataConnector. - User
Data Connector - The user data connector of ALOR for one portfolio: implements [
OrderExecutor], [StopOrderExecutor], [ExecutionSource] and [PortfolioSource].