Module map 

Mapping of the wire models of the exchange to the broker-independent types.

Every function here is pure: no clock but the one passed in, no network.

Modules

execution

Fills.

instrument

Instruments: the directory entry, the trading rules and the status.

market

Market data: books, quotes, trades and candles.

order

Orders: the state words of the exchange and the snapshot of an order.

portfolio

The portfolio: positions and the balances of the wallet.

stop

Stop orders: conditional orders of the exchange.

Functions

broker_ts

The time of the exchange as nanoseconds, None when the exchange gave none (zero).

ms_to_nanos

Nanoseconds from milliseconds since the epoch.

side_of

The side from the word of the API.

side_word

The word of the API for a side.

timestamps

The three clocks of an event: now is the local monotonic one, the wall clock is read here, the time of the exchange is given when the frame has it.

unix_now_nanos

The wall clock now, as nanoseconds since the epoch.