Module traits 

The capability traits: what a connector can do, split by what it needs.

A market data connector implements OrderBookSource, MarketDataSource and InstrumentSource. A user data connector (orders, fills, portfolio) implements OrderExecutor, ExecutionSource, PortfolioSource and StopOrderExecutor. Write your code against the traits and it runs on every broker.

Rules that hold for all of them:

• A call that reads or commands returns its answer directly. A subscription call returns a SubscriptionId and the events come later as Envelopes in the channel given to the connector at start.
• A capability the broker lacks answers Error::Unsupported at once, without a network call. Read the connector’s caps (MarketDataCaps, UserDataCaps) to know in advance.
• A trading command is never repeated by the library. If the outcome is unknown the error is Error::Unknown, see there what to do.
• Trading commands are refused with Error::NotReconciled until the first successful OrderExecutor::reconcile, with Error::Degraded after a lost event, and with Error::ShuttingDown during shutdown. Reading calls are not gated by this.

Traits

Connector

What every connector offers besides its capabilities: it says what it can do, and it stops.

ExecutionSource

Your own fills: the history and the live stream.

InstrumentSource

The instrument directory and the rules for trading an instrument.

MarketDataSource

Public trades, quotes and candles: history reads and streams.

OrderBookSource

Order book snapshot and stream.

OrderExecutor

Orders: put, cancel, replace, look at them, follow them, and reconcile with your ledger.

PortfolioSource

The account: money and positions, as a snapshot and as a stream.

StopOrderExecutor

Stop orders, take-profit and stop-limit - an extra capability next to OrderExecutor (UserDataCaps::supports_stop_orders tells whether the broker has it).