Module map 

T-Bank protocol messages -> brokapi-core domain types.

Units. T-Bank counts orders, order book levels, trades and candle volumes in LOTS and prices per one instrument (not per lot). The library counts in units of the instrument, so the functions here that read a quantity in lots take the lot size and return units (OrderParts::with_lot, the lot argument of stop::snapshot), and the connectors scale the market data (crate::lots). Own trades (OrderTrade.quantity, the history) and portfolio positions (Quotation) are in pieces already, and are kept as they are. Timeframe::MN is 30 days when a candle close time has to be derived.

Every function here is pure: it takes broker messages and returns domain types, with no network and no state. That makes them cheap to test and safe to call from anywhere. The connectors use them for you. Use them yourself when you read raw messages (for example through TbankRaw) and want the same domain types.

Examples

use brokapi_tbank::map::market::{levels, wire_depth};
use brokapi_tbank_protocol::money::quotation;
use brokapi_tbank_protocol::v1::Order;

// Depth 15 is sent as 20: the broker accepts 1, 10, 20, 30, 40, 50.
assert_eq!(wire_depth(15), 20);

// Book levels come out best first: bids by price descending.
let bids = [
    Order { price: Some(quotation("273")), quantity: 5 },
    Order { price: Some(quotation("274")), quantity: 9 },
];
let top = levels(&bids, true, 1);
assert_eq!(top[0].price, "274".parse()?);

Modules

execution

Own trades: TradesStream and operation history.

instrument

Instrument directory and trading status.

market

Order books, market trades, candles.

order

Orders: broker messages -> OrderSnapshot.

portfolio

Portfolio, positions, cash balances.

schedule

Trading schedule.

stop

Stop orders: core requests <-> StopOrdersService messages.