b57df47ddc
Create 8 missing READMEs (config, ctrader-openapi, market-data, ml-data, model_loader, risk-data, trading-data, training_uploader). Update 9 existing READMEs to standard template format. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
trading_engine
High-performance execution core for HFT — RDTSC timing, SIMD processing, lock-free data structures.
Key Types
TradingEngine— central execution engineOrderManager— order lifecycle management (placement, execution, cancellation)IbAdapter— Interactive Brokers connectivityIcMarketsAdapter— ICMarkets FIX 4.4 connectivity
Features
- RDTSC for sub-microsecond timing, CPU affinity for dedicated core execution
- SIMD-accelerated data processing
- Lock-free concurrent queues and ring buffers
- Event-sourced architecture for deterministic state reconstruction
- Multi-broker connectivity (IB TWS, ICMarkets)
Usage
use trading_engine::engine::TradingEngine;
let mut engine = TradingEngine::new();
engine.connect_broker(BrokerType::InteractiveBrokers).await?;
let order_id = engine.place_order(order).await?;