Files
foxhunt/crates/trading_engine
jgrusewski a3d0838842 fix(trading_engine): ignore Redis integration tests that need localhost:6379
Three Redis tests were running unconditionally on CI despite requiring
a local Redis server. They spin on connection attempts causing 60s+
timeouts and eventual test-gate failure.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-13 11:39:28 +01:00
..

trading_engine

High-performance execution core for HFT — RDTSC timing, SIMD processing, lock-free data structures.

Key Types

  • TradingEngine — central execution engine
  • OrderManager — order lifecycle management (placement, execution, cancellation)
  • IbAdapter — Interactive Brokers connectivity
  • IcMarketsAdapter — 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?;