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foxhunt/crates/trading_engine/README.md
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Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-01 22:47:39 +01:00

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# 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
```rust
use trading_engine::engine::TradingEngine;
let mut engine = TradingEngine::new();
engine.connect_broker(BrokerType::InteractiveBrokers).await?;
let order_id = engine.place_order(order).await?;
```