Files
foxhunt/crates/trading_engine
jgrusewski 075f715fa1 refactor: replace all api_gateway/web-gateway references across codebase
- Rename test functions, variables, bench names (api_gateway → api)
- Update e2e orchestrator executable path (target/debug/api)
- Clean Grafana dashboards: remove dead web-gateway panels, fix trailing
  pipes/commas, update pod selectors
- Update metrics_validation test metric prefixes (api_gateway_ → api_)
- Fix .gitlab-ci.yml remaining path reference
- Fix FXT CLI test flag and function names
- Keep JWT issuer foxhunt-api-gateway (cross-service auth compat)
- Keep serde alias api_gateway_url (config backwards compat)

cargo check --workspace passes cleanly.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-05 00:18:58 +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?;