foxhunt/crates/trading_engine

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?;