Module Trading_engine.Engine

Pure deterministic reducer for synchronized market slices.

type config
val config : contract_version:string -> risk:Risk.t -> execution_model:Execution_model.t -> execution:Execution.t -> max_internal_events:int -> (config, string) Stdlib.result
val config_v8 : contract_version:string -> risk:Risk.t -> venue_calendars:Venue_calendar.t list -> execution_model:Execution_model.t -> execution:Execution.t -> max_internal_events:int -> (config, string) Stdlib.result
val config_v10 : contract_version:string -> risk:Risk.t -> venue_calendars:Venue_calendar.t list -> execution_model:Execution_model.t -> execution:Execution.t -> financing:Financing.policy -> max_internal_events:int -> (config, string) Stdlib.result
val config_v11 : contract_version:string -> risk:Risk.t -> venue_calendars:Venue_calendar.t list -> execution_model:Execution_model.t -> execution:Execution.t -> financing:Financing.policy -> settlement:Settlement.policy -> max_internal_events:int -> (config, string) Stdlib.result
val config_v12 : contract_version:string -> risk:Risk.t -> venue_calendars:Venue_calendar.t list -> execution_model:Execution_model.t -> execution:Execution.t -> financing:Financing.policy -> settlement:Settlement.policy -> max_internal_events:int -> (config, string) Stdlib.result
val config_v13 : contract_version:string -> risk:Risk.t -> venue_calendars:Venue_calendar.t list -> execution_model:Execution_model.t -> execution:Execution.t -> financing:Financing.policy -> settlement:Settlement.policy -> max_internal_events:int -> (config, string) Stdlib.result
val config_v14 : contract_version:string -> risk:Risk.t -> venue_calendars:Venue_calendar.t list -> execution_model:Execution_model.t -> execution:Execution.t -> financing:Financing.policy -> settlement:Settlement.policy -> max_internal_events:int -> (config, string) Stdlib.result
val config_v15 : contract_version:string -> risk:Risk.t -> venue_calendars:Venue_calendar.t list -> execution_model:Execution_model.t -> execution:Execution.t -> financing:Financing.policy -> settlement:Settlement.policy -> max_internal_events:int -> (config, string) Stdlib.result
val config_v16 : contract_version:string -> risk:Risk.t -> venue_calendars:Venue_calendar.t list -> execution_model:Execution_model.t -> execution:Execution.t -> financing:Financing.policy -> settlement:Settlement.policy -> max_internal_events:int -> (config, string) Stdlib.result
module Interactive : sig ... end
module Make (Strategy_impl : Strategy.S) : sig ... end