Namespace Virtufin.Base.Events.Trade
Classes
- RichTradeAction
Enriched trade action — wraps a raw TradeAction with metadata the strategy attaches before execution (strategy attribution, latency budget, routing venue, etc.). Implements the same ITradeAction marker so it flows through the same ITradeEvent<T> parameterisation as raw actions.
- RichTradeAction.BuyOrder
Enriched buy order.
- RichTradeAction.CancelOrder
Enriched cancel order.
- RichTradeAction.Interest
Enriched CLOB interest registration.
- RichTradeAction.SellOrder
Enriched sell order.
- RichTradeAction.Transfer
Enriched peer-to-peer transfer.
- RichTradeAction.WithdrawInterest
Enriched withdrawal of a previously registered interest.
- TradeAction
Sealed algebraic data type of trade actions — the strategy's intent before enrichment. Cases:
- TradeAction.BuyOrder: limit/market buy on a CLOB.
- TradeAction.SellOrder: limit/market sell on a CLOB.
- TradeAction.CancelOrder: cancel a previously placed order.
- TradeAction.TransferAction: peer-to-peer transfer between two parties (no exchange).
- TradeAction.InterestAction: express interest in a CLOB before commitment — no risk, no book impact.
- TradeAction.WithdrawInterestAction: revoke a previously registered interest.
- TradeAction.BuyOrder
Buy order on a CLOB.
- TradeAction.CancelOrder
Cancel a previously placed order.
- TradeAction.InterestAction
Express interest in a CLOB before commitment.
- TradeAction.SellOrder
Sell order on a CLOB.
- TradeAction.TransferAction
Peer-to-peer transfer between two parties (no exchange).
- TradeAction.WithdrawInterestAction
Revoke a previously registered interest.
- TradeEvent<T>
Sealed algebraic data type of trade events parameterised by RichTradeAction. Each case carries the originating action for correlation. Topics use the naming scheme
sc.{scenarioId}.trade.{entity}.{event}.
- TradeEvent<T>.ExecutionCleared
Obligations confirmed (collapses into fill on Binance CEX).
- TradeEvent<T>.ExecutionSettled
Assets transferred, books closed.
- TradeEvent<T>.FillReceived
Partial or full fill received from exchange.
- TradeEvent<T>.InterestExpired
Interest window expired without matching.
- TradeEvent<T>.InterestMatched
Interest matched against a fill (attribution event for analytics).
- TradeEvent<T>.InterestRegistered
Interest registered with the venue (no book impact).
- TradeEvent<T>.InterestRevoked
Interest explicitly revoked by the strategy.
- TradeEvent<T>.OrderCancelled
Cancel confirmed by exchange.
- TradeEvent<T>.OrderExpired
GTC/GTD order lapsed.
- TradeEvent<T>.OrderPlaced
Order submitted to exchange.
- TradeEvent<T>.TransferCompleted
Peer-to-peer transfer completed.
- TradeEvent<T>.TransferFailed
Peer-to-peer transfer rejected or failed.
- TradeEvent<T>.TransferInitiated
Peer-to-peer transfer initiated.
Structs
- Venue
Trading venue identifier.
Enums
- BuyOrSell
Side of a trade action.