Module Algostream_strategy

module Action : sig ... end

What a strategy emits.

module Context : sig ... end

Read-only view of the world, handed to the strategy on every event.

module Event : sig ... end

What a strategy observes.

module Pairs_mean_reversion : sig ... end

Reference Strategy.S: market-neutral pairs mean reversion.

module Side : sig ... end

The one place trade direction gets converted.

module Strategy : sig ... end

The strategy contract.