Enum architect_api::protocol::limits::Limit

pub enum Limit {
    FillRecencyThreshold(Duration),
    FillRetireThreshold(Duration),
    OutRetireThreshold(Duration),
    NotOutThreshold(Duration),
    MaxPriceDeviation(Decimal),
    SetEnforcing(LimitSet, bool),
    MaxOpen(LimitSet, LimitScope, Decimal),
    MaxOpenAndRecentlyFilled(LimitSet, LimitScope, Decimal),
    MaxFilled(LimitSet, LimitScope, Decimal),
}

Enforce trading limits

Variants

FillRecencyThreshold(Duration)

How long to consider fills recent for the purposes of computing MaxOpenandrecentlyfilled. Default 5 minutes.

FillRetireThreshold(Duration)

How long to keep fills in the orderdb. When a fill is retired it no longer counts towards either MaxFilled or MaxOpenandrecentlyfilled. Default 1 day.

OutRetireThreshold(Duration)

How long to keep around outed orders. This is strictly a setting to deal with broken counterparties that might send fills for orders that were previously outed. Default 1 minute.

NotOutThreshold(Duration)

How long after an order is canceled but not outed should it be considered not out. Default 30 seconds.

MaxPriceDeviation(Decimal)

The maximum amount that an order or a fill price can deviate from the limit dollar price. The absolute value of the difference in percentage terms. Default 0.5.

SetEnforcing(LimitSet, bool)

Set whether a given LimitSet is enforcing or not. Non enforcing limit sets just build aggregates, they don’t check limits.

MaxOpen(LimitSet, LimitScope, Decimal)

Maximum open limit dollars in the specified set and scope

MaxOpenAndRecentlyFilled(LimitSet, LimitScope, Decimal)

Maximum open and recently filled limit dollars in the specified set and scope

MaxFilled(LimitSet, LimitScope, Decimal)

Maximum filled limit dollars in the spefified set and scope

Implementations

impl Limit

pub fn is_valid(&self) -> bool

true if there are no invalid/unknown symbols in the limit

Trait Implementations

impl Clone for Limit

fn clone(&self) -> Limit

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Limit

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Limit

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl FromValue for Limit

fn from_value(v: Value) -> Result<Self>

attempt to cast v to the type of self using any reasonable means

fn get(v: Value) -> Option<Self>where Self: Sized,

extract the type of self from v if the type of v is equivelent to the type of self, otherwise return None.

impl Hash for Limit

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl Into<Value> for Limit

fn into(self) -> Value

Converts this type into the (usually inferred) input type.

impl JsonSchema for Limit

fn schema_name() -> String

The name of the generated JSON Schema.

fn json_schema(gen: &mut SchemaGenerator) -> Schema

Generates a JSON Schema for this type.

fn is_referenceable() -> bool

Whether JSON Schemas generated for this type should be re-used where possible using the $ref keyword.

impl Pack for Limit

fn encoded_len(&self) -> usize

fn encode(&self, buf: &mut impl BufMut) -> Result<(), PackError>

fn decode(buf: &mut impl Buf) -> Result<Self, PackError>

fn const_encoded_len() -> Option<usize>

fn decode_into(&mut self, buf: &mut impl Buf) -> Result<(), PackError>where Self: Sized,

impl PartialEq<Limit> for Limit

fn eq(&self, other: &Limit) -> bool

This method tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

This method tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for Limit

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>where __S: Serializer,

Serialize this value into the given Serde serializer.

impl Copy for Limit

impl Eq for Limit

impl StructuralEq for Limit

impl StructuralPartialEq for Limit