Struct TwapParams 

pub struct TwapParams {
    pub symbol: String,
    pub marketdata_venue: MarketdataVenue,
    pub execution_venue: ExecutionVenue,
    pub account: Option<AccountIdOrName>,
    pub dir: Dir,
    pub quantity: Decimal,
    pub interval: HumanDuration,
    pub end_time: DateTime<Utc>,
    pub reject_lockout: HumanDuration,
    pub take_through: TakeThrough,
}

Fields

symbol: String

marketdata_venue: MarketdataVenue

execution_venue: ExecutionVenue

account: Option<AccountIdOrName>

dir: Dir

quantity: Decimal

interval: HumanDuration

end_time: DateTime<Utc>

The TWAP will finish within 1 interval of the end time.

reject_lockout: HumanDuration

take_through: TakeThrough

When placing an order, how aggressively to take.

Trait Implementations

impl Clone for TwapParams

fn clone(&self) -> TwapParams

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TwapParams

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for TwapParams

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl DisplaySymbols for TwapParams

fn display_symbols(&self) -> Option<Vec<String>>

impl JsonSchema for TwapParams

fn schema_name() -> String

The name of the generated JSON Schema.

fn schema_id() -> Cow<'static, str>

Returns a string that uniquely identifies the schema produced by this type.

fn json_schema(generator: &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 Serialize for TwapParams

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl Validate for TwapParams

fn validate(&self) -> Result<()>