pub struct QuoteOneSideStatus {
pub realized_avg_price: Option<Decimal>,
pub quantity_filled: Decimal,
pub current_quote_price: Option<Decimal>,
pub front_of_queue: bool,
pub orders_sent: u32,
pub is_cancelling: bool,
}Expand description
Current status of the QuoteOneSide algorithm
Fields§
§realized_avg_price: Option<Decimal>§quantity_filled: Decimal§current_quote_price: Option<Decimal>§front_of_queue: boolIndicates whether the current quote is at the front of the queue (best price on our side)
- For Buy orders:
truewhen our quote price > previous best bid on the market - For Sell orders:
truewhen our quote price < previous best ask on the market - Also
truewhen we’re the first to establish a quote on our side (no existing bid/ask) - This status updates dynamically as market conditions change and other orders arrive/cancel
- Being front of queue provides priority for fills
orders_sent: u32§is_cancelling: boolIndicates whether the algorithm is currently cancelling an order
Trait Implementations§
Source§impl Clone for QuoteOneSideStatus
impl Clone for QuoteOneSideStatus
Source§fn clone(&self) -> QuoteOneSideStatus
fn clone(&self) -> QuoteOneSideStatus
Returns a duplicate of the value. Read more
1.0.0 · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for QuoteOneSideStatus
impl Debug for QuoteOneSideStatus
Source§impl Default for QuoteOneSideStatus
impl Default for QuoteOneSideStatus
Source§fn default() -> QuoteOneSideStatus
fn default() -> QuoteOneSideStatus
Returns the “default value” for a type. Read more
Source§impl<'de> Deserialize<'de> for QuoteOneSideStatus
impl<'de> Deserialize<'de> for QuoteOneSideStatus
Source§fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
Deserialize this value from the given Serde deserializer. Read more
Source§impl JsonSchema for QuoteOneSideStatus
impl JsonSchema for QuoteOneSideStatus
Source§fn schema_name() -> String
fn schema_name() -> String
The name of the generated JSON Schema. Read more
Source§fn schema_id() -> Cow<'static, str>
fn schema_id() -> Cow<'static, str>
Returns a string that uniquely identifies the schema produced by this type. Read more
Source§fn json_schema(generator: &mut SchemaGenerator) -> Schema
fn json_schema(generator: &mut SchemaGenerator) -> Schema
Generates a JSON Schema for this type. Read more
Source§fn is_referenceable() -> bool
fn is_referenceable() -> bool
Whether JSON Schemas generated for this type should be re-used where possible using the
$ref keyword. Read moreAuto Trait Implementations§
impl Freeze for QuoteOneSideStatus
impl RefUnwindSafe for QuoteOneSideStatus
impl Send for QuoteOneSideStatus
impl Sync for QuoteOneSideStatus
impl Unpin for QuoteOneSideStatus
impl UnwindSafe for QuoteOneSideStatus
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more