Struct ExecutionInfo 

pub struct ExecutionInfo {
    pub execution_venue: ExecutionVenue,
    pub exchange_symbol: Option<String>,
    pub tick_size: TickSize,
    pub step_size: Decimal,
    pub min_order_quantity: Decimal,
    pub min_order_quantity_unit: MinOrderQuantityUnit,
    pub is_delisted: bool,
    pub initial_margin: Option<Decimal>,
    pub maintenance_margin: Option<Decimal>,
}

Information about a symbol related to its execution route.

Fields

execution_venue: ExecutionVenue

exchange_symbol: Option<String>

If the execution venue has stable symbology, this may be populated

tick_size: TickSize

step_size: Decimal

min_order_quantity: Decimal

min_order_quantity_unit: MinOrderQuantityUnit

is_delisted: bool

initial_margin: Option<Decimal>

maintenance_margin: Option<Decimal>

Implementations

impl ExecutionInfo

pub fn min_quantity_in_base_units( &self, price: Option<Decimal>, ) -> Option<Decimal>

Calculate the minimum quantity in base units When min_order_quantity_unit is Quote, converts using the provided price Returns Decimal::ZERO if price is needed but not provided or is zero

pub fn round_quantity(&self, quantity: Decimal) -> Decimal

Round quantity to the nearest valid step size without checking minimum

pub fn round_quantity_up(&self, quantity: Decimal) -> Decimal

Round quantity up to the next valid step size without respecting minimum order quantity

pub fn round_quantity_down(&self, quantity: Decimal) -> Decimal

Round quantity down to the previous valid step size without respecting minimum order quantity

Trait Implementations

impl Clone for ExecutionInfo

fn clone(&self) -> ExecutionInfo

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ExecutionInfo

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for ExecutionInfo

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl JsonSchema for ExecutionInfo

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 ExecutionInfo

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

where __S: Serializer,

Serialize this value into the given Serde serializer.