Struct QuoteOneSideParams 

pub struct QuoteOneSideParams {
    pub symbol: String,
    pub marketdata_venue: MarketdataVenue,
    pub execution_venue: ExecutionVenue,
    pub account: Option<AccountIdOrName>,
    pub dir: Dir,
    pub quantity: Decimal,
    pub limit_price: Decimal,
    pub max_ticks_outside: Option<Decimal>,
    pub improve_or_join: ImproveOrJoin,
    pub quantity_filled: Decimal,
}

Parameters for the QuoteOneSide algorithm

Fields

symbol: String

marketdata_venue: MarketdataVenue

execution_venue: ExecutionVenue

account: Option<AccountIdOrName>

dir: Dir

quantity: Decimal

limit_price: Decimal

the most aggressive price the algo will quote at

max_ticks_outside: Option<Decimal>

Maximum number of ticks less aggressive than the BBO to quote

• None: No constraint on distance from BBO - will quote at any valid price up to the limit price
• Some(n): Will only quote if within n ticks of the best same-side price (BBO) Orders beyond this distance are cancelled as they’re unlikely to fill
• Example: With Some(5) for a buy order, if best bid is 100, will only quote between 95-100

improve_or_join: ImproveOrJoin

Whether to improve the market or join at the current best price

quantity_filled: Decimal

Insert as 0, used for tracking fill quantity when modifying quote

Trait Implementations

impl Clone for QuoteOneSideParams

fn clone(&self) -> QuoteOneSideParams

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for QuoteOneSideParams

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for QuoteOneSideParams

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl DisplaySymbols for QuoteOneSideParams

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

impl JsonSchema for QuoteOneSideParams

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 QuoteOneSideParams

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 QuoteOneSideParams

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