architect_api::algo::twap

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. Read more

1.0.0 · Source§

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

Performs copy-assignment from source. Read more

impl Debug for TwapParams

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

Formats the value using the given formatter. Read more

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. Read more

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. Read more

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

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

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

Generates a JSON Schema for this type. Read more

fn is_referenceable() -> bool

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

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. Read more

impl Validate for TwapParams

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

Auto Trait Implementations§

impl Freeze for TwapParams

impl RefUnwindSafe for TwapParams

impl Send for TwapParams

impl Sync for TwapParams

impl Unpin for TwapParams

impl UnwindSafe for TwapParams

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<T> DynClone for T
where T: Clone,

fn __clone_box(&self, _: Private) -> *mut ()

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> Pointable for T

const ALIGN: usize

The alignment of pointer.

type Init = T

The type for initializers.

unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more

unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more

impl<T> Same for T

type Output = T

Should always be Self

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

fn vzip(self) -> V

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

impl<T> ErasedDestructor for T
where T: 'static,