Trait barter::portfolio::risk::OrderEvaluator

pub trait OrderEvaluator {
    const DEFAULT_ORDER_TYPE: OrderType;

    fn evaluate_order(&self, order: OrderEvent) -> Option<OrderEvent>;
}

Evaluates the risk associated with an OrderEvent to determine if it should be actioned. It can also amend the order (eg/ OrderType) to better fit the risk strategy required for profitability.

Associated Constants

const DEFAULT_ORDER_TYPE: OrderType

Required methods

fn evaluate_order(&self, order: OrderEvent) -> Option<OrderEvent>

May return an amended OrderEvent if the associated risk is appropriate. Returns None if the risk is too high.

Implementors

impl OrderEvaluator for DefaultRisk

const DEFAULT_ORDER_TYPE: OrderType