pub struct LiqConfigByInstrument {
pub max_exposure: f64,
pub premium_min: f64,
pub fee: f64,
pub max_adl_notional: f64,
pub max_adl_percent: f64,
}Expand description
Per instrument liquidation strategy config
Fields§
§max_exposure: f64maximum notional exposure we are willing to take on
minimum premium above mid
fee: f64fee (bps) applied to computed liquidation price
max_adl_notional: f64maximum ADL absorption
max_adl_percent: f64maximum ADL % taken
Trait Implementations§
Source§impl Clone for LiqConfigByInstrument
impl Clone for LiqConfigByInstrument
Source§fn clone(&self) -> LiqConfigByInstrument
fn clone(&self) -> LiqConfigByInstrument
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · 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 LiqConfigByInstrument
impl Debug for LiqConfigByInstrument
Source§impl Default for LiqConfigByInstrument
impl Default for LiqConfigByInstrument
Source§fn default() -> LiqConfigByInstrument
fn default() -> LiqConfigByInstrument
Returns the “default value” for a type. Read more
Source§impl<'de> Deserialize<'de> for LiqConfigByInstrument
impl<'de> Deserialize<'de> for LiqConfigByInstrument
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
Auto Trait Implementations§
impl Freeze for LiqConfigByInstrument
impl RefUnwindSafe for LiqConfigByInstrument
impl Send for LiqConfigByInstrument
impl Sync for LiqConfigByInstrument
impl Unpin for LiqConfigByInstrument
impl UnsafeUnpin for LiqConfigByInstrument
impl UnwindSafe for LiqConfigByInstrument
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