Struct lfest::prelude::Config

pub struct Config<M>
where
    M: Currency,
{ /* private fields */ }

Define the Exchange configuration

Implementations

impl<M> Config<M>

where M: Currency,

pub fn contract_spec(&self) -> &ContractSpecification<M::PairedCurrency>

The contract specification.

impl<M> Config<M>

where M: Currency,

pub fn starting_wallet_balance(&self) -> M

The starting balance of account (denoted in margin currency). The concrete Currency here defines the futures type. If QuoteCurrency is used as the margin currency, then its a linear futures contract. If BaseCurrency is used as the margin currency, then its an inverse futures contract.

pub fn max_num_open_orders(&self) -> usize

The maximum number of open orders the user can have at any given time

pub fn sample_returns_every_n_seconds(&self) -> u64

The interval by which to sample the returns of user balances. This is used to analyze the trading performance later on, to enable things like sharpe, sortino, anything based on returns.

impl<M> Config<M>

where M: Currency,

pub fn new( starting_balance: M, max_num_open_orders: usize, contract_specification: ContractSpecification<M::PairedCurrency>, sample_returns_every_n_seconds: u64, ) -> Result<Self>

Create a new Config.

Arguments:

starting_balance: Initial Wallet Balance, denoted in QUOTE if using linear futures, denoted in BASE for inverse futures max_num_open_orders: The maximum number of open ordes a user can have at any time. contract_specification: More details on the actual contract traded. sample_returns_every_n_seconds: How often to sample the user balances for computing the returns. Is used for computing for example the sharpe ratio or anything else that requires ln returns.

Returns:

Either a valid Config or an Error

Trait Implementations

impl<M> Clone for Config<M>

where M: Currency + Clone, M::PairedCurrency: Clone,

fn clone(&self) -> Config<M>

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<M> Debug for Config<M>

where M: Currency + Debug, M::PairedCurrency: Debug,

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

Formats the value using the given formatter.