Struct lfest::prelude::PriceFilter

pub struct PriceFilter {
    pub min_price: Option<QuoteCurrency>,
    pub max_price: Option<QuoteCurrency>,
    pub tick_size: QuoteCurrency,
    pub multiplier_up: Decimal,
    pub multiplier_down: Decimal,
}

The PriceFilter defines the price rules for a symbol

Fields

min_price: Option<QuoteCurrency>

Defines the optional minimum price allowed.

max_price: Option<QuoteCurrency>

Defines the optional maximum price allowed.

tick_size: QuoteCurrency

Defines the intervals that a price can be increased / decreased by. For the filter to pass, (order.limit_price - min_price) % tick_size == 0

multiplier_up: Decimal

Defines valid ranges for the order price relative to the mark price To pass this filter, order.limit_price <= mark_price * multiplier_up

multiplier_down: Decimal

Defines valid ranges for the order price relative to the mark price To pass this filter, order.limit_price >= mark_price * multiplier_down

Trait Implementations

impl Clone for PriceFilter

fn clone(&self) -> PriceFilter

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for PriceFilter

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

Formats the value using the given formatter.

impl Default for PriceFilter

fn default() -> Self

Returns the “default value” for a type.