Enum lfest::prelude::MarkMethod

pub enum MarkMethod {
    MidPrice,
    BidAsk,
    FairPrice,
}

Which price to use in mark-to-market calculations

Variants

MidPrice

Take the last mid price of the market.

BidAsk

Use the best bid and ask to mark the position to market.

FairPrice

Use Fair Price Marking to avoid unnecessary liquidations in highly leveraged products. Without this system, unnecessary liquidations may occur if the market is being manipulated, is illiquid, or the Mark Price swings unnecessarily relative to its Index Price. The system is able to achieve this by setting the Mark Price of the contract to the FairPrice instead of the LastPrice.

Trait Implementations

impl Clone for MarkMethod

fn clone(&self) -> MarkMethod

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for MarkMethod

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

Formats the value using the given formatter.

impl Default for MarkMethod

fn default() -> Self

Returns the “default value” for a type.

impl Copy for MarkMethod