Struct lfest::prelude::ContractSpecification

pub struct ContractSpecification<Q>
where
    Q: Currency,
{ /* private fields */ }

Specifies the details of the futures contract

Implementations

impl<Q> ContractSpecification<Q>

where Q: Currency,

pub fn ticker(&self) -> &String

Identifying ticker symbol

pub fn price_filter(&self) -> &PriceFilter

Pricing rules

pub fn quantity_filter(&self) -> &QuantityFilter<Q>

Quantity rules

impl<Q> ContractSpecification<Q>

where Q: Currency,

pub fn init_margin_req(&self) -> Decimal

The initial deposit required to open a new futures position. Expressed as a fraction. Eg. 1% (0.01) initial margin requirement, which is equal to 100x leverage.

pub fn maintenance_margin(&self) -> Decimal

The minimum amount that must be maintained in the traders account to keep existing positions open. Expressed as a fraction. Eg. 0.5% (0.005).

pub fn mark_method(&self) -> MarkMethod

The method for computing mark-to-market.

pub fn fee_maker(&self) -> Fee

The maker fee as a fraction. e.g.: 2.5 basis points rebate -> -0.00025

pub fn fee_taker(&self) -> Fee

The taker fee as a fraction. e.g.: 10 basis points -> 0.0010

impl<Q> ContractSpecification<Q>

where Q: Currency,

pub fn set_ticker(&mut self, val: String) -> &mut Self

Identifying ticker symbol

pub fn set_mark_method(&mut self, val: MarkMethod) -> &mut Self

The method for computing mark-to-market.

impl<Q> ContractSpecification<Q>

where Q: Currency,

pub fn new( leverage: Leverage, maintenance_margin_fraction: Decimal, price_filter: PriceFilter, quantity_filter: QuantityFilter<Q>, fee_maker: Fee, fee_taker: Fee, ) -> Result<Self>

Create a new ContractSpecification from the most basic parameters.

Arguments:

leverage: The leverage dictates the margin requirements of a position. When a trader sets a user-defined leverage setting, they’re essentially adjusting the margin requirements for their account. higher leverage setting means lower margin requirements, while a lower leverage setting means higher margin requirements. maintenance_margin_fraction: The fraction (in range [0..1]) that the maintenance margin will be relative to the computed initial_margin. price_filter: The rules for prices in the market quantity_filter: The rules for quantities in the market. fee_maker: The fee a maker pays. fee_taker: The fee a taker pays.

Trait Implementations

impl<Q> Clone for ContractSpecification<Q>

where Q: Currency + Clone,

fn clone(&self) -> ContractSpecification<Q>

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<Q> Debug for ContractSpecification<Q>

where Q: Currency + Debug,

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

Formats the value using the given formatter.

impl<Q> Default for ContractSpecification<Q>

where Q: Currency,

fn default() -> Self

Returns the “default value” for a type.