Struct options_common::OptionPosition

pub struct OptionPosition {
    pub symbol: String,
    pub underlying_symbol: String,
    pub option_type: OptionType,
    pub strike_price: Rational64,
    pub expiration_date: ExpirationDate,
    pub is_long: bool,
    pub unit_cost: Option<Rational64>,
    pub unit_bid_price: Option<Rational64>,
    pub unit_ask_price: Option<Rational64>,
    pub unit_delta: Option<NotNan<f64>>,
    pub quantity: usize,
    pub lot_size: Option<usize>,
}

Fields

symbol: String

The symbol of the option itself.

underlying_symbol: String

The symbol of the instrument that the option is a derivative of.

option_type: OptionType

strike_price: Rational64

expiration_date: ExpirationDate

is_long: bool

unit_cost: Option<Rational64>

The original cost per contract in this position. If the position is long, this should be negative.

unit_bid_price: Option<Rational64>

The current bid price per contract in this position. If the position is long, this should be positive.

unit_ask_price: Option<Rational64>

The current ask price per contract in this position. If the position is long, this should be positive.

unit_delta: Option<NotNan<f64>>

The delta per contract in this position.

quantity: usize

The number of contracts in this position.

lot_size: Option<usize>

The lot size per contract. Defaults to 100 if not defined.

Implementations

impl OptionPosition

pub fn description(&self) -> String

pub fn signed_quantity(&self) -> i64

pub fn cost(&self) -> Option<Rational64>

pub fn net_liq(&self) -> Option<Rational64>

pub fn bid_price(&self) -> Option<Rational64>

pub fn ask_price(&self) -> Option<Rational64>

pub fn mid_price(&self) -> Option<Rational64>

pub fn unit_mid_price(&self) -> Option<Rational64>

pub fn delta(&self) -> Option<NotNan<f64>>

pub fn profit_at_expiry(&self, underlying_price: Rational64) -> Rational64

Trait Implementations

impl Clone for OptionPosition

fn clone(&self) -> OptionPosition

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for OptionPosition

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

Formats the value using the given formatter.

impl Eq for OptionPosition

impl PartialEq<OptionPosition> for OptionPosition

fn eq(&self, other: &OptionPosition) -> bool

This method tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &OptionPosition) -> bool

This method tests for !=.

impl StructuralEq for OptionPosition

impl StructuralPartialEq for OptionPosition