Struct BidAskFillModel 

pub struct BidAskFillModel;

Fills market orders at the current best ask (buys) or best bid (sells), crossing the spread as a market order taker would.

Limit orders fill at the limit price (the price is already favorable relative to the market when fill is triggered).

Falls back to last_price if bid/ask are not available. This model is more realistic than LastPriceFillModel for strategies that frequently cross the spread.

Trait Implementations

impl Clone for BidAskFillModel

fn clone(&self) -> BidAskFillModel

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BidAskFillModel

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

Formats the value using the given formatter.

impl Default for BidAskFillModel

fn default() -> BidAskFillModel

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for BidAskFillModel

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl FillModel for BidAskFillModel

fn fill_price( &self, side: Side, order_price: Option<Decimal>, best_bid: Option<Decimal>, best_ask: Option<Decimal>, last_price: Option<Decimal>, ) -> Option<Decimal>

impl Hash for BidAskFillModel

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl Ord for BidAskFillModel

fn cmp(&self, other: &BidAskFillModel) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

impl PartialEq for BidAskFillModel

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl PartialOrd for BidAskFillModel

fn partial_cmp(&self, other: &BidAskFillModel) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

fn lt(&self, other: &Rhs) -> bool

Tests less than (for self and other) and is used by the < operator.

fn le(&self, other: &Rhs) -> bool

Tests less than or equal to (for self and other) and is used by the <= operator.

fn gt(&self, other: &Rhs) -> bool

Tests greater than (for self and other) and is used by the > operator.

fn ge(&self, other: &Rhs) -> bool

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl Serialize for BidAskFillModel

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl Copy for BidAskFillModel

impl Eq for BidAskFillModel

impl StructuralPartialEq for BidAskFillModel