rustrade-instrument 0.1.0

Core Rustrade Exchange, Instrument and Asset data structures and associated utilities.
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17

use rust_decimal::Decimal;
use serde::{Deserialize, Serialize};

/// `PerpetualContract` specification containing all the information needed to fully identify a
/// perpetual instrument.
///
/// # Type Parameters
/// * `AssetKey` - Type used to identify the settlement asset for the option contract.
///
/// # Fields
/// * `contract_size` - Multiplier that determines how many of the underlying asset the contract represents.
/// * `settlement_asset` - Asset used for settlement.
#[derive(Debug, Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Deserialize, Serialize)]
pub struct PerpetualContract<AssetKey> {
    pub contract_size: Decimal,
    pub settlement_asset: AssetKey,
}