Enum dbn::enums::MatchAlgorithm

#[repr(u8)]
pub enum MatchAlgorithm {
    Undefined = 32,
    Fifo = 70,
    Configurable = 75,
    ProRata = 67,
    FifoLmm = 84,
    ThresholdProRata = 79,
    FifoTopLmm = 83,
    ThresholdProRataLmm = 81,
    EurodollarFutures = 89,
    TimeProRata = 80,
}

The type of matching algorithm used for the instrument at the exchange.

Variants

Undefined = 32

No matching algorithm was specified.

Fifo = 70

First-in-first-out matching.

Configurable = 75

A configurable match algorithm.

ProRata = 67

Trade quantity is allocated to resting orders based on a pro-rata percentage: resting order quantity divided by total quantity.

FifoLmm = 84

Like Self::Fifo but with LMM allocations prior to FIFO allocations.

ThresholdProRata = 79

Like Self::ProRata but includes a configurable allocation to the first order that improves the market.

FifoTopLmm = 83

Like Self::FifoLmm but includes a configurable allocation to the first order that improves the market.

ThresholdProRataLmm = 81

Like Self::ThresholdProRata but includes a special priority to LMMs.

EurodollarFutures = 89

Special variant used only for Eurodollar futures on CME. See CME documentation.

TimeProRata = 80

Trade quantity is shared between all orders at the best price. Orders with the highest time priority receive a higher matched quantity.

Trait Implementations

impl Clone for MatchAlgorithm

fn clone(&self) -> MatchAlgorithm

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for MatchAlgorithm

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

Formats the value using the given formatter.

impl Default for MatchAlgorithm

fn default() -> MatchAlgorithm

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for MatchAlgorithm

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl From<MatchAlgorithm> for char

fn from(algo: MatchAlgorithm) -> Self

Converts to this type from the input type.

impl From<MatchAlgorithm> for u8

fn from(enum_value: MatchAlgorithm) -> Self

Converts to this type from the input type.

impl Hash for MatchAlgorithm

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 IntoEnumIterator for MatchAlgorithm

type Iterator = MatchAlgorithmIter

fn iter() -> MatchAlgorithmIter

impl IntoPy<Py<PyAny>> for MatchAlgorithm

fn into_py(self, py: Python<'_>) -> PyObject

Performs the conversion.

impl PartialEq for MatchAlgorithm

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

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

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

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

impl PyClass for MatchAlgorithm

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for MatchAlgorithm

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<MatchAlgorithm>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature<MatchAlgorithm> for PyClassImplCollector<MatchAlgorithm>

Available on crate feature python only.

fn new_text_signature(self) -> Option<&'static str>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a MatchAlgorithm

type Holder = Option<PyRef<'py, MatchAlgorithm>>

fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut MatchAlgorithm

type Holder = Option<PyRefMut<'py, MatchAlgorithm>>

fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

impl PyMethods<MatchAlgorithm> for PyClassImplCollector<MatchAlgorithm>

Available on crate feature python only.

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for MatchAlgorithm

type AsRefTarget = PyCell<MatchAlgorithm>

Utility type to make Py::as_ref work.

const NAME: &'static str = "MatchAlgorithm"

Class name.

const MODULE: Option<&'static str> = _

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> &PyType

Returns the safe abstraction over the type object.

fn is_type_of(object: &PyAny) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &PyAny) -> bool

Checks if object is an instance of this type.

impl Serialize for MatchAlgorithm

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl TryFrom<u8> for MatchAlgorithm

type Error = TryFromPrimitiveError<MatchAlgorithm>

The type returned in the event of a conversion error.

fn try_from(number: u8) -> Result<Self, TryFromPrimitiveError<Self>>

Performs the conversion.

impl TryFromPrimitive for MatchAlgorithm

type Primitive = u8

type Error = TryFromPrimitiveError<MatchAlgorithm>

const NAME: &'static str = "MatchAlgorithm"

fn try_from_primitive( number: Self::Primitive ) -> Result<Self, TryFromPrimitiveError<Self>>

impl Copy for MatchAlgorithm

impl Eq for MatchAlgorithm

impl StructuralPartialEq for MatchAlgorithm