Enum 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,
    InstitutionalPrioritization = 86,
}

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.

TimeProRata = 80

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

InstitutionalPrioritization = 86

A two-pass FIFO algorithm. The first pass fills the Institutional Group the aggressing order is associated with. The second pass matches orders without an Institutional Group association. See CME documentation.

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<'py> IntoPyObject<'py> for MatchAlgorithm

type Target = MatchAlgorithm

The Python output type

type Output = Bound<'py, <MatchAlgorithm as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl Ord for MatchAlgorithm

fn cmp(&self, other: &MatchAlgorithm) -> 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 MatchAlgorithm

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

fn partial_cmp(&self, other: &MatchAlgorithm) -> 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 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)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

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 PyClass__eq__SlotFragment<MatchAlgorithm> for PyClassImplCollector<MatchAlgorithm>

Available on crate feature python only.

unsafe fn __eq__( self, py: Python<'_>, _raw_slf: *mut PyObject, arg0: *mut PyObject, ) -> PyResult<*mut PyObject>

Safety: _slf and _other must be valid non-null Python objects

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

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

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

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

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

fn extract( obj: &'a Bound<'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

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<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

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

fn is_exact_type_of(object: &Bound<'_, 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

const NAME: &'static str = "MatchAlgorithm"

type Primitive = u8

type Error = TryFromPrimitiveError<MatchAlgorithm>

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

impl Copy for MatchAlgorithm

impl Eq for MatchAlgorithm

impl StructuralPartialEq for MatchAlgorithm