Enum dbn::enums::MatchAlgorithm

#[repr(u8)]
pub enum MatchAlgorithm {
    Fifo,
    Configurable,
    ProRata,
    FifoLmm,
    ThresholdProRata,
    FifoTopLmm,
    ThresholdProRataLmm,
    EurodollarFutures,
}

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

Variants

Fifo

First-in-first-out matching.

Configurable

A configurable match algorithm.

ProRata

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

FifoLmm

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

ThresholdProRata

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

FifoTopLmm

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

ThresholdProRataLmm

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

EurodollarFutures

Special variant used only for Eurodollar futures on CME. 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 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 PartialEq<MatchAlgorithm> 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 Serialize for MatchAlgorithm

fn serialize<S: Serializer>(&self, serializer: S) -> Result<S::Ok, S::Error>

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

const NAME: &'static str = _

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

impl Copy for MatchAlgorithm

impl Eq for MatchAlgorithm

impl StructuralEq for MatchAlgorithm

impl StructuralPartialEq for MatchAlgorithm