Struct Position 

pub struct Position { /* private fields */ }

Implementations

impl Position

pub fn new( id: u32, fund_name: &str, exit_timeout_tick_count: u32, max_holding_tick_count: u32, token_name: &str, position_type: PositionType, target_price: Decimal, atr: (Decimal, Decimal, Decimal, Decimal, Decimal, Decimal), adx: (Decimal, Decimal, Decimal, Decimal, Decimal, Decimal), rsi: (Decimal, Decimal, Decimal, Decimal, Decimal, Decimal), stochastic: (Decimal, Decimal, Decimal, Decimal, Decimal, Decimal), price: (Decimal, Decimal, Decimal, Decimal, Decimal, Decimal), candle_pattern: (CandlePattern, CandlePattern, CandlePattern, CandlePattern, CandlePattern, CandlePattern), take_profit_ratio: Decimal, atr_spread: Decimal, risk_reward: Decimal, atr_term: Decimal, tick_spread: i64, bias_ticks: i64, last_volume: Option<Decimal>, last_num_trades: Option<u64>, last_funding_rate: Option<Decimal>, last_open_interest: Option<Decimal>, last_oracle_price: Option<Decimal>, volume_change_ratio: Decimal, pid_proportional: Decimal, pid_integral: Decimal, pid_derivative: Decimal, pid_error_mean: Decimal, ) -> Self

pub fn on_filled( &mut self, position_type: PositionType, filled_price: Decimal, amount: Decimal, asset_in_usd: Decimal, fee: Decimal, take_profit_price: Option<Decimal>, cut_loss_price: Option<Decimal>, current_price: Decimal, ) -> Result<(), ()>

pub fn on_liquidated( &mut self, close_price: Decimal, fee: Decimal, do_liquidate: bool, liquidated_reason: Option<String>, ) -> Result<(), ()>

pub fn request_close(&mut self, reason: &str) -> Result<(), ()>

pub fn update_counter(&mut self)

pub fn should_close( &self, close_price: Decimal, use_trailing: bool, ) -> Option<ReasonForClose>

pub fn pnl(&self) -> (Decimal, Decimal)

pub fn notional(&self) -> Decimal

pub fn unrealized_pnl_at(&self, price: Decimal) -> Decimal

pub fn unrealized_roe_at( &self, price: Decimal, leverage: u32, ) -> Option<Decimal>

pub fn id(&self) -> u32

pub fn fund_name(&self) -> &str

pub fn average_open_price(&self) -> Decimal

pub fn target_price(&self) -> Decimal

pub fn state(&self) -> PositionState

pub fn token_name(&self) -> &str

pub fn amount(&self) -> Decimal

pub fn position_type(&self) -> PositionType

pub fn asset_in_usd(&self) -> Decimal

pub fn close_asset_in_usd(&self) -> Decimal

pub fn open_timestamp(&self) -> i64

pub fn open_time_str(&self) -> &str

pub fn close_time_str(&self) -> &str

pub fn close_price(&self) -> Decimal

pub fn last_volume(&self) -> Option<Decimal>

pub fn last_num_trades(&self) -> Option<u64>

pub fn last_funding_rate(&self) -> Option<Decimal>

pub fn last_open_interest(&self) -> Option<Decimal>

pub fn last_oracle_price(&self) -> Option<Decimal>

pub fn rsi(&self) -> (Decimal, Decimal, Decimal, Decimal, Decimal, Decimal)

pub fn atr(&self) -> (Decimal, Decimal, Decimal, Decimal, Decimal, Decimal)

pub fn adx(&self) -> (Decimal, Decimal, Decimal, Decimal, Decimal, Decimal)

pub fn stochastic( &self, ) -> (Decimal, Decimal, Decimal, Decimal, Decimal, Decimal)

pub fn price(&self) -> (Decimal, Decimal, Decimal, Decimal, Decimal, Decimal)

pub fn candle_pattern( &self, ) -> (CandlePattern, CandlePattern, CandlePattern, CandlePattern, CandlePattern, CandlePattern)

pub fn take_profit_ratio(&self) -> Decimal

pub fn atr_spread(&self) -> Decimal

pub fn risk_reward(&self) -> Decimal

pub fn atr_term(&self) -> Decimal

pub fn fee(&self) -> Decimal

pub fn actual_entry_tick(&self) -> u32

pub fn actual_hold_tick(&self) -> u32

pub fn tick_spread(&self) -> i64

pub fn bias_ticks(&self) -> i64

pub fn volume_change_ratio(&self) -> Decimal

pub fn pid_proportional(&self) -> Decimal

pub fn pid_integral(&self) -> Decimal

pub fn pid_derivative(&self) -> Decimal

pub fn pid_error_mean(&self) -> Decimal

pub fn should_open_expired(&self, close_price: Decimal) -> bool

pub fn take_profit_price(&self) -> Option<Decimal>

pub fn cut_loss_price(&self) -> Option<Decimal>

pub fn should_take_profit( &self, close_price: Decimal, use_trailing: bool, ) -> bool

pub fn should_cancel_closing(&self) -> bool

pub fn cancel_closing(&mut self)

pub fn get_info(&self, current_price: Decimal) -> Option<String>

Trait Implementations

impl Clone for Position

fn clone(&self) -> Position

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Position

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

Formats the value using the given formatter.

impl Default for Position

fn default() -> Position

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for Position

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for Position

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

where __S: Serializer,

Serialize this value into the given Serde serializer.