Enum ExecutionCostModel 

pub enum ExecutionCostModel {
    Fixed(f64),
    Proportional(f64),
    Tiered(Vec<(f64, f64)>),
    ZeroCommission,
}

Commission model variants for execution cost estimation.

Example

use fin_primitives::execution_cost::ExecutionCostModel;

let fixed = ExecutionCostModel::Fixed(5.0);
let prop  = ExecutionCostModel::Proportional(10.0); // 10 bps
let zero  = ExecutionCostModel::ZeroCommission;

Variants

Fixed(f64)

Flat commission in USD per trade.

Proportional(f64)

Commission as a proportion of notional value, in basis points.

Tiered(Vec<(f64, f64)>)

Tiered commission: Vec of (notional_threshold_usd, rate_bps). The applicable tier is the last tier whose threshold is <= notional.

ZeroCommission

No commission (e.g. payment-for-order-flow brokers).

Implementations

impl ExecutionCostModel

pub fn commission_usd(&self, notional: f64) -> f64

Compute commission in USD for a given notional value.

Trait Implementations

impl Clone for ExecutionCostModel

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ExecutionCostModel

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

Formats the value using the given formatter.

impl PartialEq for ExecutionCostModel

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for ExecutionCostModel