Struct PeggedToBenchmark 

pub struct PeggedToBenchmark { /* private fields */ }

Builder for a pegged-to-benchmark order referencing another contract.

Pegged-to-benchmark orders track the price of a different contract (the reference contract) and adjust automatically as that contract moves. The order is active while the reference price stays inside an optional range and is cancelled if it leaves the range.

action, quantity, and starting_price are required and supplied to PeggedToBenchmark::new. The reference contract (id + exchange) is also required and supplied via reference_contract; build returns Err(ValidationError::MissingRequiredField("reference_contract")) if it was not set. All other fields are optional.

Examples

use ibapi::orders::{order_builder::PeggedToBenchmark, Action};

let order = PeggedToBenchmark::new(Action::Buy, 100.0, 50.0)
    .reference_contract(12345, "ISLAND")
    .pegged_change_amount(0.02)
    .reference_change_amount(0.01)
    .stock_reference_price(49.0)
    .reference_range(48.0, 52.0)
    .build()
    .expect("reference_contract is set");

assert_eq!(order.order_type, "PEG BENCH");

Implementations

impl PeggedToBenchmark

pub fn new( action: Action, quantity: f64, starting_price: f64, ) -> PeggedToBenchmark

Start a new pegged-to-benchmark order with the required core fields.

pub fn reference_contract( self, id: i32, exchange: impl Into<String>, ) -> PeggedToBenchmark

Set the reference contract by id and exchange. Required.

pub fn pegged_change_amount(self, amount: f64) -> PeggedToBenchmark

Set how much this order’s price moves per reference_change_amount of movement in the reference contract.

pub fn pegged_change_amount_decrease(self, decrease: bool) -> PeggedToBenchmark

If true, the order price moves opposite the reference price. Defaults to false.

pub fn reference_change_amount(self, amount: f64) -> PeggedToBenchmark

Set the reference contract price change that triggers a pegged_change_amount adjustment in this order.

pub fn stock_reference_price(self, price: f64) -> PeggedToBenchmark

Set the starting reference price used to compute the pegged offset.

pub fn reference_range(self, lower: f64, upper: f64) -> PeggedToBenchmark

Keep the order active only while the reference contract trades between lower and upper.

pub fn build(self) -> Result<Order, ValidationError>

Build the Order, validating that reference_contract was set.

Trait Implementations

impl Clone for PeggedToBenchmark

fn clone(&self) -> PeggedToBenchmark

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PeggedToBenchmark

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

Formats the value using the given formatter.