pub struct MarketMakingConfiguration {Show 13 fields
pub enabled: bool,
pub pricing: Option<MarketMakingPricing>,
pub trade_analyzer: Option<MarketMakingTradeAnalyzer>,
pub market_bias: Option<MarketMakingMarketBias>,
pub momentum: Option<MarketMakingMomentum>,
pub exposure_balancer: Option<MarketMakingExposureBalancer>,
pub bid_quantity: i64,
pub ask_quantity: i64,
pub bid_offset: i64,
pub ask_offset: i64,
pub basis: Option<i64>,
pub base_half_ticks: i32,
pub quantity_limit: Option<MarketMakingQuantityLimit>,
}Expand description
MM 엔진 설정 (MmConfig 대응)
Fields§
§enabled: boolMM 활성화 여부
pricing: Option<MarketMakingPricing>NAV pricing 상세 설정 (pricing = “nav” 일 때 사용)
trade_analyzer: Option<MarketMakingTradeAnalyzer>Trade Analyzer 설정
market_bias: Option<MarketMakingMarketBias>MarketBias 설정 (장기 시장 체결 누적 → 영구 skew)
momentum: Option<MarketMakingMomentum>Momentum 설정 (단기 시장 체결 비율/강도 → 즉각 bid/ask 동일 shift)
exposure_balancer: Option<MarketMakingExposureBalancer>통합 포지션 관리 설정
bid_quantity: i64레벨당 매수 수량
ask_quantity: i64레벨당 매도 수량
bid_offset: i64NAV+adj 기준가 대비 bid 추가 gap (Price internal representation)
ask_offset: i64NAV+adj 기준가 대비 ask 추가 gap (Price internal representation)
basis: Option<i64>단일 basis (bid_basis/ask_basis 통합 후속, Price internal representation)
base_half_ticks: i32호가 반폭 (틱 수). bid = mid - half, ask = mid + half
quantity_limit: Option<MarketMakingQuantityLimit>순포지션 수량 한도 (방향별 호가 차단)
Implementations§
Trait Implementations§
Source§impl Clone for MarketMakingConfiguration
impl Clone for MarketMakingConfiguration
Source§fn clone(&self) -> MarketMakingConfiguration
fn clone(&self) -> MarketMakingConfiguration
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for MarketMakingConfiguration
impl Debug for MarketMakingConfiguration
Source§impl Default for MarketMakingConfiguration
impl Default for MarketMakingConfiguration
§impl<'de> Deserialize<'de> for MarketMakingConfiguration
impl<'de> Deserialize<'de> for MarketMakingConfiguration
§fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>where
D: Deserializer<'de>,
fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>where
D: Deserializer<'de>,
Deserialize this value from the given Serde deserializer. Read more
Source§impl Message for MarketMakingConfiguration
impl Message for MarketMakingConfiguration
Source§fn encoded_len(&self) -> usize
fn encoded_len(&self) -> usize
Returns the encoded length of the message without a length delimiter.
Source§fn encode(&self, buf: &mut impl BufMut) -> Result<(), EncodeError>where
Self: Sized,
fn encode(&self, buf: &mut impl BufMut) -> Result<(), EncodeError>where
Self: Sized,
Encodes the message to a buffer. Read more
Source§fn encode_to_vec(&self) -> Vec<u8> ⓘwhere
Self: Sized,
fn encode_to_vec(&self) -> Vec<u8> ⓘwhere
Self: Sized,
Encodes the message to a newly allocated buffer.
Source§fn encode_length_delimited(
&self,
buf: &mut impl BufMut,
) -> Result<(), EncodeError>where
Self: Sized,
fn encode_length_delimited(
&self,
buf: &mut impl BufMut,
) -> Result<(), EncodeError>where
Self: Sized,
Encodes the message with a length-delimiter to a buffer. Read more
Source§fn encode_length_delimited_to_vec(&self) -> Vec<u8> ⓘwhere
Self: Sized,
fn encode_length_delimited_to_vec(&self) -> Vec<u8> ⓘwhere
Self: Sized,
Encodes the message with a length-delimiter to a newly allocated buffer.
Source§fn decode(buf: impl Buf) -> Result<Self, DecodeError>where
Self: Default,
fn decode(buf: impl Buf) -> Result<Self, DecodeError>where
Self: Default,
Decodes an instance of the message from a buffer. Read more
Source§fn decode_length_delimited(buf: impl Buf) -> Result<Self, DecodeError>where
Self: Default,
fn decode_length_delimited(buf: impl Buf) -> Result<Self, DecodeError>where
Self: Default,
Decodes a length-delimited instance of the message from the buffer.
Source§fn merge(&mut self, buf: impl Buf) -> Result<(), DecodeError>where
Self: Sized,
fn merge(&mut self, buf: impl Buf) -> Result<(), DecodeError>where
Self: Sized,
Decodes an instance of the message from a buffer, and merges it into
self. Read moreSource§fn merge_length_delimited(&mut self, buf: impl Buf) -> Result<(), DecodeError>where
Self: Sized,
fn merge_length_delimited(&mut self, buf: impl Buf) -> Result<(), DecodeError>where
Self: Sized,
Decodes a length-delimited instance of the message from buffer, and
merges it into
self.Source§impl PartialEq for MarketMakingConfiguration
impl PartialEq for MarketMakingConfiguration
Source§fn eq(&self, other: &MarketMakingConfiguration) -> bool
fn eq(&self, other: &MarketMakingConfiguration) -> bool
Tests for
self and other values to be equal, and is used by ==.§impl Serialize for MarketMakingConfiguration
impl Serialize for MarketMakingConfiguration
impl StructuralPartialEq for MarketMakingConfiguration
Auto Trait Implementations§
impl Freeze for MarketMakingConfiguration
impl RefUnwindSafe for MarketMakingConfiguration
impl Send for MarketMakingConfiguration
impl Sync for MarketMakingConfiguration
impl Unpin for MarketMakingConfiguration
impl UnsafeUnpin for MarketMakingConfiguration
impl UnwindSafe for MarketMakingConfiguration
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> DeserializeOwned for Twhere
T: for<'de> Deserialize<'de>,
Source§impl<T> Instrument for T
impl<T> Instrument for T
Source§fn instrument(self, span: Span) -> Instrumented<Self>
fn instrument(self, span: Span) -> Instrumented<Self>
Source§fn in_current_span(self) -> Instrumented<Self>
fn in_current_span(self) -> Instrumented<Self>
Source§impl<T> IntoRequest<T> for T
impl<T> IntoRequest<T> for T
Source§fn into_request(self) -> Request<T>
fn into_request(self) -> Request<T>
Wrap the input message
T in a tonic::Request