Struct ExecutionCosts 

pub struct ExecutionCosts {
    pub fee_pct: f64,
    pub spread: f64,
    pub slippage_pct: f64,
}

Trading costs applied to every fill.

Fields

fee_pct: f64

Fraction of notional charged as a fee per fill (e.g. 0.001 = 10 bps).

spread: f64

Fixed price spread applied against the order side (buys fill spread/2 higher, sells spread/2 lower).

slippage_pct: f64

Additional adverse slippage as a fraction of price, applied the same direction as spread.

Trait Implementations

impl Clone for ExecutionCosts

fn clone(&self) -> ExecutionCosts

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for ExecutionCosts

impl Debug for ExecutionCosts

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

Formats the value using the given formatter.

impl Default for ExecutionCosts

fn default() -> ExecutionCosts

Returns the “default value” for a type.

impl PartialEq for ExecutionCosts

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for ExecutionCosts