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ContractSpec

Struct ContractSpec 

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pub struct ContractSpec {
    pub price_currency: Currency,
    pub settlement_currency: Currency,
    pub multiplier: f64,
    pub quantity_step: f64,
    pub min_quantity: f64,
    pub instrument_type: InstrumentType,
}
Expand description

Detailed operative contract specifications complementing crate::model::InstrumentMeta.

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§price_currency: Currency

Currency in which the instrument’s market price is quoted (e.g. USD for AAPL, EUR for DAX).

§settlement_currency: Currency

Currency in which margin and cash settlements occur.

§multiplier: f64

Contract point multiplier (e.g. 1.0 for equities, 25.0 for DAX future, 100.0 for SPX).

§quantity_step: f64

Minimum increment of order quantity (lot step size, e.g. 1.0 for futures, 0.0001 for crypto).

§min_quantity: f64

Minimum allowed order quantity. Must be >= quantity_step.

§instrument_type: InstrumentType

The structural category of the instrument.

Implementations§

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impl ContractSpec

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pub fn validate(&self) -> Result<(), ContractSpecError>

Validates the contractual consistency of the specification.

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pub fn round_quantity_down(&self, quantity: f64) -> f64

Rounds quantity strictly downward to the nearest integer multiple of quantity_step.

If the resulting quantity is strictly less than min_quantity, returns 0.0 (no trade generated below minimum threshold).

Trait Implementations§

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impl Clone for ContractSpec

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fn clone(&self) -> ContractSpec

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for ContractSpec

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

Formats the value using the given formatter. Read more
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impl Default for ContractSpec

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl<'de> Deserialize<'de> for ContractSpec

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl PartialEq for ContractSpec

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

Equality operator ==. Read more
1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more
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impl Serialize for ContractSpec

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

Serialize this value into the given Serde serializer. Read more
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impl StructuralPartialEq for ContractSpec

Auto Trait Implementations§

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = !

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, !>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.