Struct lfest::prelude::PriceFilter
source · pub struct PriceFilter {
pub min_price: QuoteCurrency,
pub max_price: QuoteCurrency,
pub tick_size: QuoteCurrency,
pub multiplier_up: Decimal,
pub multiplier_down: Decimal,
}
Expand description
The PriceFilter
defines the price rules for a symbol
Fields§
§min_price: QuoteCurrency
Defines the minimum price allowed.
Disabled if min_price
== 0
max_price: QuoteCurrency
Defines the maximum price allowed.
Disabled if max_price
== 0
tick_size: QuoteCurrency
Defines the intervals that a price can be increased / decreased by. For the filter to pass, (order.limit_price - min_price) % tick_size == 0
multiplier_up: Decimal
Defines valid ranges for the order price relative to the mark price To pass this filter, order.limit_price <= mark_price * multiplier_up
multiplier_down: Decimal
Defines valid ranges for the order price relative to the mark price To pass this filter, order.limit_price >= mark_price * multiplier_down
Trait Implementations§
source§impl Clone for PriceFilter
impl Clone for PriceFilter
source§fn clone(&self) -> PriceFilter
fn clone(&self) -> PriceFilter
Returns a copy of the value. Read more
1.0.0 · source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source
. Read more