Module lfest::prelude

Exports common types

Re-exports

• pub use crate::account_tracker::AccountTracker;
• pub use fpdec;

Macros

• Dec
  Macro used to convert a number literal into a Decimal.
• base
  Allows the quick construction of BaseCurrency
• bba
  Creates the MarketUpdate::Bba variant.
• fee
  Allows the quick construction of Fee
• leverage
  Allows the quick construction of Leverage
• quote
  Allows the quick construction of QuoteCurrency

Structs

• Account
  The users account Generic over: M: The Currency representing the margin currency. UserOrderId: The type for the user defined order id.
• BaseCurrency
  The markets BASE currency, e.g.: BTCUSD -> BTC is the BASE currency
• Config
  Define the Exchange configuration
• ContractSpecification
  Specifies the details of the futures contract
• Decimal
  Represents a decimal number as a coefficient (i128) combined with a value (u8) specifying the number of fractional decimal digits.
• Exchange
  The main leveraged futures exchange for simulated trading
• ExchangeOrderMeta
  Additional data about the order filled in by the exchange.
• Fee
  Fee as a fraction
• Filled
  The order has been fully filled. The executed order quantity is stored elsewhere.
• Leverage
  Leverage
• LimitOrder
  Defines a limit order. Is generic over: S: The order size aka quantity which is denoted in either base or quote currency. UserOrderId: The type of user order id to use. Set to () if you don’t need one.
• LnReturns
  Natural Logarithmic Returns newtype wrapping a borrowed slice of generic floats.
• MarketOrder
  Defines an market order aka taker order. Is generic over: S: The order size aka quantity which is denoted in either base or quote currency. UserOrderId: The type of user order id to use.
• MarketState
  Some information regarding the state of the market.
• NewOrder
  A new order has not been received by the exchange and has thus some pieces of information not available. This also means the various filters (e.g PriceFilter and QuantityFilter) have not been checked.
• Pending
  The order is pending execution, but it already has additional information filled in by the exchange.
• Position
  Describes the position information of the account. It assumes isolated margining mechanism, because the margin is directly associated with the position.
• PriceFilter
  The PriceFilter defines the price rules for a symbol
• QuantityFilter
  The SizeFilter defines the quantity rules that each order needs to follow The generic currency S is always the PairedCurrency of the margin currency
• QuoteCurrency
  The markets QUOTE currency, e.g.: BTCUSD -> USD is the quote currency

Enums

• Error
  Describes possible Errors that may occur when calling methods in this crate
• FeeType
  The two types of fees in the maker-taker model.
• FilledQuantity
  Contains the filled order quantity along with the average fill price.
• LimitOrderUpdate
  Contains the possible updates to limit orders.
• MarkMethod
  Which price to use in mark-to-market calculations
• MarketUpdate
  Decribes the possible updates to the market state
• OrderError
  Defines the possible order errors that can occur when submitting a new order
• RiskError
  The error that the RiskEngine outputs, if any.
• Side
  Side of the order

Traits

• Currency
  Every unit of account must implement this trait
• MarginCurrency
  Each Currency that is used as margin has to implement this trait. The margin currency of an account defines which type of futures contract is traded. Here is how the margin Currency maps to the futures type: QuoteCurrency: linear futures. BaseCurrency: inverse futures.

Type Aliases

• OrderId
  The type for the global order id sequence number used by the exchange.
• Result
  This is defined as a convenience.
• TimestampNs
  The type of a timestamp that is measured in nanoseconds.