Struct lfest::prelude::ContractSpecification

pub struct ContractSpecification<S>
where
    S: Currency,
{
    pub ticker: String,
    pub initial_margin: Decimal,
    pub maintenance_margin: Decimal,
    pub mark_method: MarkMethod,
    pub price_filter: PriceFilter,
    pub quantity_filter: QuantityFilter<S>,
    pub fee_maker: Fee,
    pub fee_taker: Fee,
}

Specifies the details of the futures contract

Fields

ticker: String

Identifying ticker symbol

initial_margin: Decimal

The initial margin as a fraction.

maintenance_margin: Decimal

The required maintenance margin as a fraction.

mark_method: MarkMethod

The methods for computing mark-to-market

price_filter: PriceFilter

Pricing rules

quantity_filter: QuantityFilter<S>

Quantity rules

fee_maker: Fee

The maker fee as a fraction. e.g.: 2.5 basis points rebate -> -0.00025

fee_taker: Fee

The taker fee as a fraction. e.g.: 10 basis points -> 0.0010

Trait Implementations

impl<S> Clone for ContractSpecification<S>

where S: Currency + Clone,

fn clone(&self) -> ContractSpecification<S>

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<S> Debug for ContractSpecification<S>

where S: Currency + Debug,

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

Formats the value using the given formatter.