Module lfest::prelude

Exports common types

Re-exports

• pub use crate::account_tracker::AccountTracker;
• pub use crate::account_tracker::FullAccountTracker;
• pub use crate::account_tracker::NoAccountTracker;
• 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 Bba struct used as a MarketUpdate.
• fee
  Allows the quick construction of Fee
• leverage
  Allows the quick construction of Leverage
• quote
  Allows the quick construction of QuoteCurrency

Structs

• Account
  Relevant information about the traders account.
• BaseCurrency
  The markets BASE currency, e.g.: BTCUSD -> BTC is the BASE currency
• Bba
  An update to the best bid and ask has occured. For now we don’t handle the quantity a these price levels. This will change in future versions.
• Candle
  A new candle has been created. Here we can use the high and low prices to see if our simulated resting orders have been executed over the last period as a proxy in absence of actual Trade flow.
• 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.
• InMemoryTransactionAccounting
  Keeps track of transaction in memory.
• 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.
• LnReturnsDeprecated
  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.
• OrderId
  The type for the global order id sequence number used by the exchange.
• Pending
  The order is pending execution, but it already has additional information filled in by the exchange.
• PositionInner
  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
• TimestampNs
  The type of a timestamp that is measured in nanoseconds.
• Trade
  A taker trade that consumes liquidity in the book.
• Transaction
  A transaction involves two parties.
• UserBalances
  The user balances.

Enums

• ConfigError
  An error with the configuration.
• 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.
• FilterError
  An error related to market filters PriceFilter and QuantityFilter.
• LimitOrderUpdate
  Contains the possible updates to limit orders.
• MarkMethod
  Which price to use in mark-to-market calculations
• OrderError
  Defines the possible order errors that can occur when submitting a new order
• Position
  A futures position can be one of three variants.
• RePricing
  When the limit order is priced at marketable prices (e.g a buy at or above the ask price), decide what to do.
• RiskError
  The error that the RiskEngine outputs, if any.
• Side
  Side of the order

Constants

• BROKER_MARGIN_ACCOUNT
  The brokers margin account.
• EXCHANGE_FEE_ACCOUNT
  The exchanges fee account.
• TREASURY_ACCOUNT
  The treasury account.
• USER_ORDER_MARGIN_ACCOUNT
  The users order margin account
• USER_POSITION_MARGIN_ACCOUNT
  The users position margin account.
• USER_WALLET_ACCOUNT
  The users wallet account.

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.
• MarketUpdate
  The interface of what a market update must be able to do.
• TransactionAccounting
  The trait for settling transactions.

Type Aliases

• ActiveLimitOrders
  The datatype that holds the active limit orders of a user.
• Result
  This is defined as a convenience.