Struct MarketImpact 

pub struct MarketImpact { /* private fields */ }

Represents the market impact analysis of a market order

Implementations

impl MarketImpact

pub fn requested_quantity(&self) -> Quantity

Get the requested quantity of the order

pub fn available_quantity(&self) -> Quantity

Get the available quantity to fill the order

pub fn total_cost(&self) -> Notional

Get the total cost to fill the order

pub fn best_price(&self) -> Price

Get the best execution price

pub fn worst_price(&self) -> Price

Get the worst (furthest from the best price) execution price

pub fn consumed_price_levels(&self) -> usize

Get the number of price levels that would be consumed

pub fn average_price(&self) -> f64

Get the average price to fill the order

pub fn slippage(&self) -> u64

Get the slippage from the best to the worst price

Trait Implementations

impl Clone for MarketImpact

fn clone(&self) -> MarketImpact

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for MarketImpact

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for MarketImpact

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for MarketImpact

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for MarketImpact

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl Eq for MarketImpact

impl StructuralPartialEq for MarketImpact