pub struct SimulateOrderRiskResponse {Show 13 fields
pub accepted: Option<bool>,
pub equity_after: Option<String>,
pub estimated_fee: Option<String>,
pub estimated_liquidation_price: Option<String>,
pub free_collateral_after: Option<String>,
pub initial_margin_required_after: Option<String>,
pub maintenance_margin_required_after: Option<String>,
pub margin_account_id: Option<String>,
pub margin_mode: Option<String>,
pub reject_reason: Option<String>,
pub risk_bucket_id: Option<String>,
pub selected_trading_pair_ids: Option<Vec<Uuid>>,
pub strategy_key: Option<String>,
}Expand description
SimulateOrderRiskResponse
JSON schema
{
"type": "object",
"properties": {
"accepted": {
"type": [
"boolean",
"null"
]
},
"equityAfter": {
"type": [
"string",
"null"
]
},
"estimatedFee": {
"type": [
"string",
"null"
]
},
"estimatedLiquidationPrice": {
"description": "Estimated liquidation mark-price. In ISOLATED mode, this is the\n position/risk-bucket threshold. In CROSS mode, it is conditional: it varies\n only the target position's mark while all other marks in the cross risk\n bucket remain unchanged. Other position marks, funding, realized PnL,\n fees/reserves, and collateral can change it. Treat an absent or blank value\n as unavailable, never as zero.",
"type": [
"string",
"null"
]
},
"freeCollateralAfter": {
"type": [
"string",
"null"
]
},
"initialMarginRequiredAfter": {
"type": [
"string",
"null"
]
},
"maintenanceMarginRequiredAfter": {
"type": [
"string",
"null"
]
},
"marginAccountId": {
"description": "The margin account the simulation was resolved against. Always populated;\n useful for auto-resolved buckets where the caller didn't supply the id.",
"type": [
"string",
"null"
]
},
"marginMode": {
"description": "Present when the simulation resolved against a risk bucket. Values: ISOLATED, CROSS.",
"type": [
"string",
"null"
]
},
"rejectReason": {
"type": [
"string",
"null"
]
},
"riskBucketId": {
"description": "Present when the simulation resolved against a risk bucket.",
"type": [
"string",
"null"
]
},
"selectedTradingPairIds": {
"description": "Present for cross risk-bucket simulations.",
"type": [
"array",
"null"
],
"items": {
"type": "string",
"format": "uuid",
"minLength": 1
}
},
"strategyKey": {
"description": "Populated when the simulated account is an auto-resolved bucket.",
"type": [
"string",
"null"
]
}
}
}Fields§
§accepted: Option<bool>§equity_after: Option<String>§estimated_fee: Option<String>§estimated_liquidation_price: Option<String>Estimated liquidation mark-price. In ISOLATED mode, this is the position/risk-bucket threshold. In CROSS mode, it is conditional: it varies only the target position’s mark while all other marks in the cross risk bucket remain unchanged. Other position marks, funding, realized PnL, fees/reserves, and collateral can change it. Treat an absent or blank value as unavailable, never as zero.
free_collateral_after: Option<String>§initial_margin_required_after: Option<String>§maintenance_margin_required_after: Option<String>§margin_account_id: Option<String>The margin account the simulation was resolved against. Always populated; useful for auto-resolved buckets where the caller didn’t supply the id.
margin_mode: Option<String>Present when the simulation resolved against a risk bucket. Values: ISOLATED, CROSS.
reject_reason: Option<String>§risk_bucket_id: Option<String>Present when the simulation resolved against a risk bucket.
selected_trading_pair_ids: Option<Vec<Uuid>>Present for cross risk-bucket simulations.
strategy_key: Option<String>Populated when the simulated account is an auto-resolved bucket.
Trait Implementations§
Source§impl Clone for SimulateOrderRiskResponse
impl Clone for SimulateOrderRiskResponse
Source§fn clone(&self) -> SimulateOrderRiskResponse
fn clone(&self) -> SimulateOrderRiskResponse
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read more