Struct OptionContract 

#[repr(C)]
pub struct OptionContract {

    pub id: InstrumentId,
    pub raw_symbol: Symbol,
    pub asset_class: AssetClass,
    pub exchange: Option<Ustr>,
    pub underlying: Ustr,
    pub option_kind: OptionKind,
    pub strike_price: Price,
    pub activation_ns: UnixNanos,
    pub expiration_ns: UnixNanos,
    pub currency: Currency,
    pub price_precision: u8,
    pub price_increment: Price,
    pub size_increment: Quantity,
    pub size_precision: u8,
    pub multiplier: Quantity,
    pub lot_size: Quantity,
    pub margin_init: Decimal,
    pub margin_maint: Decimal,
    pub maker_fee: Decimal,
    pub taker_fee: Decimal,
    pub max_quantity: Option<Quantity>,
    pub min_quantity: Option<Quantity>,
    pub max_price: Option<Price>,
    pub min_price: Option<Price>,
    pub tick_scheme: Option<Ustr>,
    pub info: Option<Params>,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
}

Represents a generic option contract instrument.

Fields

id: InstrumentId

The instrument ID.

raw_symbol: Symbol

The raw/local/native symbol for the instrument, assigned by the venue.

asset_class: AssetClass

The option contract asset class.

exchange: Option<Ustr>

The exchange ISO 10383 Market Identifier Code (MIC) where the instrument trades.

underlying: Ustr

The underlying asset.

option_kind: OptionKind

The kind of option (PUT | CALL).

strike_price: Price

The option strike price.

activation_ns: UnixNanos

UNIX timestamp (nanoseconds) for contract activation.

expiration_ns: UnixNanos

UNIX timestamp (nanoseconds) for contract expiration.

currency: Currency

The option contract currency.

price_precision: u8

The price decimal precision.

price_increment: Price

The minimum price increment (tick size).

size_increment: Quantity

The minimum size increment.

size_precision: u8

The trading size decimal precision.

multiplier: Quantity

The option multiplier.

lot_size: Quantity

The rounded lot unit size (standard/board).

margin_init: Decimal

The initial (order) margin requirement in percentage of order value.

margin_maint: Decimal

The maintenance (position) margin in percentage of position value.

maker_fee: Decimal

The fee rate for liquidity makers as a percentage of order value.

taker_fee: Decimal

The fee rate for liquidity takers as a percentage of order value.

max_quantity: Option<Quantity>

The maximum allowable order quantity.

min_quantity: Option<Quantity>

The minimum allowable order quantity.

max_price: Option<Price>

The maximum allowable quoted price.

min_price: Option<Price>

The minimum allowable quoted price.

tick_scheme: Option<Ustr>

The registered variable tick scheme name.

info: Option<Params>

Additional instrument metadata as a JSON-serializable dictionary.

ts_event: UnixNanos

UNIX timestamp (nanoseconds) when the data event occurred.

ts_init: UnixNanos

UNIX timestamp (nanoseconds) when the data object was initialized.

Implementations

impl OptionContract

pub fn new_checked( instrument_id: InstrumentId, raw_symbol: Symbol, asset_class: AssetClass, exchange: Option<Ustr>, underlying: Ustr, option_kind: OptionKind, strike_price: Price, currency: Currency, activation_ns: UnixNanos, expiration_ns: UnixNanos, price_precision: u8, price_increment: Price, multiplier: Quantity, lot_size: Quantity, max_quantity: Option<Quantity>, min_quantity: Option<Quantity>, max_price: Option<Price>, min_price: Option<Price>, margin_init: Option<Decimal>, margin_maint: Option<Decimal>, maker_fee: Option<Decimal>, taker_fee: Option<Decimal>, tick_scheme: Option<Ustr>, info: Option<Params>, ts_event: UnixNanos, ts_init: UnixNanos, ) -> CorrectnessResult<Self>

Creates a new OptionContract instance with correctness checking.

Errors

Returns an error if any input validation fails.

Notes

PyO3 requires a Result type for proper error handling and stacktrace printing in Python.

pub fn new( instrument_id: InstrumentId, raw_symbol: Symbol, asset_class: AssetClass, exchange: Option<Ustr>, underlying: Ustr, option_kind: OptionKind, strike_price: Price, currency: Currency, activation_ns: UnixNanos, expiration_ns: UnixNanos, price_precision: u8, price_increment: Price, multiplier: Quantity, lot_size: Quantity, max_quantity: Option<Quantity>, min_quantity: Option<Quantity>, max_price: Option<Price>, min_price: Option<Price>, margin_init: Option<Decimal>, margin_maint: Option<Decimal>, maker_fee: Option<Decimal>, taker_fee: Option<Decimal>, tick_scheme: Option<Ustr>, info: Option<Params>, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Self

Creates a new OptionContract instance.

Panics

Panics if any input parameter is invalid (see new_checked).

pub fn build_checked( instrument_id: InstrumentId, raw_symbol: Symbol, asset_class: AssetClass, exchange: Option<Ustr>, underlying: Ustr, option_kind: OptionKind, strike_price: Price, currency: Currency, activation_ns: UnixNanos, expiration_ns: UnixNanos, price_precision: u8, price_increment: Price, multiplier: Quantity, lot_size: Quantity, max_quantity: Option<Quantity>, min_quantity: Option<Quantity>, max_price: Option<Price>, min_price: Option<Price>, margin_init: Option<Decimal>, margin_maint: Option<Decimal>, maker_fee: Option<Decimal>, taker_fee: Option<Decimal>, tick_scheme: Option<Ustr>, info: Option<Params>, ts_event: UnixNanos, ts_init: UnixNanos, ) -> CorrectnessResult<Self>

Returns a fluent builder for a OptionContract instance.

Required fields are enforced at compile time; optional fields can be omitted and default the same way they do in OptionContract::new_checked, which the builder calls so the same correctness checks run on build.

Errors

Returns an error if any input validation fails (see OptionContract::new_checked).

pub fn builder() -> OptionContractBuildCheckedBuilder

Returns a fluent builder for a OptionContract instance.

Required fields are enforced at compile time; optional fields can be omitted and default the same way they do in OptionContract::new_checked, which the builder calls so the same correctness checks run on build.

Errors

Returns an error if any input validation fails (see OptionContract::new_checked).

Trait Implementations

impl Clone for OptionContract

fn clone(&self) -> OptionContract

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OptionContract

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OptionContract

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for OptionContract

impl From<OptionContract> for InstrumentAny

fn from(v: OptionContract) -> InstrumentAny

Converts to this type from the input type.

impl Hash for OptionContract

fn hash<H: Hasher>(&self, state: &mut H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl Instrument for OptionContract

fn tick_scheme(&self) -> Option<Ustr>

fn into_any(self) -> InstrumentAny

fn id(&self) -> InstrumentId

fn raw_symbol(&self) -> Symbol

fn asset_class(&self) -> AssetClass

fn instrument_class(&self) -> InstrumentClass

fn underlying(&self) -> Option<Ustr>

fn base_currency(&self) -> Option<Currency>

fn quote_currency(&self) -> Currency

fn settlement_currency(&self) -> Currency

fn isin(&self) -> Option<Ustr>

fn option_kind(&self) -> Option<OptionKind>

fn exchange(&self) -> Option<Ustr>

fn strike_price(&self) -> Option<Price>

fn activation_ns(&self) -> Option<UnixNanos>

fn expiration_ns(&self) -> Option<UnixNanos>

fn is_inverse(&self) -> bool

fn price_precision(&self) -> u8

fn size_precision(&self) -> u8

fn price_increment(&self) -> Price

fn size_increment(&self) -> Quantity

fn multiplier(&self) -> Quantity

fn lot_size(&self) -> Option<Quantity>

fn max_quantity(&self) -> Option<Quantity>

fn min_quantity(&self) -> Option<Quantity>

fn max_notional(&self) -> Option<Money>

fn min_notional(&self) -> Option<Money>

fn max_price(&self) -> Option<Price>

fn min_price(&self) -> Option<Price>

fn ts_event(&self) -> UnixNanos

fn ts_init(&self) -> UnixNanos

fn margin_init(&self) -> Decimal

fn margin_maint(&self) -> Decimal

fn maker_fee(&self) -> Decimal

fn taker_fee(&self) -> Decimal

fn tick_scheme_rule(&self) -> Option<&dyn TickSchemeRule>

fn symbol(&self) -> Symbol

fn venue(&self) -> Venue

fn cost_currency(&self) -> Currency

Panics

fn strategy_type(&self) -> Option<Ustr>

fn has_expiration(&self) -> bool

fn allows_negative_price(&self) -> bool

fn is_quanto(&self) -> bool

fn min_price_increment_precision(&self) -> u8

fn min_size_increment_precision(&self) -> u8

fn try_make_price_from_decimal(&self, value: Decimal) -> Result<Price>

Errors

fn make_price_from_decimal(&self, value: Decimal) -> Price

Panics

fn try_make_price(&self, value: f64) -> Result<Price>

Errors

fn make_price(&self, value: f64) -> Price

Panics

fn try_normalize_price(&self, price: Price) -> CorrectnessResult<Price>

Returns price rebuilt with the instrument precision when it is on the price grid.

fn try_make_qty_from_decimal( &self, value: Decimal, round_down: Option<bool>, ) -> Result<Quantity>

Errors

fn make_qty_from_decimal( &self, value: Decimal, round_down: Option<bool>, ) -> Quantity

Panics

fn try_make_qty(&self, value: f64, round_down: Option<bool>) -> Result<Quantity>

Errors

fn make_qty(&self, value: f64, round_down: Option<bool>) -> Quantity

Panics

fn try_normalize_qty(&self, quantity: Quantity) -> CorrectnessResult<Quantity>

Returns quantity rebuilt with the instrument precision when it is on the size grid.

fn try_calculate_base_quantity( &self, quantity: Quantity, last_price: Price, ) -> Result<Quantity>

Errors

fn calculate_base_quantity( &self, quantity: Quantity, last_price: Price, ) -> Quantity

Panics

fn try_calculate_notional_value( &self, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool>, ) -> Result<Money>

Calculates the notional value for the given quantity and price.

fn calculate_notional_value( &self, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool>, ) -> Money

Panics

fn next_bid_price(&self, value: f64, n: i32) -> Option<Price>

fn next_ask_price(&self, value: f64, n: i32) -> Option<Price>

fn next_bid_prices(&self, value: f64, n: usize) -> Vec<Price>

fn next_ask_prices(&self, value: f64, n: usize) -> Vec<Price>

impl PartialEq for OptionContract

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for OptionContract

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl TryInto<OptionContract> for InstrumentAny

type Error = &'static str

The type returned in the event of a conversion error.

fn try_into( self, ) -> Result<OptionContract, <Self as TryInto<OptionContract>>::Error>

Performs the conversion.