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Commodity

Struct Commodity 

Source
#[repr(C)]
pub struct Commodity {
Show 23 fields pub id: InstrumentId, pub raw_symbol: Symbol, pub asset_class: AssetClass, pub quote_currency: Currency, pub price_precision: u8, pub size_precision: u8, pub price_increment: Price, pub size_increment: Quantity, pub margin_init: Decimal, pub margin_maint: Decimal, pub maker_fee: Decimal, pub taker_fee: Decimal, pub lot_size: Option<Quantity>, pub max_quantity: Option<Quantity>, pub min_quantity: Option<Quantity>, pub max_notional: Option<Money>, pub min_notional: Option<Money>, 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,
}
Expand description

Represents a generic commodity instrument.

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§id: InstrumentId

The instrument ID.

§raw_symbol: Symbol

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

§asset_class: AssetClass

The asset class of the commodity.

§quote_currency: Currency

The quote currency.

§price_precision: u8

The price decimal precision.

§size_precision: u8

The trading size decimal precision.

§price_increment: Price

The minimum price increment (tick size).

§size_increment: Quantity

The minimum size increment.

§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.

§lot_size: Option<Quantity>

The rounded lot unit size (standard/board).

§max_quantity: Option<Quantity>

The maximum allowable order quantity.

§min_quantity: Option<Quantity>

The minimum allowable order quantity.

§max_notional: Option<Money>

The maximum allowable order notional value.

§min_notional: Option<Money>

The minimum allowable order notional value.

§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.

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impl Commodity

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pub fn build_checked( instrument_id: InstrumentId, raw_symbol: Symbol, asset_class: AssetClass, quote_currency: Currency, price_precision: u8, size_precision: u8, price_increment: Price, size_increment: Quantity, lot_size: Option<Quantity>, max_quantity: Option<Quantity>, min_quantity: Option<Quantity>, max_notional: Option<Money>, min_notional: Option<Money>, 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 Commodity instance.

Required fields are enforced at compile time; optional fields can be omitted and use the same defaults as checked construction. The same correctness checks run on build.

§Errors

Returns an error if any input validation fails.

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pub fn builder() -> CommodityBuildCheckedBuilder

Returns a fluent builder for a Commodity instance.

Required fields are enforced at compile time; optional fields can be omitted and use the same defaults as checked construction. The same correctness checks run on build.

§Errors

Returns an error if any input validation fails.

Trait Implementations§

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impl Clone for Commodity

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fn clone(&self) -> Commodity

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for Commodity

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

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for Commodity

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Eq for Commodity

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impl From<Commodity> for InstrumentAny

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fn from(v: Commodity) -> InstrumentAny

Converts to this type from the input type.
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impl Hash for Commodity

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

Feeds this value into the given Hasher. Read more
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fn hash_slice<H>(data: &[Self], state: &mut H)
where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher. Read more
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impl Instrument for Commodity

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

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fn into_any(self) -> InstrumentAny

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fn id(&self) -> InstrumentId

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fn raw_symbol(&self) -> Symbol

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fn asset_class(&self) -> AssetClass

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fn instrument_class(&self) -> InstrumentClass

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fn allows_negative_price(&self) -> bool

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

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

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fn quote_currency(&self) -> Currency

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fn settlement_currency(&self) -> Currency

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

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

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

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

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

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

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fn is_inverse(&self) -> bool

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fn price_precision(&self) -> u8

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fn size_precision(&self) -> u8

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fn price_increment(&self) -> Price

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fn size_increment(&self) -> Quantity

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fn multiplier(&self) -> Quantity

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

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

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

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

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

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

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

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fn margin_init(&self) -> Decimal

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fn margin_maint(&self) -> Decimal

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fn maker_fee(&self) -> Decimal

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fn taker_fee(&self) -> Decimal

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fn ts_event(&self) -> UnixNanos

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fn ts_init(&self) -> UnixNanos

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

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fn symbol(&self) -> Symbol

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fn venue(&self) -> Venue

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fn cost_currency(&self) -> Currency

Panics Read more
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fn strategy_type(&self) -> Option<Ustr>

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fn has_expiration(&self) -> bool

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fn is_quanto(&self) -> bool

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fn min_price_increment_precision(&self) -> u8

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fn min_size_increment_precision(&self) -> u8

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

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

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

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

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

Returns price rebuilt with the instrument precision when it is on the price grid. Read more
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fn try_make_qty_from_decimal( &self, value: Decimal, round_down: Option<bool>, ) -> Result<Quantity>

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

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

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

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

Returns quantity rebuilt with the instrument precision when it is on the size grid. Read more
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fn try_calculate_base_quantity( &self, quantity: Quantity, last_price: Price, ) -> Result<Quantity>

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

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

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

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

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

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

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impl PartialEq for Commodity

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

Equality operator ==. Read more
1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more
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impl Serialize for Commodity

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

Serialize this value into the given Serde serializer. Read more
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impl TryInto<Commodity> for InstrumentAny

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type Error = &'static str

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<Commodity, <Self as TryInto<Commodity>>::Error>

Performs the conversion.

Auto Trait Implementations§

Blanket Implementations§

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impl<T> Allocation for T
where T: RefUnwindSafe + Send + Sync,

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
where ST: ?Sized, DT: ?Sized,

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impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
where ST: ?Sized, DT: ?Sized,

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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

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impl<Q, K> Equivalent<K> for Q
where Q: Eq + ?Sized, K: Borrow<Q> + ?Sized,

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fn equivalent(&self, key: &K) -> bool

Checks if this value is equivalent to the given key. Read more
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impl<Q, K> Equivalent<K> for Q
where Q: Eq + ?Sized, K: Borrow<Q> + ?Sized,

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fn equivalent(&self, key: &K) -> bool

Compare self to key and return true if they are equal.
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impl<Q, K> Equivalent<K> for Q
where Q: Eq + ?Sized, K: Borrow<Q> + ?Sized,

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fn equivalent(&self, key: &K) -> bool

Checks if this value is equivalent to the given key. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> Read<Exclusive, BecauseExclusive> for T
where T: ?Sized,

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impl<T> Same for T

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type Output = T

Should always be Self
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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = !

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, !>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.