Enum AlgoStrategy 

pub enum AlgoStrategy {
    VWAP {
        start_time: String,
        end_time: String,
    },
    TWAP {
        start_time: String,
        end_time: String,
    },
    PercentOfVolume {
        participation_rate: f64,
    },
}

Algorithmic order strategy

Variants

VWAP

Volume-weighted average price

Fields

start_time: String

end_time: String

TWAP

Time-weighted average price

Fields

start_time: String

end_time: String

PercentOfVolume

Percentage of volume

Fields

participation_rate: f64

Trait Implementations

impl Clone for AlgoStrategy

fn clone(&self) -> AlgoStrategy

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for AlgoStrategy

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for AlgoStrategy

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for AlgoStrategy

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

where __S: Serializer,

Serialize this value into the given Serde serializer.