Struct L1 

pub struct L1 {
    pub lmp: Option<u64>,
    pub bid_head: Option<u64>,
    pub ask_head: Option<u64>,
    pub limit_buy_slippage_limit: Option<u64>,
    pub limit_sell_slippage_limit: Option<u64>,
    pub market_buy_slippage_limit: Option<u64>,
    pub market_sell_slippage_limit: Option<u64>,
}

Fields

lmp: Option<u64>

Last match price

bid_head: Option<u64>

Head of the bid list

ask_head: Option<u64>

Head of the ask list

limit_buy_slippage_limit: Option<u64>

Slippage limit for limit buy orders in 8 decimals

limit_sell_slippage_limit: Option<u64>

Slippage limit for limit sell orders in 8 decimals

market_buy_slippage_limit: Option<u64>

Slippage limit for market buy orders in 8 decimals

market_sell_slippage_limit: Option<u64>

Slippage limit for market sell orders in 8 decimals

Implementations

impl L1

pub fn new() -> Self

pub fn new_with_slippage( lmp: Option<u64>, bid_head: Option<u64>, ask_head: Option<u64>, limit_buy_slippage_limit: Option<u64>, limit_sell_slippage_limit: Option<u64>, market_buy_slippage_limit: Option<u64>, market_sell_slippage_limit: Option<u64>, ) -> Self

pub fn ask_head(&self) -> Option<u64>

pub fn bid_head(&self) -> Option<u64>

pub fn lmp(&self) -> Option<u64>

pub fn set_lmp(&mut self, price: u64)

pub fn set_ask_head(&mut self, price: u64)

pub fn set_bid_head(&mut self, price: u64)

pub fn set_limit_buy_slippage_limit(&mut self, slippage_limit: Option<u64>)

Set the slippage limit for limit buy orders

pub fn set_limit_sell_slippage_limit(&mut self, slippage_limit: Option<u64>)

Set the slippage limit for limit sell orders

pub fn set_market_buy_slippage_limit(&mut self, slippage_limit: Option<u64>)

Set the slippage limit for market buy orders

pub fn set_market_sell_slippage_limit(&mut self, slippage_limit: Option<u64>)

Set the slippage limit for market sell orders

pub fn det_limit_sell_make_price( &self, lp: u64, bid_head: u64, ask_head: u64, spread: u32, ) -> u64

Determine the maker price for a limit sell order This function calculates the price at which a limit sell order should be placed as a maker order based on current market conditions, limit price, and spread.

• lp: Limit price specified by the user
• bid_head: Current best bid price (0 if no bids)
• ask_head: Current best ask price (0 if no asks)
• spread: Spread in basis points (10000 = 100%)
• Returns the calculated maker price and lmp tuple

pub fn det_limit_buy_make_price( &self, lp: u64, bid_head: u64, ask_head: u64, spread: u32, ) -> u64

Determine the maker price for a limit buy order This function calculates the price at which a limit buy order should be placed as a maker order based on current market conditions, limit price, and spread.

• lp: Limit price specified by the user
• bid_head: Current best bid price (0 if no bids)
• ask_head: Current best ask price (0 if no asks)
• spread: Spread in basis points (10000 = 100%)
• Returns the calculated maker price and lmp tuple

pub fn det_market_buy_make_price( &self, bid_head: u64, ask_head: u64, spread: u32, ) -> u64

Determine the maker price for a market buy order This function calculates the price at which a market buy order should be placed as a maker order based on current market conditions (bid_head, ask_head, lmp) and spread.

• bid_head: Current best bid price (0 if no bids)
• ask_head: Current best ask price (0 if no asks)
• spread: Spread in basis points (10000 = 100%)
• Returns the calculated maker price

pub fn det_market_sell_make_price( &self, bid_head: u64, ask_head: u64, spread: u32, ) -> u64

Determine the maker price for a market sell order This function calculates the price at which a market sell order should be placed as a maker order based on current market conditions (bid_head, ask_head, lmp) and spread.

• bid_head: Current best bid price (0 if no bids)
• ask_head: Current best ask price (0 if no asks)
• spread: Spread in basis points (10000 = 100%)
• Returns the calculated maker price (minimum 1 to prevent zero price)

Trait Implementations

impl Clone for L1

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for L1

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

Formats the value using the given formatter.

impl Default for L1

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for L1

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for L1

impl PartialEq for L1

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for L1

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for L1