Enum Leg 

pub enum Leg {
    Option(Box<Position>),
    Spot(SpotPosition),
    Future(FuturePosition),
    Perpetual(PerpetualPosition),
}

Represents different types of legs in a trading strategy.

This enum provides a unified interface for handling various instrument types in multi-leg strategies, enabling strategies like Covered Call (spot + option), Cash & Carry (spot + perpetual), and other combinations.

Variants

• Option - Standard option position (Call or Put)
• Spot - Direct ownership of underlying asset
• Future - Exchange-traded futures contract
• Perpetual - Crypto perpetual swap contract

Variants

Option(Box<Position>)

Standard option position (Call/Put).

Spot(SpotPosition)

Spot/underlying asset position.

Future(FuturePosition)

Exchange-traded futures contract.

Perpetual(PerpetualPosition)

Crypto perpetual swap contract.

Implementations

impl Leg

pub fn option(position: Position) -> Self

Creates a new option leg from a Position.

pub fn spot(position: SpotPosition) -> Self

Creates a new spot leg from a SpotPosition.

pub fn future(position: FuturePosition) -> Self

Creates a new future leg from a FuturePosition.

pub fn perpetual(position: PerpetualPosition) -> Self

Creates a new perpetual leg from a PerpetualPosition.

pub fn is_option(&self) -> bool

Returns true if this is an option leg.

pub fn is_spot(&self) -> bool

Returns true if this is a spot leg.

pub fn is_future(&self) -> bool

Returns true if this is a future leg.

pub fn is_perpetual(&self) -> bool

Returns true if this is a perpetual leg.

pub fn is_linear(&self) -> bool

Returns true if this is a linear instrument (spot, future, perpetual).

Linear instruments have constant delta and zero gamma.

pub fn is_derivative(&self) -> bool

Returns true if this is a derivative (option, future, perpetual).

pub fn is_margined(&self) -> bool

Returns true if this leg has margin requirements.

pub fn has_expiration(&self) -> bool

Returns true if this leg has an expiration date.

pub fn as_option(&self) -> Option<&Position>

Returns the underlying option position if this is an Option leg.

pub fn as_spot(&self) -> Option<&SpotPosition>

Returns the underlying spot position if this is a Spot leg.

pub fn as_future(&self) -> Option<&FuturePosition>

Returns the underlying future position if this is a Future leg.

pub fn as_perpetual(&self) -> Option<&PerpetualPosition>

Returns the underlying perpetual position if this is a Perpetual leg.

pub fn as_option_mut(&mut self) -> Option<&mut Position>

Returns a mutable reference to the underlying option position.

pub fn as_spot_mut(&mut self) -> Option<&mut SpotPosition>

Returns a mutable reference to the underlying spot position.

pub fn as_future_mut(&mut self) -> Option<&mut FuturePosition>

Returns a mutable reference to the underlying future position.

pub fn as_perpetual_mut(&mut self) -> Option<&mut PerpetualPosition>

Returns a mutable reference to the underlying perpetual position.

pub fn leg_type_name(&self) -> &'static str

Returns a string describing the leg type.

Trait Implementations

impl Clone for Leg

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl ComposeSchema for Leg

fn compose(generics: Vec<RefOr<Schema>>) -> RefOr<Schema>

impl Debug for Leg

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Leg

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for Leg

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

Formats the value using the given formatter.

impl From<FuturePosition> for Leg

fn from(position: FuturePosition) -> Self

Converts to this type from the input type.

impl From<PerpetualPosition> for Leg

fn from(position: PerpetualPosition) -> Self

Converts to this type from the input type.

impl From<Position> for Leg

fn from(position: Position) -> Self

Converts to this type from the input type.

impl From<SpotPosition> for Leg

fn from(position: SpotPosition) -> Self

Converts to this type from the input type.

impl LegAble for Leg

fn notional_value(&self, price: Positive) -> Result<Positive, PositionError>

Notional value at price. An option leg covers quantity × contract_size units of the underlying, so its notional is that size times price; the other legs keep quantity × price.

Errors

Returns PositionError::PositiveError when the product leaves the Positive range (#788).

fn get_symbol(&self) -> &str

Returns the symbol/ticker of the underlying instrument.

fn get_quantity(&self) -> Positive

Returns the position quantity in the leg’s native unit (#830).

fn get_side(&self) -> Side

Returns the position side (Long or Short).

fn pnl_at_price(&self, price: Positive) -> Result<Decimal, PositionError>

Calculates the profit/loss at a given price.

fn total_cost(&self) -> Result<Positive, PositionError>

Returns the total cost to establish this position.

fn fees(&self) -> Result<Positive, PositionError>

Returns the total fees associated with this position.

fn is_long(&self) -> bool

Checks if this is a long position.

fn is_short(&self) -> bool

Checks if this is a short position.

impl PartialEq for Leg

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for Leg

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 Leg

impl ToSchema for Leg

fn name() -> Cow<'static, str>

Return name of the schema.

fn schemas(schemas: &mut Vec<(String, RefOr<Schema>)>)

Implement reference utoipa::openapi::schema::Schemas for this type.