Struct PineFills 

pub struct PineFills {
    pub slippage: f64,
    pub mintick: f64,
}

TradingView’s default assumptions:

• a market order fills at the bar’s open;
• a limit fills if the bar’s range reaches its price, at the better of the limit and the open (a gap through the limit fills at the open);
• a stop fills if the bar’s range reaches its price, at the worse of the stop and the open (a gap through the stop fills at the open);
• slippage moves the fill slippage ticks against the order.

Fields

slippage: f64

Ticks of slippage applied against the order’s direction.

mintick: f64

Tick size, so slippage is a price. Zero disables slippage.

Trait Implementations

impl Clone for PineFills

fn clone(&self) -> PineFills

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for PineFills

impl Debug for PineFills

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

Formats the value using the given formatter.

impl Default for PineFills

fn default() -> PineFills

Returns the “default value” for a type.

impl FillModel for PineFills

fn fill(&self, order: &Order, bar: &Bar) -> Option<f64>