Struct OrderbookImpact 

pub struct OrderbookImpact {
    pub exchange_ts: Option<DateTime<Utc>>,
    pub openpx_ts: DateTime<Utc>,
    pub asset_id: String,
    pub size: f64,
    pub mid: Option<f64>,
    pub buy_avg_price: Option<f64>,
    pub buy_slippage_bps: Option<f64>,
    pub buy_fill_pct: f64,
    pub sell_avg_price: Option<f64>,
    pub sell_slippage_bps: Option<f64>,
    pub sell_fill_pct: f64,
}

Slippage curve at one requested size.

Fields

exchange_ts: Option<DateTime<Utc>>

Upstream snapshot time in UTC; null when not provided.

openpx_ts: DateTime<Utc>

Wall-clock time OpenPX served the response (UTC).

asset_id: String

Orderable asset id (e.g. "KXBTCD-25APR1517").

size: f64

Requested order size in contracts (e.g. 100.0).

mid: Option<f64>

Mid price as YES probability (e.g. 0.62).

buy_avg_price: Option<f64>

Average fill price hitting asks (e.g. 0.625).

buy_slippage_bps: Option<f64>

Buy-side slippage vs mid in basis points (e.g. 80.0).

buy_fill_pct: f64

Buy-side fill percentage in [0, 100] (e.g. 100.0).

sell_avg_price: Option<f64>

Average fill price hitting bids (e.g. 0.615).

sell_slippage_bps: Option<f64>

Sell-side slippage vs mid in basis points (e.g. 80.0).

sell_fill_pct: f64

Sell-side fill percentage in [0, 100] (e.g. 100.0).

Trait Implementations

impl Clone for OrderbookImpact

fn clone(&self) -> OrderbookImpact

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderbookImpact

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OrderbookImpact

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for OrderbookImpact

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

where __S: Serializer,

Serialize this value into the given Serde serializer.