Struct FutureQuoteConfigMsg 

pub struct FutureQuoteConfigMsg {
    pub signal_latency_ms: i64,
    pub slippage_pips: f64,
    pub stale_quote_after_ms: Option<i64>,
    pub pnl_epsilon: f64,
    pub account_currency: String,
    pub conversion_stale_after_ms: i64,
    pub mtm_output: MtmOutputPolicyMsg,
    pub market_entry_sizing_basis: MarketEntrySizingBasisMsg,
}

FutureQuoteV1 execution settings used by the backtest RPC methods.

Fields

signal_latency_ms: i64

slippage_pips: f64

stale_quote_after_ms: Option<i64>

pnl_epsilon: f64

account_currency: String

conversion_stale_after_ms: i64

mtm_output: MtmOutputPolicyMsg

market_entry_sizing_basis: MarketEntrySizingBasisMsg

Trait Implementations

impl Clone for FutureQuoteConfigMsg

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 FutureQuoteConfigMsg

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

Formats the value using the given formatter.

impl Default for FutureQuoteConfigMsg

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for FutureQuoteConfigMsg

where FutureQuoteConfigMsg: Default,

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for FutureQuoteConfigMsg

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

where __S: Serializer,

Serialize this value into the given Serde serializer.