Struct InstrumentCosts 

pub struct InstrumentCosts {
    pub commission: Option<CommissionModel>,
    pub swap: Option<SwapSchedule>,
}

Complete cost specification for one instrument.

Fields

commission: Option<CommissionModel>

swap: Option<SwapSchedule>

Implementations

impl InstrumentCosts

pub fn is_empty(&self) -> bool

True when this specification can never produce a charge.

pub fn commission_for_fill( &self, side: Side, lots: f64, fill_price: f64, contract_size: f64, ) -> Option<CostCharge>

Signed commission for one fill of lots at fill_price.

contract_size is the number of quote-currency units moved by one full lot and one price unit, matching the multiplier the accounting path already applies to profit and loss.

pub fn swap_for_rollover( &self, side: Side, lots: f64, contract_size: f64, point_size: f64, nights: u32, ) -> Option<CostCharge>

Signed swap for holding lots across nights rollovers.

point_size is one price point for the instrument, normally 10^-digits. It is ignored when the schedule is expressed in account currency.

pub fn validate(&self) -> Result<(), CostValidationError>

Reject non-finite, negative, or out-of-range configuration before a run starts.

pub fn validate_against_account_currency( &self, account_currency: &str, ) -> Result<(), CostValidationError>

Reject account-currency costs that declare a different currency than the run.

pub fn requires_point_size(&self) -> bool

True when a point-denominated swap requires an instrument point size.

Trait Implementations

impl Clone for InstrumentCosts

fn clone(&self) -> InstrumentCosts

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for InstrumentCosts

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

Formats the value using the given formatter.

impl Default for InstrumentCosts

fn default() -> InstrumentCosts

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for InstrumentCosts

fn deserialize<__D>( __deserializer: __D, ) -> Result<InstrumentCosts, <__D as Deserializer<'de>>::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for InstrumentCosts

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for InstrumentCosts

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for InstrumentCosts