Struct MarketEntrySizingAudit

Source

pub struct MarketEntrySizingAudit {Show 14 fields
    pub action_id: String,
    pub trade_id: Option<String>,
    pub configured_basis: MarketEntrySizingBasis,
    pub applied_basis: MarketEntrySizingBasis,
    pub fallback_to_fill: bool,
    pub original_signal_price: Option<f64>,
    pub sizing_reference_price: f64,
    pub execution_price: f64,
    pub protective_stop: Option<f64>,
    pub requested_account_risk: Option<f64>,
    pub native_loss_per_lot: Option<f64>,
    pub account_loss_per_lot: Option<f64>,
    pub final_lot: f64,
    pub levels_crossed_at_fill: Vec<String>,
}

Expand description

Sizing inputs and outputs recorded for one successfully executed market entry.

Fields§

§action_id: String§trade_id: Option<String>§configured_basis: MarketEntrySizingBasis§applied_basis: MarketEntrySizingBasis§fallback_to_fill: bool§original_signal_price: Option<f64>§sizing_reference_price: f64§execution_price: f64§protective_stop: Option<f64>§requested_account_risk: Option<f64>§native_loss_per_lot: Option<f64>§account_loss_per_lot: Option<f64>§final_lot: f64§levels_crossed_at_fill: Vec<String>

Signal levels already crossed by the execution price at fill time. Empty when every attached level was on its protective side.

MarketEntrySizingAudit

Struct MarketEntrySizingAudit Copy item path

Fields§

Trait Implementations§

impl Clone for MarketEntrySizingAudit

fn clone(&self) -> Self

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

impl Debug for MarketEntrySizingAudit

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

impl<'de> Deserialize<'de> for MarketEntrySizingAudit

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

impl PartialEq for MarketEntrySizingAudit

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

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

impl Serialize for MarketEntrySizingAudit

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

impl StructuralPartialEq for MarketEntrySizingAudit

Auto Trait Implementations§

impl Freeze for MarketEntrySizingAudit

impl RefUnwindSafe for MarketEntrySizingAudit

impl Send for MarketEntrySizingAudit

impl Sync for MarketEntrySizingAudit

impl Unpin for MarketEntrySizingAudit

impl UnsafeUnpin for MarketEntrySizingAudit

impl UnwindSafe for MarketEntrySizingAudit

Blanket Implementations§

impl<T> Any for Twhere T: 'static + ?Sized,

fn type_id(&self) -> TypeId

impl<T> Borrow<T> for Twhere T: ?Sized,

fn borrow(&self) -> &T

impl<T> BorrowMut<T> for Twhere T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

impl<T> CloneToUninit for Twhere T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

impl<T> DeserializeOwned for Twhere T: for<'de> Deserialize<'de>,

impl<T> From<T> for T

fn from(t: T) -> T

impl<T, U> Into<U> for Twhere U: From<T>,

fn into(self) -> U

impl<T> ToOwned for Twhere T: Clone,

type Owned = T

fn to_owned(&self) -> T

fn clone_into(&self, target: &mut T)

impl<T, U> TryFrom<U> for Twhere U: Into<T>,

type Error = !

fn try_from(value: U) -> Result<T, !>

impl<T, U> TryInto<U> for Twhere U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

impl<V, T> VZip<V> for Twhere V: MultiLane<T>,

fn vzip(self) -> V

Struct MarketEntrySizingAudit

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where __D: Deserializer<'de>,

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

impl<T> Any for T
where T: 'static + ?Sized,

impl<T> Borrow<T> for T
where T: ?Sized,

impl<T> BorrowMut<T> for T
where T: ?Sized,

impl<T> CloneToUninit for T
where T: Clone,

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

impl<T, U> Into<U> for T
where U: From<T>,

impl<T> ToOwned for T
where T: Clone,

impl<T, U> TryFrom<U> for T
where U: Into<T>,

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

impl<V, T> VZip<V> for T
where V: MultiLane<T>,