Struct ExecutionPricer 

pub struct ExecutionPricer { /* private fields */ }

Pure execution-price calculator configured by an ExecutionModel.

Implementations

impl ExecutionPricer

pub const fn new(model: ExecutionModel) -> Self

pub const fn model(&self) -> ExecutionModel

pub fn validate_quote(quote: &PriceQuote) -> ExecutionResult<()>

Validate a quote independently of pricing it.

pub fn price( &self, purpose: FillPurpose, side: Side, quote: &PriceQuote, requested_price: Option<f64>, pip_size: f64, ) -> ExecutionResult<ExecutionFill>

Price one fill. Market purposes ignore requested_price; all other purposes require it.

pub fn market_entry( &self, side: Side, quote: &PriceQuote, pip_size: f64, ) -> ExecutionResult<ExecutionFill>

pub fn market_exit( &self, side: Side, quote: &PriceQuote, pip_size: f64, ) -> ExecutionResult<ExecutionFill>

pub fn limit_entry( &self, side: Side, quote: &PriceQuote, limit_price: f64, pip_size: f64, ) -> ExecutionResult<ExecutionFill>

pub fn stop_entry( &self, side: Side, quote: &PriceQuote, stop_price: f64, pip_size: f64, ) -> ExecutionResult<ExecutionFill>

pub fn stop_loss( &self, side: Side, quote: &PriceQuote, stop_price: f64, pip_size: f64, ) -> ExecutionResult<ExecutionFill>

pub fn take_profit( &self, side: Side, quote: &PriceQuote, target_price: f64, pip_size: f64, ) -> ExecutionResult<ExecutionFill>

Trait Implementations

impl Clone for ExecutionPricer

fn clone(&self) -> ExecutionPricer

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for ExecutionPricer

impl Debug for ExecutionPricer

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

Formats the value using the given formatter.

impl Default for ExecutionPricer

fn default() -> Self

Returns the “default value” for a type.

impl PartialEq for ExecutionPricer

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for ExecutionPricer