Enum ExecutionModel 

pub enum ExecutionModel {
    Simple(CostModel),
    HighFidelity {
        commission: BpsCommissionModel,
        slippage: SquareRootMarketImpactSlippage,
    },
}

Execution model config (n1yc.2/3). Supports simple + high-fidelity with realistic models.

Variants

Simple(CostModel)

HighFidelity

Fields

commission: BpsCommissionModel

slippage: SquareRootMarketImpactSlippage

Implementations

impl ExecutionModel

pub fn commission_for(&self, qty: f64, px: f64) -> f64

pub fn slippage_price( &self, price: f64, qty: f64, is_buy: bool, adv: Option<f64>, ) -> f64

Trait Implementations

impl Clone for ExecutionModel

fn clone(&self) -> ExecutionModel

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ExecutionModel

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

Formats the value using the given formatter.

impl Default for ExecutionModel

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for ExecutionModel

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for ExecutionModel

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

where __S: Serializer,

Serialize this value into the given Serde serializer.