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SlippageModel

quantwave_backtest

Trait SlippageModel 

Source 
pub trait SlippageModel:
    Send
    + Sync
    + Debug {
    // Required method
    fn apply(
        &self,
        price: f64,
        quantity: f64,
        is_buy: bool,
        adv: Option<f64>,
    ) -> f64;
}
Expand description

Pluggable slippage model (n1yc.2/3).

Required Methods§

Source

fn apply( &self, price: f64, quantity: f64, is_buy: bool, adv: Option<f64>, ) -> f64

Dyn Compatibility§

This trait is dyn compatible.

In older versions of Rust, dyn compatibility was called "object safety".

Implementors§