#[non_exhaustive]pub struct PositionBuilderRiskUnit {Show 16 fields
pub risk_unit: String,
pub mmr_bf: NumberString,
pub mmr: NumberString,
pub imr_bf: NumberString,
pub imr: NumberString,
pub upl: NumberString,
pub mr1: NumberString,
pub mr2: NumberString,
pub mr3: NumberString,
pub mr4: NumberString,
pub mr5: NumberString,
pub mr6: NumberString,
pub mr7: NumberString,
pub mr8: NumberString,
pub mr9: NumberString,
pub mr1_scenarios: Option<PositionBuilderMr1Scenarios>,
}Expand description
Risk unit info returned by position builder.
Fields (Non-exhaustive)§
This struct is marked as non-exhaustive
Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.risk_unit: StringRisk unit, e.g. BTC.
mmr_bf: NumberStringRisk unit MMR before volatility (USD). Returns "" if users don’t
pass in idxVol.
mmr: NumberStringRisk unit MMR (USD).
imr_bf: NumberStringRisk unit IMR before volatility (USD). Returns "" if users don’t
pass in idxVol.
imr: NumberStringRisk unit IMR (USD).
upl: NumberStringRisk unit UPL (USD).
mr1: NumberStringStress testing value of spot and volatility (all derivatives, and spot trading in spot-derivatives risk offset mode).
mr2: NumberStringStress testing value of time value of money (TVM) (for options).
mr3: NumberStringStress testing value of volatility span (for options).
mr4: NumberStringStress testing value of basis (for all derivatives).
mr5: NumberStringStress testing value of interest rate risk (for options).
mr6: NumberStringStress testing value of extremely volatile markets (for all derivatives, and spot trading in spot-derivatives risk offset mode).
mr7: NumberStringStress testing value of position reduction cost (for all derivatives).
mr8: NumberStringBorrowing MMR/IMR.
mr9: NumberStringUSDT-USDC-USD hedge risk.
mr1_scenarios: Option<PositionBuilderMr1Scenarios>MR1 scenario analysis.
Trait Implementations§
Source§impl Clone for PositionBuilderRiskUnit
impl Clone for PositionBuilderRiskUnit
Source§fn clone(&self) -> PositionBuilderRiskUnit
fn clone(&self) -> PositionBuilderRiskUnit
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read more