Enum Liquidity 

pub enum Liquidity {
    Taker,
    Maker,
}

Which side of the trade a fill was on: the one that supplied liquidity, or the one that took it.

Venues price these differently, and usually by a wide margin — a maker rebate against a taker fee is the whole economics of quoting. A fee model that cannot tell them apart charges the taker rate for everything, which systematically overstates the cost of exactly the strategies that rest orders in order to earn the maker side.

Variants

Taker

The fill took liquidity already resting on the book: a market order, or a limit order marketable on arrival. The default, because it is the conservative assumption — a model that guesses wrong this way overstates costs rather than inventing profit.

Maker

The fill supplied liquidity: an order that rested on the book and was matched by someone else’s incoming order.

Trait Implementations

impl Clone for Liquidity

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for Liquidity

impl Debug for Liquidity

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

Formats the value using the given formatter.

impl Default for Liquidity

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for Liquidity

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for Liquidity

impl Hash for Liquidity

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl Ord for Liquidity

fn cmp(&self, other: &Self) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

fn clamp_to<R>(self, range: R) -> Self

where Self: Sized, R: ClampBounds<Self>,

🔬This is a nightly-only experimental API. (clamp_to)

Restrict a value to a certain range.

impl PartialEq for Liquidity

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

Equality operator ==.

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

Inequality operator !=.

impl PartialOrd for Liquidity

fn partial_cmp(&self, other: &Self) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

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

Tests less than (for self and other) and is used by the < operator.

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

Tests less than or equal to (for self and other) and is used by the <= operator.

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

Tests greater than (for self and other) and is used by the > operator.

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

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl Serialize for Liquidity

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for Liquidity