Enum CashFlowKind 

#[non_exhaustive]
pub enum CashFlowKind {
    Funding {
        rate: Option<Decimal>,
        position_quantity: Option<Decimal>,
    },
    BorrowFee {
        rate: Option<Decimal>,
        quantity: Option<Decimal>,
    },
    MarginInterest {
        rate: Option<Decimal>,
        principal: Option<Decimal>,
        timing: Option<InterestTiming>,
    },
    Financing {
        rate: Option<Decimal>,
        notional: Option<Decimal>,
    },
    Rebate,
    Other(String),
}

What a CashFlow is for.

Each variant carries the venue’s own figures where it reports them, and None where it does not.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

Funding

A perpetual’s funding payment, paid or received on a position held at a funding time.

Fields

rate: Option<Decimal>

The funding rate the payment was charged at, per funding interval, in the venue’s sign convention.

position_quantity: Option<Decimal>

The signed position the payment was charged on: positive long, negative short.

BorrowFee

A fee for borrowing a security to sell it short.

Fields

rate: Option<Decimal>

The fee rate charged, as the venue quotes it: usually annualised.

quantity: Option<Decimal>

The quantity borrowed that the fee was charged on.

MarginInterest

Interest on borrowed cash or assets.

Fields

rate: Option<Decimal>

The interest rate charged, as its source quotes it: per the venue’s own period from a live venue (daily from Binance), annualised from the simulated venue’s PeriodicMarginInterest.

principal: Option<Decimal>

The amount borrowed that the interest was charged on.

timing: Option<InterestTiming>

When in the loan’s life the charge falls, where the venue says.

Financing

The financing of a leveraged position held past a venue’s daily cutoff, such as a CFD’s overnight financing.

Charged on the position rather than on a loan: a long and a short in one instrument are charged at different rates, and a short may receive rather than pay. Interest on a loan of cash or assets is MarginInterest.

Fields

rate: Option<Decimal>

The financing rate charged, as the venue quotes it: usually annualised.

notional: Option<Decimal>

The notional value of the position the financing was charged on.

Rebate

A rebate paid to the account, such as on cash collateral for a short sale.

Other(String)

A flow of a kind no other variant names, with the venue’s own name for it.

Trait Implementations

impl Clone for CashFlowKind

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CashFlowKind

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for CashFlowKind

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for CashFlowKind

impl Hash for CashFlowKind

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 PartialEq for CashFlowKind

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for CashFlowKind

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 CashFlowKind