Struct ShortabilityTable 

pub struct ShortabilityTable { /* private fields */ }

A ShortabilityProvider from per-instrument histories: each instrument’s Shortability as a step function of time, and the windows in which a short-sale restriction is in effect.

Missing data allows the short: an instrument with no entry, or a time before its first one, is Shortability::new, with nothing known, and an instrument is unrestricted outside its windows.

Implementations

impl ShortabilityTable

pub fn new() -> Self

An empty table, which allows every short.

pub fn with_shortability( self, instrument: InstrumentNameExchange, from: DateTime<Utc>, shortability: Shortability, ) -> Self

With instrument described by shortability from from until its next entry. An entry already at from is replaced. Entries may be added in any order.

pub fn with_short_sale_restriction( self, instrument: InstrumentNameExchange, from: DateTime<Utc>, until: DateTime<Utc>, ) -> Self

With a short-sale restriction on instrument from from, inclusive, until until, exclusive. Windows may overlap.

Panics

If until is not after from. Such a window would never be in effect, so it is refused rather than ignored: it means the data it came from has its instants reversed.

Trait Implementations

impl Clone for ShortabilityTable

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 ShortabilityTable

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

Formats the value using the given formatter.

impl Default for ShortabilityTable

fn default() -> Self

Returns the “default value” for a type.

impl ShortabilityProvider for ShortabilityTable

fn shortability( &self, instrument: &InstrumentNameExchange, time: DateTime<Utc>, ) -> Shortability

What the venue says about lending instrument at time.

fn short_sale_restricted( &self, instrument: &InstrumentNameExchange, time: DateTime<Utc>, ) -> bool

Whether a short-sale restriction is in effect on instrument at time, such as the SEC’s Rule 201 circuit breaker after a 10% fall, under which a short sale may not be priced at or below the best bid.