Enum FeeModelConfig 

pub enum FeeModelConfig {
    Zero(ZeroFeeModel),
    PerContract(PerContractFeeModel),
    Percentage(PercentageFeeModel),
}

Enum-dispatched fee model for use in types that require Clone, PartialEq, Serialize, and Deserialize (e.g. InstrumentState).

Prefer this over Box<dyn FeeModel> when the field must be part of a derived serde struct. Defaults to ZeroFeeModel.

Double-counting warning

Only enable a non-Zero fee model when the ExecutionClient reports Trade.fees.fees = 0 for fills (i.e., commission is not already embedded in fill reports). If the client already includes fees in fees.fees and a fee model is also active, fees will be counted twice.

Variants

• Zero: No fees (backtests where fees are excluded).
• PerContract: Flat per-contract commission (options).
• Percentage: Percentage of notional (spot/futures).

Variants

Zero(ZeroFeeModel)

PerContract(PerContractFeeModel)

Percentage(PercentageFeeModel)

Trait Implementations

impl Clone for FeeModelConfig

fn clone(&self) -> FeeModelConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for FeeModelConfig

impl Debug for FeeModelConfig

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

Formats the value using the given formatter.

impl Default for FeeModelConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for FeeModelConfig

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for FeeModelConfig

impl FeeModel for FeeModelConfig

fn compute_fee( &self, price: Decimal, quantity: Decimal, contract_size: Decimal, ) -> Decimal

impl Hash for FeeModelConfig

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 FeeModelConfig

fn cmp(&self, other: &FeeModelConfig) -> 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.

impl PartialEq for FeeModelConfig

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl PartialOrd for FeeModelConfig

fn partial_cmp(&self, other: &FeeModelConfig) -> 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 FeeModelConfig

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 FeeModelConfig