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MarketPrices

rustrade_execution::exchange::mock::request

Struct MarketPrices 

Source 
pub struct MarketPrices {
    pub best_bid: Option<Decimal>,
    pub best_ask: Option<Decimal>,
    pub last_price: Option<Decimal>,
}
Expand description

Market price snapshot passed alongside an order request so the FillModel can compute a realistic fill price.

All fields are optional. When a field is None the fill model falls back to the next available price (see each FillModel implementation for exact semantics).

The standard MockExecution client populates all fields as None (it has no market-data subscription). Downstream consumers that want realistic slippage should construct a custom execution wrapper that injects current bid/ask/last prices before forwarding the request.

Fields§

§best_bid: Option<Decimal>§best_ask: Option<Decimal>§last_price: Option<Decimal>

Trait Implementations§

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impl Clone for MarketPrices

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fn clone(&self) -> MarketPrices

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Copy for MarketPrices

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impl Debug for MarketPrices

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

Formats the value using the given formatter. Read more
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impl Default for MarketPrices

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fn default() -> MarketPrices

Returns the “default value” for a type. Read more

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