rustrade_execution::exchange::mock::request

Struct MarketPrices

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>

MarketPrices

Struct MarketPrices Copy item path

Fields§

Trait Implementations§

impl Clone for MarketPrices

fn clone(&self) -> MarketPrices

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

impl Debug for MarketPrices

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

impl Default for MarketPrices

fn default() -> MarketPrices

impl Copy for MarketPrices

Auto Trait Implementations§

impl Freeze for MarketPrices

impl RefUnwindSafe for MarketPrices

impl Send for MarketPrices

impl Sync for MarketPrices

impl Unpin for MarketPrices

impl UnsafeUnpin for MarketPrices

impl UnwindSafe for MarketPrices

Blanket Implementations§

impl<T> Any for Twhere T: 'static + ?Sized,

fn type_id(&self) -> TypeId

impl<T> Borrow<T> for Twhere T: ?Sized,

fn borrow(&self) -> &T

impl<T> BorrowMut<T> for Twhere T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

impl<T> CloneToUninit for Twhere T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

impl<T> From<T> for T

fn from(t: T) -> T

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

fn in_current_span(self) -> Instrumented<Self>

impl<T, U> Into<U> for Twhere U: From<T>,

fn into(self) -> U

impl<T> IntoEither for T

fn into_either(self, into_left: bool) -> Either<Self, Self>

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>where F: FnOnce(&Self) -> bool,

impl<T> PolicyExt for Twhere T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>where T: Policy<B, E>, P: Policy<B, E>,

fn or<P, B, E>(self, other: P) -> Or<T, P>where T: Policy<B, E>, P: Policy<B, E>,

impl<T> Same for T

type Output = T

impl<T> ToOwned for Twhere T: Clone,

type Owned = T

fn to_owned(&self) -> T

fn clone_into(&self, target: &mut T)

impl<T, U> TryFrom<U> for Twhere U: Into<T>,

type Error = Infallible

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

impl<T, U> TryInto<U> for Twhere U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

impl<V, T> VZip<V> for Twhere V: MultiLane<T>,

fn vzip(self) -> V

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>where S: Into<Dispatch>,

fn with_current_subscriber(self) -> WithDispatch<Self>

Struct MarketPrices

impl<T> Any for T
where T: 'static + ?Sized,

impl<T> Borrow<T> for T
where T: ?Sized,

impl<T> BorrowMut<T> for T
where T: ?Sized,

impl<T> CloneToUninit for T
where T: Clone,

impl<T, U> Into<U> for T
where U: From<T>,

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

impl<T> PolicyExt for T
where T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

impl<T> ToOwned for T
where T: Clone,

impl<T, U> TryFrom<U> for T
where U: Into<T>,

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,