Enum PortfolioBlock 

pub enum PortfolioBlock {
    DailyLossHalt {
        net_pnl: f64,
        limit: f64,
    },
    MaxConcurrentPositions {
        open: u32,
        limit: u32,
    },
    GrossExposureCap {
        current: f64,
        additional: f64,
        limit: f64,
    },
}

Why PortfolioRisk::check_entry blocked a new entry.

Variants

DailyLossHalt

The account-wide daily loss limit is breached; halted until UTC rollover.

Fields

net_pnl: f64

Net realised PnL across the account.

limit: f64

The configured ceiling.

MaxConcurrentPositions

Already at the maximum number of concurrent open positions.

Fields

open: u32

How many symbols are currently open.

limit: u32

The configured ceiling.

GrossExposureCap

Adding this position would exceed the gross-exposure cap.

Fields

current: f64

Gross exposure already on the book.

additional: f64

Notional this entry would add.

limit: f64

The configured ceiling.

Trait Implementations

impl Clone for PortfolioBlock

fn clone(&self) -> PortfolioBlock

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PortfolioBlock

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

Formats the value using the given formatter.

impl Display for PortfolioBlock

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

Formats the value using the given formatter.

impl PartialEq for PortfolioBlock

fn eq(&self, other: &PortfolioBlock) -> 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 Copy for PortfolioBlock

impl StructuralPartialEq for PortfolioBlock