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InstrumentSpec

Struct InstrumentSpec 

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pub struct InstrumentSpec {
    pub asset_class: AssetClass,
    pub contract_value: f64,
    pub tick_size: f64,
    pub lot_size: f64,
    pub min_notional: f64,
}
Expand description

Exchange/asset metadata for one instrument.

Used by the framework to round prices/quantities to the venue’s increments, enforce a minimum order notional, and apply class-aware rules. Adapters that expose no metadata get a permissive default (see ExchangeClient::instrument_spec), which preserves today’s behaviour.

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§asset_class: AssetClass

Broad asset class.

§contract_value: f64

Base-asset units per one contract (e.g. 0.001 BTC for XBTUSDTM); 1.0 for spot. Subsumes the older ExchangeClient::contract_value.

§tick_size: f64

Minimum price increment (tick). 0.0 ⇒ unknown / unconstrained.

§lot_size: f64

Minimum quantity increment (lot), in contracts. 0.0 ⇒ unknown; futures are typically whole contracts (1.0).

§min_notional: f64

Minimum order notional in quote currency. 0.0 ⇒ no minimum.

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impl InstrumentSpec

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pub const fn spot_default() -> InstrumentSpec

A permissive spot default: 1:1 contract value, no tick/lot/min-notional constraints. Appropriate when an adapter exposes no metadata.

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pub const fn from_contract_value(contract_value: f64) -> InstrumentSpec

A futures-contract spec from a known contract_value, with no other constraints. Backs the blanket ExchangeClient::instrument_spec default so an adapter that only overrides contract_value still gets a correct (if minimal) spec.

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pub fn round_price(&self, price: f64) -> f64

Round a price to the nearest valid tick. No-op when tick_size <= 0.

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pub fn round_qty_down(&self, qty: f64) -> f64

Round a quantity down to the nearest valid lot — down so a sized order never exceeds the intended risk. No-op when lot_size <= 0.

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pub fn meets_min_notional(&self, notional: f64) -> bool

Does notional (quote currency) meet the minimum order notional? Always true when min_notional is 0.0.

Trait Implementations§

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impl Clone for InstrumentSpec

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fn clone(&self) -> InstrumentSpec

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

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

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impl Debug for InstrumentSpec

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

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

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fn default() -> InstrumentSpec

Returns the “default value” for a type. Read more
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impl<'de> Deserialize<'de> for InstrumentSpec

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fn deserialize<__D>( __deserializer: __D, ) -> Result<InstrumentSpec, <__D as Deserializer<'de>>::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl PartialEq for InstrumentSpec

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

Tests for self and other values to be equal, and is used by ==.
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fn ne(&self, other: &Rhs) -> bool

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

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fn serialize<__S>( &self, __serializer: __S, ) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more
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impl StructuralPartialEq for InstrumentSpec

Auto Trait Implementations§

Blanket Implementations§

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

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T> Instrument for T

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

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more
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fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more
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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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impl<T> WithSubscriber for T

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

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more
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fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more