Skip to main content

BotPatterns

Struct BotPatterns 

Source
pub struct BotPatterns {
    pub trades_sampled: usize,
    pub tape_note: Option<String>,
    pub findings: Vec<Finding>,
    pub bot_like_pct: Option<f64>,
    pub bot_like_volume_pct: Option<f64>,
    pub book_checked: bool,
}
Expand description

The bot-pattern result of one summary.

Fields§

§trades_sampled: usize

Trades the tape signals read (0 when there was no tape).

§tape_note: Option<String>

Why the tape signals did not run, when they did not.

§findings: Vec<Finding>

The signals found.

§bot_like_pct: Option<f64>

Share of the sampled trades, in percent, that a repeated-size or ping-pong signal covers. Reported only: it changes no volume figure.

§bot_like_volume_pct: Option<f64>

The same trades’ share of the sampled volume (price × quantity), in percent: many tiny bot trades can be little of the volume.

§book_checked: bool

True when a real exchange book was read for ladders.

Implementations§

Source§

impl BotPatterns

Source

pub fn share(&self) -> Option<String>

The share of the sampled trades, and of their volume, that a repeated-size or ping-pong signal marks as bot-made, when any is.

Source

pub fn format_text(&self) -> String

The report section: the signals in the trades, then those in the book, one line each under its group, then the share.

├── Bot Patterns · likely market-making bots
│  Trades            500 sampled
│  ! Jittered timer         90% of 499 gaps between trades are 32–58s (median 46s)
│  Book              top levels of each side
│  ! Bid ladder             9 levels falling 560.112 → 110.1101 at 0.01% steps
Source

pub fn evidence(&self) -> Vec<String>

Every finding on its own line (label: evidence), then the share, for a report that lists them.

Source

pub fn set_depth_cycles(&mut self, bid: &[(i64, f64)], ask: &[(i64, f64)])

Replaces the depth-cycle findings with those in bid and ask (time in ms, depth; one point per run, oldest first).

Source

pub fn check(&self) -> HealthCheck

The health check line: a count and the signals’ names, short enough for a list of checks; the evidence goes in its own section. Nothing found passes when the tape was read; with no tape and no book signal it does not apply.

Trait Implementations§

Source§

impl Clone for BotPatterns

Source§

fn clone(&self) -> Self

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
Source§

impl Debug for BotPatterns

Source§

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

Formats the value using the given formatter. Read more
Source§

impl PartialEq for BotPatterns

Source§

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

Equality operator ==. Read more
1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more
Source§

impl Serialize for BotPatterns

Source§

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

Serialize this value into the given Serde serializer. Read more
Source§

impl StructuralPartialEq for BotPatterns

Auto Trait Implementations§

Blanket Implementations§

Source§

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

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

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

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

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

Source§

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

Mutably borrows from an owned value. Read more
Source§

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

Source§

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
Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

Source§

impl<T> Instrument for T

Source§

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

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more
Source§

fn in_current_span(self) -> Instrumented<Self> ⓘ

Instruments this type with the current Span, returning an Instrumented wrapper. Read more
Source§

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

Source§

fn into(self) -> U

Calls U::from(self).

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

Source§

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

Source§

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

Create a new Policy that returns Action::Follow only if self and other return Action::Follow. Read more
Source§

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

Create a new Policy that returns Action::Follow if either self or other returns Action::Follow. Read more
Source§

impl<T> Same for T

Source§

type Output = T

Should always be Self
Source§

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

Source§

type Owned = T

The resulting type after obtaining ownership.
Source§

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
Source§

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

Uses borrowed data to replace owned data, usually by cloning. Read more
Source§

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

Source§

type Error = !

The type returned in the event of a conversion error.
Source§

fn try_from(value: U) -> Result<T, !>

Performs the conversion.
Source§

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

Source§

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

The type returned in the event of a conversion error.
Source§

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

Performs the conversion.
Source§

impl<T> WithSubscriber for T

Source§

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
Source§

fn with_current_subscriber(self) -> WithDispatch<Self> ⓘ

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