RiskContext

tesser_execution

Struct RiskContext

pub struct RiskContext {Show 14 fields
    pub symbol: Symbol,
    pub exchange: ExchangeId,
    pub signed_position_qty: Quantity,
    pub portfolio_equity: Price,
    pub exchange_equity: Price,
    pub last_price: Price,
    pub liquidate_only: bool,
    pub instrument_kind: Option<InstrumentKind>,
    pub base_asset: AssetId,
    pub quote_asset: AssetId,
    pub settlement_asset: AssetId,
    pub base_available: Quantity,
    pub quote_available: Quantity,
    pub settlement_available: Quantity,
}

Expand description

Context passed to risk checks describing current exposure state.

Fields§

§symbol: Symbol

Symbol used to construct risk metadata.

§exchange: ExchangeId

Venue that will carry the exposure.

§signed_position_qty: Quantity

Signed quantity of the current open position (long positive, short negative).

§portfolio_equity: Price

Total current portfolio equity.

§exchange_equity: Price

Equity scoped to the symbol’s exchange.

§last_price: Price

Last known price for the signal’s symbol.

§liquidate_only: bool

When true, only exposure-reducing orders are allowed.

§instrument_kind: Option<InstrumentKind>

Instrument kind, if metadata is available.

§base_asset: AssetId

Base asset tracked for solvency checks.

§quote_asset: AssetId

Quote asset tracked for solvency checks.

§settlement_asset: AssetId

Settlement asset for derivatives.

§base_available: Quantity

Available base asset quantity on the venue.

§quote_available: Quantity

Available quote asset quantity on the venue.

§settlement_available: Quantity

Available settlement asset quantity on the venue.

Trait Implementations§

impl Clone for RiskContext

fn clone(&self) -> RiskContext

Returns a duplicate of the value. Read more

1.0.0 · Source§

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

Performs copy-assignment from source. Read more

impl Debug for RiskContext

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

Formats the value using the given formatter. Read more

impl Default for RiskContext

fn default() -> RiskContext

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

impl Copy for RiskContext

Auto Trait Implementations§

impl Freeze for RiskContext

impl RefUnwindSafe for RiskContext

impl Send for RiskContext

impl Sync for RiskContext

impl Unpin for RiskContext

impl UnwindSafe for RiskContext

Blanket Implementations§

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

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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

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

Mutably borrows from an owned value. Read more

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

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

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> Instrument for T

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

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

fn in_current_span(self) -> Instrumented<Self>

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

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

fn into(self) -> U

Calls U::from(self).

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

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

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

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

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

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

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

type Error = Infallible

The type returned in the event of a conversion error.

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

Performs the conversion.

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

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

The type returned in the event of a conversion error.

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

Performs the conversion.

impl<T> WithSubscriber for T

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

fn with_current_subscriber(self) -> WithDispatch<Self>

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