RiskLimits

tesser_execution

Struct RiskLimits 

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pub struct RiskLimits {
    pub max_order_quantity: Quantity,
    pub max_position_quantity: Quantity,
    pub max_order_notional: Option<Price>,
}
Expand description

Upper bounds enforced by the BasicRiskChecker.

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§max_order_quantity: Quantity§max_position_quantity: Quantity§max_order_notional: Option<Price>

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impl RiskLimits

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pub fn sanitized(self) -> Self

Ensure limits are non-negative and default to zero (disabled) when NaN.

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impl Clone for RiskLimits

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fn clone(&self) -> RiskLimits

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 Debug for RiskLimits

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

Formats the value using the given formatter. Read more
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impl Copy for RiskLimits

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impl<T> Any for T
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fn borrow_mut(&mut self) -> &mut T

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impl<T> CloneToUninit for T
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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> 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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type Owned = T

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type Error = Infallible

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Performs the conversion.
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type Error = <U as TryFrom<T>>::Error

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