Struct MarketState 

pub struct MarketState {
    pub symbol: String,
    pub order_book: Option<OrderBook>,
    pub position: Option<Position>,
    pub active_orders: Vec<Order>,
    pub available_cash: Decimal,
    pub timestamp: DateTime<Utc>,
    pub last_price: Option<Decimal>,
    pub currency: String,
}

Market state provided to the strategy for decision making.

Fields

symbol: String

The instrument being traded.

order_book: Option<OrderBook>

Current order book (if available).

position: Option<Position>

Current position (if any).

active_orders: Vec<Order>

Active orders.

available_cash: Decimal

Available cash for trading.

timestamp: DateTime<Utc>

Current timestamp.

last_price: Option<Decimal>

Last price of the instrument.

currency: String

Currency of the instrument.

Implementations

impl MarketState

pub fn new(symbol: impl Into<String>, currency: impl Into<String>) -> Self

Creates a new market state.

pub fn with_order_book(self, order_book: OrderBook) -> Self

Sets the order book.

pub fn with_position(self, position: Position) -> Self

Sets the position.

pub fn with_cash(self, cash: Decimal) -> Self

Sets the available cash.

pub fn with_last_price(self, price: Decimal) -> Self

Sets the last price.

pub fn best_bid(&self) -> Option<Decimal>

Returns the best bid price from the order book.

pub fn best_ask(&self) -> Option<Decimal>

Returns the best ask price from the order book.

pub fn position_lots(&self) -> u32

Returns the current position quantity in lots.

Trait Implementations

impl Clone for MarketState

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for MarketState

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

Formats the value using the given formatter.