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ScalpingStrategy

Struct ScalpingStrategy 

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pub struct ScalpingStrategy { /* private fields */ }
Expand description

Scalping trading strategy.

This strategy implements a simple scalping approach:

  1. Place buy orders at the best bid price when conditions are favorable
  2. Track purchased lots and their prices
  3. Place sell orders at a price that ensures minimum profit
  4. Adjust orders as market conditions change

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impl ScalpingStrategy

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pub fn new(settings: TradingSettings) -> Self

Creates a new scalping strategy with the given settings.

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pub fn settings(&self) -> &TradingSettings

Returns the settings.

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impl Debug for ScalpingStrategy

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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 Strategy for ScalpingStrategy

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fn name(&self) -> &str

Returns the name of the strategy.
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fn id(&self) -> &str

Returns a unique identifier for this strategy instance.
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fn decide<'life0, 'life1, 'async_trait>( &'life0 self, state: &'life1 MarketState, ) -> Pin<Box<dyn Future<Output = StrategyDecision> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Makes a decision based on the current market state.
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fn on_order_filled<'life0, 'life1, 'async_trait>( &'life0 mut self, order: &'life1 Order, ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Called when an order is filled.
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fn on_order_cancelled<'life0, 'life1, 'async_trait>( &'life0 mut self, order: &'life1 Order, ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Called when an order is cancelled.
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fn reset<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Resets the strategy state.
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fn symbols(&self) -> Vec<String>

Returns the symbols this strategy trades.
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fn is_enabled(&self) -> bool

Returns whether the strategy is enabled.

Auto Trait 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

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

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

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impl<T> From<T> for T

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fn from(t: T) -> T

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

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where U: Into<T>,

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type Error = !

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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

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

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

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