Struct TradingSettings 

pub struct TradingSettings {

    pub instrument: String,
    pub minimum_profit_steps: u32,
    pub minimum_market_order_size_to_buy: u64,
    pub minimum_market_order_size_to_sell: u64,
    pub minimum_market_order_size_to_change_buy_price: u64,
    pub minimum_market_order_size_to_change_sell_price: u64,
    pub market_order_book_depth: usize,
    pub max_position_lots: u64,
    pub lot_size: u64,
    pub minimum_time_to_buy: Option<NaiveTime>,
    pub maximum_time_to_buy: Option<NaiveTime>,
    pub early_sell_owned_lots_delta: Option<u32>,
    pub early_sell_owned_lots_multiplier: Option<Decimal>,
    pub price_step: Decimal,
    pub enabled: bool,
}

Configuration settings for trading strategies.

Fields

instrument: String

The instrument to trade.

minimum_profit_steps: u32

Minimum profit in price steps before considering a sell.

minimum_market_order_size_to_buy: u64

Minimum market order size (in lots) to consider buying.

minimum_market_order_size_to_sell: u64

Minimum market order size (in lots) to consider selling.

minimum_market_order_size_to_change_buy_price: u64

Minimum market order size to change buy price.

minimum_market_order_size_to_change_sell_price: u64

Minimum market order size to change sell price.

market_order_book_depth: usize

Order book depth to analyze.

max_position_lots: u64

Maximum number of lots to hold.

lot_size: u64

Lot size for orders.

minimum_time_to_buy: Option<NaiveTime>

Earliest time to start buying.

maximum_time_to_buy: Option<NaiveTime>

Latest time to buy.

early_sell_owned_lots_delta: Option<u32>

Delta for early sell (sell if price drops by this many steps).

early_sell_owned_lots_multiplier: Option<Decimal>

Multiplier for early sell.

price_step: Decimal

Price step for the instrument (tick size).

enabled: bool

Whether trading is enabled.

Implementations

impl TradingSettings

pub fn new(instrument: impl Into<String>) -> Self

Creates new trading settings for an instrument.

pub fn with_minimum_profit_steps(self, steps: u32) -> Self

Builder method to set minimum profit steps.

pub fn with_price_step(self, step: Decimal) -> Self

Builder method to set price step.

pub fn with_lot_size(self, size: u64) -> Self

Builder method to set lot size.

pub fn with_max_position(self, lots: u64) -> Self

Builder method to set max position.

pub fn with_order_book_depth(self, depth: usize) -> Self

Builder method to set order book depth.

pub fn with_min_order_size_to_buy(self, size: u64) -> Self

Builder method to set minimum market order size to buy.

pub fn with_min_order_size_to_sell(self, size: u64) -> Self

Builder method to set minimum market order size to sell.

pub fn with_trading_hours(self, start: NaiveTime, end: NaiveTime) -> Self

Builder method to set trading time window.

pub fn with_enabled(self, enabled: bool) -> Self

Builder method to enable/disable trading.

pub fn minimum_profit(&self) -> Decimal

Returns the minimum profit amount.

pub fn is_trading_time(&self, time: NaiveTime) -> bool

Checks if trading is allowed at the given time.

Trait Implementations

impl Clone for TradingSettings

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 TradingSettings

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

Formats the value using the given formatter.

impl Default for TradingSettings

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for TradingSettings

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for TradingSettings

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

where __S: Serializer,

Serialize this value into the given Serde serializer.