Enum Slippage 

pub enum Slippage {
    FixedBps {
        bps: f64,
    },
    Spread,
    VolumeImpact {
        coef: f64,
    },
}

Slippage model.

Variants

FixedBps

A fixed number of basis points.

Fields

bps: f64

Basis points.

Spread

Slippage equal to the bid/ask spread (needs an order-book feed).

VolumeImpact

Linear price impact in the traded volume.

Fields

coef: f64

Impact coefficient.

Trait Implementations

impl Clone for Slippage

fn clone(&self) -> Slippage

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for Slippage

impl Debug for Slippage

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

Formats the value using the given formatter.

impl Default for Slippage

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for Slippage

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl JsonSchema for Slippage

fn schema_name() -> String

The name of the generated JSON Schema.

fn schema_id() -> Cow<'static, str>

Returns a string that uniquely identifies the schema produced by this type.

fn json_schema(generator: &mut SchemaGenerator) -> Schema

Generates a JSON Schema for this type.

fn is_referenceable() -> bool

Whether JSON Schemas generated for this type should be re-used where possible using the $ref keyword.

impl PartialEq for Slippage

fn eq(&self, other: &Slippage) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for Slippage

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for Slippage