Struct Execution 

pub struct Execution {
    pub order_type: OrderType,
    pub fill_timing: FillTiming,
    pub limit_offset_pct: Option<f64>,
    pub stop_offset_pct: Option<f64>,
    pub latency_bars: u32,
    pub partial_fills: bool,
    pub max_participation: Option<f64>,
}

Execution model.

Fields

order_type: OrderType

Order type.

fill_timing: FillTiming

When a signalled order fills.

limit_offset_pct: Option<f64>

Limit-order trigger as a percent offset from the signal bar’s close (required for order_type = "limit"). Negative places a long limit below the market (buy the dip); positive places a short limit above it.

stop_offset_pct: Option<f64>

Stop-order trigger as a percent offset from the signal bar’s close (required for order_type = "stop"). Positive places a long stop above the market (breakout); negative places a short stop below it.

latency_bars: u32

Simulated latency in bars before a fill.

partial_fills: bool

Whether partial fills are modelled. When set, an entry fills at most max_participation * bar_volume and the unfilled remainder is cancelled.

max_participation: Option<f64>

Maximum fraction of a bar’s volume a single entry may consume (required when partial_fills is set).

Trait Implementations

impl Clone for Execution

fn clone(&self) -> Execution

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for Execution

impl Debug for Execution

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

Formats the value using the given formatter.

impl Default for Execution

fn default() -> Execution

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for Execution

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl JsonSchema for Execution

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 Execution

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for Execution

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 Execution