Struct InstrumentFilters 

pub struct InstrumentFilters {
    pub min_quantity: Decimal,
    pub max_quantity: Decimal,
    pub step_size: Decimal,
    pub min_price: Decimal,
    pub max_price: Decimal,
    pub tick_size: Decimal,
    pub min_notional: Decimal,
}

The order constraints for one instrument.

Fields

min_quantity: Decimal

Minimum order quantity (LOT_SIZE minQty).

max_quantity: Decimal

Maximum order quantity (LOT_SIZE maxQty); 0 means no maximum.

step_size: Decimal

Quantity increment (LOT_SIZE stepSize); 0 means no stepping.

min_price: Decimal

Minimum price (PRICE_FILTER minPrice).

max_price: Decimal

Maximum price (PRICE_FILTER maxPrice); 0 means no maximum.

tick_size: Decimal

Price increment (PRICE_FILTER tickSize); 0 means no stepping.

min_notional: Decimal

Minimum order notional (price * quantity); 0 means no minimum.

Implementations

impl InstrumentFilters

pub fn round_quantity(&self, quantity: Decimal) -> Decimal

Round a quantity down to the venue’s step size, so the result never exceeds the requested amount.

pub fn round_price(&self, price: Decimal) -> Decimal

Round a price down to the venue’s tick size, putting it on the price grid the venue accepts.

pub fn validate( &self, quantity: Decimal, price: Option<Decimal>, ) -> Result<(), Error>

Validate a quantity and optional price against every filter.

Errors

Returns Error::Filter naming the first filter the order violates: quantity below min/above max/off the step grid, price below min/ above max/off the tick grid, or notional below the minimum.

Trait Implementations

impl Clone for InstrumentFilters

fn clone(&self) -> InstrumentFilters

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for InstrumentFilters

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

Formats the value using the given formatter.

impl Eq for InstrumentFilters

impl PartialEq for InstrumentFilters

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for InstrumentFilters