Struct Option Greeks Cache &nbsp; Copy item path

impl OptionGreeksCache

pub fn new() -> Self

Create a new option greeks cache.

pub fn update_from_computation( &mut self, instrument_id: InstrumentId, computation: &OptionComputation, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Option<OptionGreeks>

Updates cached state from an IB option computation tick.

pub fn update_open_interest( &mut self, instrument_id: InstrumentId, open_interest: f64, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Option<OptionGreeks>

Updates cached state from an open-interest tick.

pub fn clear(&mut self)

Clear all cached greeks.

Trait Implementations§

impl Debug for OptionGreeksCache

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

Formats the value using the given formatter. Read more

impl Default for OptionGreeksCache

fn default() -> OptionGreeksCache

Returns the “default value” for a type. Read more

Auto Trait Implementations§

impl UnwindSafe for OptionGreeksCache

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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

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

Mutably borrows from an owned value. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided [Span], returning an Instrumented wrapper. Read more

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

impl<T, U> Into for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> IntoEither for T

fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more