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MarginModel

nautilus_model::accounts::margin_model

Trait MarginModel 

Source 
pub trait MarginModel {
    // Required methods
    fn calculate_initial_margin(
        &self,
        instrument: &dyn Instrument,
        quantity: Quantity,
        price: Price,
        leverage: Decimal,
        use_quote_for_inverse: Option<bool>,
    ) -> Result<Money>;
    fn calculate_maintenance_margin(
        &self,
        instrument: &dyn Instrument,
        quantity: Quantity,
        price: Price,
        leverage: Decimal,
        use_quote_for_inverse: Option<bool>,
    ) -> Result<Money>;
}
Expand description

Determines how margin requirements are calculated for leveraged positions.

Required Methods§

Source

fn calculate_initial_margin( &self, instrument: &dyn Instrument, quantity: Quantity, price: Price, leverage: Decimal, use_quote_for_inverse: Option<bool>, ) -> Result<Money>

Calculates the initial (order) margin requirement.

§Errors

Returns an error if margin cannot be computed (e.g. invalid instrument).

Source

fn calculate_maintenance_margin( &self, instrument: &dyn Instrument, quantity: Quantity, price: Price, leverage: Decimal, use_quote_for_inverse: Option<bool>, ) -> Result<Money>

Calculates the maintenance (position) margin requirement.

§Errors

Returns an error if margin cannot be computed (e.g. invalid instrument).

Implementors§