Trait Instrument

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pub trait Instrument: 'static + Send {
Show 58 methods    // Required methods
    fn id(&self) -> InstrumentId;
    fn raw_symbol(&self) -> Symbol;
    fn asset_class(&self) -> AssetClass;
    fn instrument_class(&self) -> InstrumentClass;
    fn underlying(&self) -> Option<Ustr>;
    fn base_currency(&self) -> Option<Currency>;
    fn quote_currency(&self) -> Currency;
    fn settlement_currency(&self) -> Currency;
    fn isin(&self) -> Option<Ustr>;
    fn option_kind(&self) -> Option<OptionKind>;
    fn exchange(&self) -> Option<Ustr>;
    fn strike_price(&self) -> Option<Price>;
    fn activation_ns(&self) -> Option<UnixNanos>;
    fn expiration_ns(&self) -> Option<UnixNanos>;
    fn is_inverse(&self) -> bool;
    fn price_precision(&self) -> u8;
    fn size_precision(&self) -> u8;
    fn price_increment(&self) -> Price;
    fn size_increment(&self) -> Quantity;
    fn multiplier(&self) -> Quantity;
    fn lot_size(&self) -> Option<Quantity>;
    fn max_quantity(&self) -> Option<Quantity>;
    fn min_quantity(&self) -> Option<Quantity>;
    fn max_notional(&self) -> Option<Money>;
    fn min_notional(&self) -> Option<Money>;
    fn max_price(&self) -> Option<Price>;
    fn min_price(&self) -> Option<Price>;
    fn ts_event(&self) -> UnixNanos;
    fn ts_init(&self) -> UnixNanos;

    // Provided methods
    fn tick_scheme(&self) -> Option<Ustr> { ... }
    fn tick_scheme_rule(&self) -> Option<&dyn TickSchemeRule> { ... }
    fn into_any(self) -> InstrumentAny
       where Self: Sized,
             InstrumentAny: From<Self> { ... }
    fn symbol(&self) -> Symbol { ... }
    fn venue(&self) -> Venue { ... }
    fn cost_currency(&self) -> Currency { ... }
    fn strategy_type(&self) -> Option<Ustr> { ... }
    fn has_expiration(&self) -> bool { ... }
    fn allows_negative_price(&self) -> bool { ... }
    fn is_quanto(&self) -> bool { ... }
    fn margin_init(&self) -> Decimal { ... }
    fn margin_maint(&self) -> Decimal { ... }
    fn maker_fee(&self) -> Decimal { ... }
    fn taker_fee(&self) -> Decimal { ... }
    fn min_price_increment_precision(&self) -> u8 { ... }
    fn min_size_increment_precision(&self) -> u8 { ... }
    fn try_make_price(&self, value: f64) -> Result<Price> { ... }
    fn make_price(&self, value: f64) -> Price { ... }
    fn try_normalize_price(&self, price: Price) -> CorrectnessResult<Price> { ... }
    fn try_make_qty(
        &self,
        value: f64,
        round_down: Option<bool>,
    ) -> Result<Quantity> { ... }
    fn make_qty(&self, value: f64, round_down: Option<bool>) -> Quantity { ... }
    fn try_normalize_qty(
        &self,
        quantity: Quantity,
    ) -> CorrectnessResult<Quantity> { ... }
    fn try_calculate_base_quantity(
        &self,
        quantity: Quantity,
        last_price: Price,
    ) -> Result<Quantity> { ... }
    fn calculate_base_quantity(
        &self,
        quantity: Quantity,
        last_price: Price,
    ) -> Quantity { ... }
    fn calculate_notional_value(
        &self,
        quantity: Quantity,
        price: Price,
        use_quote_for_inverse: Option<bool>,
    ) -> Money { ... }
    fn next_bid_price(&self, value: f64, n: i32) -> Option<Price> { ... }
    fn next_ask_price(&self, value: f64, n: i32) -> Option<Price> { ... }
    fn next_bid_prices(&self, value: f64, n: usize) -> Vec<Price> { ... }
    fn next_ask_prices(&self, value: f64, n: usize) -> Vec<Price> { ... }
}

Required Methods§

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fn ts_init(&self) -> UnixNanos

Provided Methods§

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fn tick_scheme(&self) -> Option<Ustr>

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fn tick_scheme_rule(&self) -> Option<&dyn TickSchemeRule>

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fn into_any(self) -> InstrumentAny
where Self: Sized, InstrumentAny: From<Self>,

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fn symbol(&self) -> Symbol

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fn venue(&self) -> Venue

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fn cost_currency(&self) -> Currency

§Panics

Panics if the instrument is inverse and does not have a base currency.

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fn strategy_type(&self) -> Option<Ustr>

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fn has_expiration(&self) -> bool

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fn allows_negative_price(&self) -> bool

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fn is_quanto(&self) -> bool

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fn margin_init(&self) -> Decimal

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fn margin_maint(&self) -> Decimal

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fn maker_fee(&self) -> Decimal

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fn taker_fee(&self) -> Decimal

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fn min_price_increment_precision(&self) -> u8

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fn min_size_increment_precision(&self) -> u8

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fn try_make_price(&self, value: f64) -> Result<Price>

§Errors

Returns an error if the value is not finite, not representable as a Decimal, or cannot be converted to a Price.

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fn make_price(&self, value: f64) -> Price

§Panics

Panics if the value cannot be converted to a Price (see try_make_price).

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fn try_normalize_price(&self, price: Price) -> CorrectnessResult<Price>

Returns price rebuilt with the instrument precision when it is on the price grid.

§Errors

Returns an error when price is a sentinel value or would require rounding.

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fn try_make_qty(&self, value: f64, round_down: Option<bool>) -> Result<Quantity>

§Errors

Returns an error if the value is not finite, not representable as a Decimal, rounds to zero, or cannot be converted to a Quantity.

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fn make_qty(&self, value: f64, round_down: Option<bool>) -> Quantity

§Panics

Panics if the value cannot be converted to a Quantity (see try_make_qty).

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fn try_normalize_qty(&self, quantity: Quantity) -> CorrectnessResult<Quantity>

Returns quantity rebuilt with the instrument precision when it is on the size grid.

§Errors

Returns an error when quantity is undefined or would require rounding.

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fn try_calculate_base_quantity( &self, quantity: Quantity, last_price: Price, ) -> Result<Quantity>

§Errors

Returns an error if last_price is zero, or if the value cannot be converted to a Quantity.

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fn calculate_base_quantity( &self, quantity: Quantity, last_price: Price, ) -> Quantity

§Panics

Panics if last_price is zero, or if the value cannot be converted to a Quantity (see try_calculate_base_quantity).

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fn calculate_notional_value( &self, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool>, ) -> Money

§Panics

Panics if the instrument is inverse and does not have a base currency, if the instrument is inverse and price is zero, or if the notional amount cannot be represented as Money.

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