Struct MarketPriceResult

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pub struct MarketPriceResult {
    pub crossing_price: Decimal,
    pub expected_base_qty: Decimal,
}

Expand description

Result of walking the order book to compute market order parameters.

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§crossing_price: Decimal

The crossing price (worst level reached) for the signed CLOB order.

§expected_base_qty: Decimal

Expected base quantity (shares) computed by walking levels at actual prices.

Trait Implementations§

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impl Debug for MarketPriceResult

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

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impl UnwindSafe for MarketPriceResult

Blanket Implementations§

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