Struct CompositeMarketMakerConfigBuilder 

pub struct CompositeMarketMakerConfigBuilder<S: State = Empty> { /* private fields */ }

Use builder syntax to set the inputs and finish with build().

Implementations

impl<S: State> CompositeMarketMakerConfigBuilder<S>

pub fn build(self) -> CompositeMarketMakerConfig

where S: IsComplete,

Finish building and return the requested object

pub fn base( self, value: StrategyConfig, ) -> CompositeMarketMakerConfigBuilder<SetBase<S>>

where S::Base: IsUnset,

Optional (Some / Option setters). Default:

StrategyConfig {
    strategy_id: Some(StrategyId::from("COMPOSITE_MM-001")),
    order_id_tag: Some("001".to_string()),
    ..Default::default()
}

Base strategy configuration.

pub fn maybe_base( self, value: Option<StrategyConfig>, ) -> CompositeMarketMakerConfigBuilder<SetBase<S>>

where S::Base: IsUnset,

Optional (Some / Option setters). Default:

StrategyConfig {
    strategy_id: Some(StrategyId::from("COMPOSITE_MM-001")),
    order_id_tag: Some("001".to_string()),
    ..Default::default()
}

Base strategy configuration.

pub fn instrument_id( self, value: InstrumentId, ) -> CompositeMarketMakerConfigBuilder<SetInstrumentId<S>>

where S::InstrumentId: IsUnset,

Required.

Target instrument the strategy quotes on.

pub fn signal_instrument_id( self, value: InstrumentId, ) -> CompositeMarketMakerConfigBuilder<SetSignalInstrumentId<S>>

where S::SignalInstrumentId: IsUnset,

Required.

Signal instrument that drives the signal skew. Typically a SyntheticInstrument, but any instrument that publishes quotes works.

pub fn trade_size( self, value: Quantity, ) -> CompositeMarketMakerConfigBuilder<SetTradeSize<S>>

where S::TradeSize: IsUnset,

Optional (Some / Option setters). Trade size per quote. When None, resolved from the instrument’s min_quantity during on_start.

pub fn maybe_trade_size( self, value: Option<Quantity>, ) -> CompositeMarketMakerConfigBuilder<SetTradeSize<S>>

where S::TradeSize: IsUnset,

Optional (Some / Option setters). Trade size per quote. When None, resolved from the instrument’s min_quantity during on_start.

pub fn half_spread_bps( self, value: u32, ) -> CompositeMarketMakerConfigBuilder<SetHalfSpreadBps<S>>

where S::HalfSpreadBps: IsUnset,

Optional (Some / Option setters). Default: 5.

Half of the desired quoted spread, in basis points of the anchor. E.g. 5 = 5 bps, so the full quoted spread is 10 bps before skew.

pub fn maybe_half_spread_bps( self, value: Option<u32>, ) -> CompositeMarketMakerConfigBuilder<SetHalfSpreadBps<S>>

where S::HalfSpreadBps: IsUnset,

Optional (Some / Option setters). Default: 5.

Half of the desired quoted spread, in basis points of the anchor. E.g. 5 = 5 bps, so the full quoted spread is 10 bps before skew.

pub fn inventory_skew_factor( self, value: f64, ) -> CompositeMarketMakerConfigBuilder<SetInventorySkewFactor<S>>

where S::InventorySkewFactor: IsUnset,

Optional (Some / Option setters). Default: 0.0.

Inventory skew gain in price units per unit of net position. Both sides shift down by factor * net_position so a long position widens the bid and tightens the ask.

pub fn maybe_inventory_skew_factor( self, value: Option<f64>, ) -> CompositeMarketMakerConfigBuilder<SetInventorySkewFactor<S>>

where S::InventorySkewFactor: IsUnset,

Optional (Some / Option setters). Default: 0.0.

Inventory skew gain in price units per unit of net position. Both sides shift down by factor * net_position so a long position widens the bid and tightens the ask.

pub fn signal_skew_factor( self, value: f64, ) -> CompositeMarketMakerConfigBuilder<SetSignalSkewFactor<S>>

where S::SignalSkewFactor: IsUnset,

Optional (Some / Option setters). Default: 0.0.

Signal skew gain in price units per unit of normalized signal residual. Both sides shift up by factor * residual where residual = (signal_mid - baseline) / baseline.

pub fn maybe_signal_skew_factor( self, value: Option<f64>, ) -> CompositeMarketMakerConfigBuilder<SetSignalSkewFactor<S>>

where S::SignalSkewFactor: IsUnset,

Optional (Some / Option setters). Default: 0.0.

Signal skew gain in price units per unit of normalized signal residual. Both sides shift up by factor * residual where residual = (signal_mid - baseline) / baseline.

pub fn signal_baseline( self, value: f64, ) -> CompositeMarketMakerConfigBuilder<SetSignalBaseline<S>>

where S::SignalBaseline: IsUnset,

Optional (Some / Option setters). Optional baseline price for the signal residual. When None, the first observed signal mid is captured as the baseline. When Some(_), the configured value is used so backtests are deterministic.

pub fn maybe_signal_baseline( self, value: Option<f64>, ) -> CompositeMarketMakerConfigBuilder<SetSignalBaseline<S>>

where S::SignalBaseline: IsUnset,

Optional (Some / Option setters). Optional baseline price for the signal residual. When None, the first observed signal mid is captured as the baseline. When Some(_), the configured value is used so backtests are deterministic.

pub fn max_position( self, value: Quantity, ) -> CompositeMarketMakerConfigBuilder<SetMaxPosition<S>>

where S::MaxPosition: IsUnset,

Required.

Hard cap on net exposure (long or short).

pub fn requote_threshold_bps( self, value: u32, ) -> CompositeMarketMakerConfigBuilder<SetRequoteThresholdBps<S>>

where S::RequoteThresholdBps: IsUnset,

Optional (Some / Option setters). Default: 5.

Minimum movement in basis points of the anchor before re-quoting. Applied to both anchor movement and the signal residual’s price impact (signal_skew_factor * residual); whichever clears the threshold first triggers a requote.

pub fn maybe_requote_threshold_bps( self, value: Option<u32>, ) -> CompositeMarketMakerConfigBuilder<SetRequoteThresholdBps<S>>

where S::RequoteThresholdBps: IsUnset,

Optional (Some / Option setters). Default: 5.

Minimum movement in basis points of the anchor before re-quoting. Applied to both anchor movement and the signal residual’s price impact (signal_skew_factor * residual); whichever clears the threshold first triggers a requote.

pub fn expire_time_secs( self, value: u64, ) -> CompositeMarketMakerConfigBuilder<SetExpireTimeSecs<S>>

where S::ExpireTimeSecs: IsUnset,

Optional (Some / Option setters). Optional order expiry in seconds. When set, orders use GTD time-in-force with expire_time = now + expire_time_secs.

pub fn maybe_expire_time_secs( self, value: Option<u64>, ) -> CompositeMarketMakerConfigBuilder<SetExpireTimeSecs<S>>

where S::ExpireTimeSecs: IsUnset,

Optional (Some / Option setters). Optional order expiry in seconds. When set, orders use GTD time-in-force with expire_time = now + expire_time_secs.

pub fn on_cancel_resubmit( self, value: bool, ) -> CompositeMarketMakerConfigBuilder<SetOnCancelResubmit<S>>

where S::OnCancelResubmit: IsUnset,

Optional (Some / Option setters). Default: false.

When true, resubmit on the next quote tick after an external cancel. Useful for venues that proactively cancel short-term orders.

pub fn maybe_on_cancel_resubmit( self, value: Option<bool>, ) -> CompositeMarketMakerConfigBuilder<SetOnCancelResubmit<S>>

where S::OnCancelResubmit: IsUnset,

Optional (Some / Option setters). Default: false.

When true, resubmit on the next quote tick after an external cancel. Useful for venues that proactively cancel short-term orders.