Struct Delta Neutral VolConfig Builder &nbsp; Copy item path

impl<S: State> DeltaNeutralVolConfigBuilder<S>

pub fn build(self) -> DeltaNeutralVolConfig
where S: IsComplete,

Finish building and return the requested object

pub fn base( self, value: StrategyConfig, ) -> DeltaNeutralVolConfigBuilder<SetBase<S>>
where S::Base: IsUnset,

Optional (Some / Option setters). Default:

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

Base strategy configuration.

pub fn maybe_base( self, value: Option<StrategyConfig>, ) -> DeltaNeutralVolConfigBuilder<SetBase<S>>
where S::Base: IsUnset,

Optional (Some / Option setters). Default:

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

Base strategy configuration.

pub fn option_family( self, value: String, ) -> DeltaNeutralVolConfigBuilder<SetOptionFamily<S>>
where S::OptionFamily: IsUnset,

Required.

Option instrument family (e.g. “BTC-USD”).

pub fn hedge_instrument_id( self, value: InstrumentId, ) -> DeltaNeutralVolConfigBuilder<SetHedgeInstrumentId<S>>
where S::HedgeInstrumentId: IsUnset,

Required.

Hedge instrument ID (e.g. BTC-USD-SWAP.OKX).

pub fn client_id( self, value: ClientId, ) -> DeltaNeutralVolConfigBuilder<SetClientId<S>>
where S::ClientId: IsUnset,

Required.

Data and execution client ID (e.g. “OKX”).

pub fn target_call_delta( self, value: f64, ) -> DeltaNeutralVolConfigBuilder<SetTargetCallDelta<S>>
where S::TargetCallDelta: IsUnset,

Optional (Some / Option setters). Default: 0.20.

Target call delta used by the startup strike heuristic.

pub fn maybe_target_call_delta( self, value: Option<f64>, ) -> DeltaNeutralVolConfigBuilder<SetTargetCallDelta<S>>
where S::TargetCallDelta: IsUnset,

Optional (Some / Option setters). Default: 0.20.

Target call delta used by the startup strike heuristic.

pub fn target_put_delta( self, value: f64, ) -> DeltaNeutralVolConfigBuilder<SetTargetPutDelta<S>>
where S::TargetPutDelta: IsUnset,

Optional (Some / Option setters). Default: -0.20.

Target put delta used by the startup strike heuristic.

pub fn maybe_target_put_delta( self, value: Option<f64>, ) -> DeltaNeutralVolConfigBuilder<SetTargetPutDelta<S>>
where S::TargetPutDelta: IsUnset,

Optional (Some / Option setters). Default: -0.20.

Target put delta used by the startup strike heuristic.

pub fn contracts( self, value: u64, ) -> DeltaNeutralVolConfigBuilder<SetContracts<S>>
where S::Contracts: IsUnset,

Optional (Some / Option setters). Default: 1.

Number of option contracts per leg.

pub fn maybe_contracts( self, value: Option<u64>, ) -> DeltaNeutralVolConfigBuilder<SetContracts<S>>
where S::Contracts: IsUnset,

Optional (Some / Option setters). Default: 1.

Number of option contracts per leg.

pub fn rehedge_delta_threshold( self, value: f64, ) -> DeltaNeutralVolConfigBuilder<SetRehedgeDeltaThreshold<S>>
where S::RehedgeDeltaThreshold: IsUnset,

Optional (Some / Option setters). Default: 0.5.

Portfolio delta threshold that triggers a rehedge.

pub fn maybe_rehedge_delta_threshold( self, value: Option<f64>, ) -> DeltaNeutralVolConfigBuilder<SetRehedgeDeltaThreshold<S>>
where S::RehedgeDeltaThreshold: IsUnset,

Optional (Some / Option setters). Default: 0.5.

Portfolio delta threshold that triggers a rehedge.

pub fn rehedge_interval_secs( self, value: u64, ) -> DeltaNeutralVolConfigBuilder<SetRehedgeIntervalSecs<S>>
where S::RehedgeIntervalSecs: IsUnset,

Optional (Some / Option setters). Default: 30.

Periodic rehedge check interval in seconds.

pub fn maybe_rehedge_interval_secs( self, value: Option<u64>, ) -> DeltaNeutralVolConfigBuilder<SetRehedgeIntervalSecs<S>>
where S::RehedgeIntervalSecs: IsUnset,

Optional (Some / Option setters). Default: 30.

Periodic rehedge check interval in seconds.

pub fn expiry_filter( self, value: String, ) -> DeltaNeutralVolConfigBuilder<SetExpiryFilter<S>>
where S::ExpiryFilter: IsUnset,

Optional (Some / Option setters). Optional expiry date filter (e.g. “260327”).

pub fn maybe_expiry_filter( self, value: Option<String>, ) -> DeltaNeutralVolConfigBuilder<SetExpiryFilter<S>>
where S::ExpiryFilter: IsUnset,

Optional (Some / Option setters). Optional expiry date filter (e.g. “260327”).

pub fn enter_strangle( self, value: bool, ) -> DeltaNeutralVolConfigBuilder<SetEnterStrangle<S>>
where S::EnterStrangle: IsUnset,

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

Place strangle entry orders when Greeks are first initialized. When false the strategy only hedges externally-entered positions.

pub fn maybe_enter_strangle( self, value: Option<bool>, ) -> DeltaNeutralVolConfigBuilder<SetEnterStrangle<S>>
where S::EnterStrangle: IsUnset,

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

Place strangle entry orders when Greeks are first initialized. When false the strategy only hedges externally-entered positions.

pub fn entry_iv_offset( self, value: f64, ) -> DeltaNeutralVolConfigBuilder<SetEntryIvOffset<S>>
where S::EntryIvOffset: IsUnset,

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

Implied volatility offset subtracted from mark IV for entry limit price. A value of 0.02 sells 2 vol points below mark (more aggressive).

pub fn maybe_entry_iv_offset( self, value: Option<f64>, ) -> DeltaNeutralVolConfigBuilder<SetEntryIvOffset<S>>
where S::EntryIvOffset: IsUnset,

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

Implied volatility offset subtracted from mark IV for entry limit price. A value of 0.02 sells 2 vol points below mark (more aggressive).

pub fn entry_time_in_force( self, value: TimeInForce, ) -> DeltaNeutralVolConfigBuilder<SetEntryTimeInForce<S>>
where S::EntryTimeInForce: IsUnset,

Optional (Some / Option setters). Default: TimeInForce::Gtc.

Time-in-force for strangle entry orders.

pub fn maybe_entry_time_in_force( self, value: Option<TimeInForce>, ) -> DeltaNeutralVolConfigBuilder<SetEntryTimeInForce<S>>
where S::EntryTimeInForce: IsUnset,

Optional (Some / Option setters). Default: TimeInForce::Gtc.

Time-in-force for strangle entry orders.

pub fn entry_premium_offset_ticks( self, value: i32, ) -> DeltaNeutralVolConfigBuilder<SetEntryPremiumOffsetTicks<S>>
where S::EntryPremiumOffsetTicks: IsUnset,

Optional (Some / Option setters). Tick offset from the option ask used for premium-priced entry orders. When set, the strategy does not pass IV params to the adapter.

pub fn maybe_entry_premium_offset_ticks( self, value: Option<i32>, ) -> DeltaNeutralVolConfigBuilder<SetEntryPremiumOffsetTicks<S>>
where S::EntryPremiumOffsetTicks: IsUnset,

Optional (Some / Option setters). Tick offset from the option ask used for premium-priced entry orders. When set, the strategy does not pass IV params to the adapter.

pub fn iv_param_key( self, value: String, ) -> DeltaNeutralVolConfigBuilder<SetIvParamKey<S>>
where S::IvParamKey: IsUnset,

Optional (Some / Option setters). Default: "px_vol".to_string().

Param key for implied volatility passed to submit_order. Adapter-specific: Bybit uses "order_iv", OKX uses "px_vol".

pub fn maybe_iv_param_key( self, value: Option<String>, ) -> DeltaNeutralVolConfigBuilder<SetIvParamKey<S>>
where S::IvParamKey: IsUnset,

Optional (Some / Option setters). Default: "px_vol".to_string().

Param key for implied volatility passed to submit_order. Adapter-specific: Bybit uses "order_iv", OKX uses "px_vol".

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