Struct GridMarketMakerConfig 

pub struct GridMarketMakerConfig {
    pub base: StrategyConfig,
    pub instrument_id: InstrumentId,
    pub trade_size: Option<Quantity>,
    pub num_levels: usize,
    pub grid_step_bps: u32,
    pub skew_factor: f64,
    pub max_position: Quantity,
    pub requote_threshold_bps: u32,
    pub expire_time_secs: Option<u64>,
    pub on_cancel_resubmit: bool,
}

Configuration for the grid market making strategy.

Fields

base: StrategyConfig

Base strategy configuration.

instrument_id: InstrumentId

Instrument ID to trade.

trade_size: Option<Quantity>

Trade size per grid level. When None the strategy resolves it from the instrument’s min_quantity during on_start.

num_levels: usize

Number of price levels on each side (buy & sell).

grid_step_bps: u32

Grid spacing in basis points of mid-price (geometric grid). E.g. 10 = 10 bps = 0.1%. Buy level N = mid × (1 - bps/10000)^N.

skew_factor: f64

How aggressively to shift the grid based on inventory.

max_position: Quantity

Hard cap on net exposure (long or short).

requote_threshold_bps: u32

Minimum mid-price move in basis points before re-quoting. E.g. 5 = 5 bps = 0.05%.

expire_time_secs: Option<u64>

Optional order expiry in seconds. When set, orders use GTD time-in-force with expire_time = now + expire_time_secs.

on_cancel_resubmit: bool

When true, resubmit the full grid on the next quote after receiving an order cancel event. Useful for exchanges like dYdX where short-term orders are canceled by the protocol after expiry.

Implementations

impl GridMarketMakerConfig

pub fn new(instrument_id: InstrumentId, max_position: Quantity) -> Self

Creates a new GridMarketMakerConfig with required fields and sensible defaults.

pub fn with_trade_size(self, trade_size: Quantity) -> Self

pub fn with_num_levels(self, num_levels: usize) -> Self

pub fn with_grid_step_bps(self, bps: u32) -> Self

pub fn with_skew_factor(self, skew_factor: f64) -> Self

pub fn with_requote_threshold_bps(self, bps: u32) -> Self

pub fn with_expire_time_secs(self, secs: u64) -> Self

pub fn with_on_cancel_resubmit(self, enabled: bool) -> Self

pub fn with_strategy_id(self, strategy_id: StrategyId) -> Self

pub fn with_order_id_tag(self, tag: String) -> Self

Trait Implementations

impl Clone for GridMarketMakerConfig

fn clone(&self) -> GridMarketMakerConfig

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for GridMarketMakerConfig

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

Formats the value using the given formatter.

impl<'a, 'py> FromPyObject<'a, 'py> for GridMarketMakerConfig

where Self: Clone,

type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error.

fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj.

impl<'py> IntoPyObject<'py> for GridMarketMakerConfig

type Target = GridMarketMakerConfig

The Python output type

type Output = Bound<'py, <GridMarketMakerConfig as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PyClass for GridMarketMakerConfig

const NAME: &str = "GridMarketMakerConfig"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for GridMarketMakerConfig

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// Configuration for the grid market making strategy.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<GridMarketMakerConfig as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<GridMarketMakerConfig>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForGridMarketMakerConfig

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for GridMarketMakerConfig

const TEXT_SIGNATURE: &'static str = "(instrument_id, max_position, strategy_id=None, order_id_tag=None, trade_size=None, num_levels=3, grid_step_bps=10, skew_factor=0.0, requote_threshold_bps=5, expire_time_secs=None, on_cancel_resubmit=False)"

impl PyTypeInfo for GridMarketMakerConfig

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl DerefToPyAny for GridMarketMakerConfig