Struct GridMarketMakerConfigBuilder 

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

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

Implementations

impl<S: State> GridMarketMakerConfigBuilder<S>

pub fn build(self) -> GridMarketMakerConfig

where S: IsComplete,

Finish building and return the requested object

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

where S::Base: IsUnset,

Optional (Some / Option setters). Default:

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

Base strategy configuration.

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

where S::Base: IsUnset,

Optional (Some / Option setters). Default:

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

Base strategy configuration.

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

where S::InstrumentId: IsUnset,

Required.

Instrument ID to trade.

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

where S::TradeSize: IsUnset,

Optional (Some / Option setters). Trade size per grid level. When None the strategy resolves it from the instrument’s min_quantity during on_start.

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

where S::TradeSize: IsUnset,

Optional (Some / Option setters). Trade size per grid level. When None the strategy resolves it from the instrument’s min_quantity during on_start.

pub fn num_levels( self, value: usize, ) -> GridMarketMakerConfigBuilder<SetNumLevels<S>>

where S::NumLevels: IsUnset,

Optional (Some / Option setters). Default: 3.

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

pub fn maybe_num_levels( self, value: Option<usize>, ) -> GridMarketMakerConfigBuilder<SetNumLevels<S>>

where S::NumLevels: IsUnset,

Optional (Some / Option setters). Default: 3.

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

pub fn grid_step_bps( self, value: u32, ) -> GridMarketMakerConfigBuilder<SetGridStepBps<S>>

where S::GridStepBps: IsUnset,

Optional (Some / Option setters). Default: 10.

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.

pub fn maybe_grid_step_bps( self, value: Option<u32>, ) -> GridMarketMakerConfigBuilder<SetGridStepBps<S>>

where S::GridStepBps: IsUnset,

Optional (Some / Option setters). Default: 10.

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.

pub fn skew_factor( self, value: f64, ) -> GridMarketMakerConfigBuilder<SetSkewFactor<S>>

where S::SkewFactor: IsUnset,

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

How aggressively to shift the grid based on inventory.

pub fn maybe_skew_factor( self, value: Option<f64>, ) -> GridMarketMakerConfigBuilder<SetSkewFactor<S>>

where S::SkewFactor: IsUnset,

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

How aggressively to shift the grid based on inventory.

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

where S::MaxPosition: IsUnset,

Required.

Hard cap on net exposure (long or short).

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

where S::RequoteThresholdBps: IsUnset,

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

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

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

where S::RequoteThresholdBps: IsUnset,

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

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

pub fn expire_time_secs( self, value: u64, ) -> GridMarketMakerConfigBuilder<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>, ) -> GridMarketMakerConfigBuilder<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, ) -> GridMarketMakerConfigBuilder<SetOnCancelResubmit<S>>

where S::OnCancelResubmit: IsUnset,

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

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.

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

where S::OnCancelResubmit: IsUnset,

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

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.