Struct MarginAccount

pub struct MarginAccount {
    pub base: BaseAccount,
    pub leverages: HashMap<InstrumentId, f64>,
    pub margins: HashMap<InstrumentId, MarginBalance>,
    pub default_leverage: f64,
}

Fields

base: BaseAccount

leverages: HashMap<InstrumentId, f64>

margins: HashMap<InstrumentId, MarginBalance>

default_leverage: f64

Implementations

impl MarginAccount

pub fn new(event: AccountState, calculate_account_state: bool) -> Self

Creates a new MarginAccount instance.

pub fn set_default_leverage(&mut self, leverage: f64)

pub fn set_leverage(&mut self, instrument_id: InstrumentId, leverage: f64)

pub fn get_leverage(&self, instrument_id: &InstrumentId) -> f64

pub fn is_unleveraged(&self, instrument_id: InstrumentId) -> bool

pub fn is_cash_account(&self) -> bool

pub fn is_margin_account(&self) -> bool

pub fn initial_margins(&self) -> HashMap<InstrumentId, Money>

pub fn maintenance_margins(&self) -> HashMap<InstrumentId, Money>

pub fn update_initial_margin( &mut self, instrument_id: InstrumentId, margin_init: Money, )

pub fn initial_margin(&self, instrument_id: InstrumentId) -> Money

pub fn update_maintenance_margin( &mut self, instrument_id: InstrumentId, margin_maintenance: Money, )

pub fn maintenance_margin(&self, instrument_id: InstrumentId) -> Money

pub fn calculate_initial_margin<T: Instrument>( &mut self, instrument: T, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool>, ) -> Money

pub fn calculate_maintenance_margin<T: Instrument>( &mut self, instrument: T, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool>, ) -> Money

pub fn recalculate_balance(&mut self, currency: Currency)

impl MarginAccount

pub fn py_calculate_initial_margin( &mut self, instrument: PyObject, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool>, py: Python<'_>, ) -> PyResult<Money>

pub fn py_calculate_maintenance_margin( &mut self, instrument: PyObject, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool>, py: Python<'_>, ) -> PyResult<Money>

Methods from Deref<Target = BaseAccount>

pub fn base_balance_total(&self, currency: Option<Currency>) -> Option<Money>

pub fn base_balances_total(&self) -> HashMap<Currency, Money>

pub fn base_balance_free(&self, currency: Option<Currency>) -> Option<Money>

pub fn base_balances_free(&self) -> HashMap<Currency, Money>

pub fn base_balance_locked(&self, currency: Option<Currency>) -> Option<Money>

pub fn base_balances_locked(&self) -> HashMap<Currency, Money>

pub fn base_last_event(&self) -> Option<AccountState>

pub fn update_balances(&mut self, balances: Vec<AccountBalance>)

pub fn base_apply(&mut self, event: AccountState)

pub fn base_calculate_balance_locked( &mut self, instrument: InstrumentAny, side: OrderSide, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool>, ) -> Result<Money>

pub fn base_calculate_pnls( &self, instrument: InstrumentAny, fill: OrderFilled, position: Option<Position>, ) -> Result<Vec<Money>>

pub fn base_calculate_commission( &self, instrument: InstrumentAny, last_qty: Quantity, last_px: Price, liquidity_side: LiquiditySide, use_quote_for_inverse: Option<bool>, ) -> Result<Money>

Trait Implementations

impl Account for MarginAccount

fn id(&self) -> AccountId

fn account_type(&self) -> AccountType

fn base_currency(&self) -> Option<Currency>

fn is_cash_account(&self) -> bool

fn is_margin_account(&self) -> bool

fn calculated_account_state(&self) -> bool

fn balance_total(&self, currency: Option<Currency>) -> Option<Money>

fn balances_total(&self) -> HashMap<Currency, Money>

fn balance_free(&self, currency: Option<Currency>) -> Option<Money>

fn balances_free(&self) -> HashMap<Currency, Money>

fn balance_locked(&self, currency: Option<Currency>) -> Option<Money>

fn balances_locked(&self) -> HashMap<Currency, Money>

fn last_event(&self) -> Option<AccountState>

fn events(&self) -> Vec<AccountState>

fn event_count(&self) -> usize

fn currencies(&self) -> Vec<Currency>

fn starting_balances(&self) -> HashMap<Currency, Money>

fn balances(&self) -> HashMap<Currency, AccountBalance>

fn apply(&mut self, event: AccountState)

fn calculate_balance_locked( &mut self, instrument: InstrumentAny, side: OrderSide, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool>, ) -> Result<Money>

fn calculate_pnls( &self, instrument: InstrumentAny, fill: OrderFilled, position: Option<Position>, ) -> Result<Vec<Money>>

fn calculate_commission( &self, instrument: InstrumentAny, last_qty: Quantity, last_px: Price, liquidity_side: LiquiditySide, use_quote_for_inverse: Option<bool>, ) -> Result<Money>

impl Clone for MarginAccount

fn clone(&self) -> MarginAccount

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for MarginAccount

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

Formats the value using the given formatter.

impl Deref for MarginAccount

type Target = BaseAccount

The resulting type after dereferencing.

fn deref(&self) -> &Self::Target

Dereferences the value.

impl DerefMut for MarginAccount

fn deref_mut(&mut self) -> &mut Self::Target

Mutably dereferences the value.

impl<'de> Deserialize<'de> for MarginAccount

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for MarginAccount

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

Formats the value using the given formatter.

impl Hash for MarginAccount

fn hash<H: Hasher>(&self, state: &mut H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl IntoPy<Py<PyAny>> for MarginAccount

fn into_py(self, py: Python<'_>) -> PyObject

Performs the conversion.

impl PartialEq for MarginAccount

fn eq(&self, other: &Self) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl PyClass for MarginAccount

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for MarginAccount

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)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<MarginAccount>

This handles following two situations:

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 doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

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

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature<MarginAccount> for PyClassImplCollector<MarginAccount>

fn new_text_signature(self) -> Option<&'static str>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a MarginAccount

type Holder = Option<PyRef<'py, MarginAccount>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut MarginAccount

type Holder = Option<PyRefMut<'py, MarginAccount>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyMethods<MarginAccount> for PyClassImplCollector<MarginAccount>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for MarginAccount

const NAME: &'static str = "MarginAccount"

Class name.

const MODULE: Option<&'static str> = _

Module name, if any.

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

Returns the PyTypeObject instance for this type.

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

Returns the safe abstraction over the type object.

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

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

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

Checks if object is an instance of this type.

impl Serialize for MarginAccount

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl DerefToPyAny for MarginAccount

impl Eq for MarginAccount