Struct FuturesContract

#[repr(C)]
pub struct FuturesContract {

    pub id: InstrumentId,
    pub raw_symbol: Symbol,
    pub asset_class: AssetClass,
    pub exchange: Option<Ustr>,
    pub underlying: Ustr,
    pub activation_ns: UnixNanos,
    pub expiration_ns: UnixNanos,
    pub currency: Currency,
    pub price_precision: u8,
    pub price_increment: Price,
    pub size_increment: Quantity,
    pub size_precision: u8,
    pub multiplier: Quantity,
    pub lot_size: Quantity,
    pub margin_init: Decimal,
    pub margin_maint: Decimal,
    pub max_quantity: Option<Quantity>,
    pub min_quantity: Option<Quantity>,
    pub max_price: Option<Price>,
    pub min_price: Option<Price>,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
}

Represents a generic deliverable futures contract instrument.

Fields

id: InstrumentId

raw_symbol: Symbol

asset_class: AssetClass

exchange: Option<Ustr>

The exchange ISO 10383 Market Identifier Code (MIC) where the instrument trades.

underlying: Ustr

activation_ns: UnixNanos

expiration_ns: UnixNanos

currency: Currency

price_precision: u8

price_increment: Price

size_increment: Quantity

size_precision: u8

multiplier: Quantity

lot_size: Quantity

margin_init: Decimal

margin_maint: Decimal

max_quantity: Option<Quantity>

min_quantity: Option<Quantity>

max_price: Option<Price>

min_price: Option<Price>

ts_event: UnixNanos

ts_init: UnixNanos

Implementations

impl FuturesContract

pub fn new_checked( id: InstrumentId, raw_symbol: Symbol, asset_class: AssetClass, exchange: Option<Ustr>, underlying: Ustr, activation_ns: UnixNanos, expiration_ns: UnixNanos, currency: Currency, price_precision: u8, price_increment: Price, multiplier: Quantity, lot_size: Quantity, max_quantity: Option<Quantity>, min_quantity: Option<Quantity>, max_price: Option<Price>, min_price: Option<Price>, margin_init: Option<Decimal>, margin_maint: Option<Decimal>, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Result<Self>

Creates a new FuturesContract instance with correctness checking.

Notes

PyO3 requires a Result type for proper error handling and stacktrace printing in Python.

pub fn new( id: InstrumentId, raw_symbol: Symbol, asset_class: AssetClass, exchange: Option<Ustr>, underlying: Ustr, activation_ns: UnixNanos, expiration_ns: UnixNanos, currency: Currency, price_precision: u8, price_increment: Price, multiplier: Quantity, lot_size: Quantity, max_quantity: Option<Quantity>, min_quantity: Option<Quantity>, max_price: Option<Price>, min_price: Option<Price>, margin_init: Option<Decimal>, margin_maint: Option<Decimal>, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Self

Creates a new FuturesContract instance.

Trait Implementations

impl Clone for FuturesContract

fn clone(&self) -> FuturesContract

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for FuturesContract

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for FuturesContract

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Hash for FuturesContract

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 Instrument for FuturesContract

fn into_any(self) -> InstrumentAny

fn id(&self) -> InstrumentId

fn raw_symbol(&self) -> Symbol

fn asset_class(&self) -> AssetClass

fn instrument_class(&self) -> InstrumentClass

fn underlying(&self) -> Option<Ustr>

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

fn quote_currency(&self) -> Currency

fn settlement_currency(&self) -> Currency

fn isin(&self) -> Option<Ustr>

fn option_kind(&self) -> Option<OptionKind>

fn exchange(&self) -> Option<Ustr>

fn strike_price(&self) -> Option<Price>

fn activation_ns(&self) -> Option<UnixNanos>

fn expiration_ns(&self) -> Option<UnixNanos>

fn is_inverse(&self) -> bool

fn price_precision(&self) -> u8

fn size_precision(&self) -> u8

fn price_increment(&self) -> Price

fn size_increment(&self) -> Quantity

fn multiplier(&self) -> Quantity

fn lot_size(&self) -> Option<Quantity>

fn max_quantity(&self) -> Option<Quantity>

fn min_quantity(&self) -> Option<Quantity>

fn max_notional(&self) -> Option<Money>

fn min_notional(&self) -> Option<Money>

fn max_price(&self) -> Option<Price>

fn min_price(&self) -> Option<Price>

fn ts_event(&self) -> UnixNanos

fn ts_init(&self) -> UnixNanos

fn symbol(&self) -> Symbol

fn venue(&self) -> Venue

fn margin_init(&self) -> Decimal

fn margin_maint(&self) -> Decimal

fn maker_fee(&self) -> Decimal

fn taker_fee(&self) -> Decimal

fn make_price(&self, value: f64) -> Price

Creates a new Price from the given value with the correct price precision for the instrument.

fn make_qty(&self, value: f64) -> Quantity

Creates a new Quantity from the given value with the correct size precision for the instrument.

fn calculate_notional_value( &self, quantity: Quantity, price: Price, use_quote_for_inverse: Option<bool>, ) -> Money

Calculates the notional value from the given parameters. The use_quote_for_inverse flag is only applicable for inverse instruments.

fn calculate_base_quantity( &self, quantity: Quantity, last_px: Price, ) -> Quantity

Returns the equivalent quantity of the base asset.

impl IntoPy<Py<PyAny>> for FuturesContract

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

Performs the conversion.

impl PartialEq for FuturesContract

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 FuturesContract

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for FuturesContract

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<FuturesContract>

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<FuturesContract> for PyClassImplCollector<FuturesContract>

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

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

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

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

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

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

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

impl PyMethods<FuturesContract> for PyClassImplCollector<FuturesContract>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for FuturesContract

const NAME: &'static str = "FuturesContract"

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 FuturesContract

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl Copy for FuturesContract

impl DerefToPyAny for FuturesContract

impl Eq for FuturesContract