nautilus_model::instruments

Trait Instrument

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pub trait Instrument: 'static + Send {

Show 40 methods    // Required methods
    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;

    // Provided methods
    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 { ... }
    fn make_qty(&self, value: f64) -> Quantity { ... }
    fn calculate_notional_value(
        &self,
        quantity: Quantity,
        price: Price,
        use_quote_for_inverse: Option<bool>,
    ) -> Money { ... }
    fn calculate_base_quantity(
        &self,
        quantity: Quantity,
        last_px: Price,
    ) -> Quantity { ... }

}

Required Methods§

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fn into_any(self) -> InstrumentAny

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fn id(&self) -> InstrumentId

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fn raw_symbol(&self) -> Symbol

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fn asset_class(&self) -> AssetClass

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fn instrument_class(&self) -> InstrumentClass

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

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

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fn quote_currency(&self) -> Currency

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fn settlement_currency(&self) -> Currency

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

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

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

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

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

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

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fn is_inverse(&self) -> bool

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fn price_precision(&self) -> u8

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fn size_precision(&self) -> u8

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fn price_increment(&self) -> Price

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fn size_increment(&self) -> Quantity

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fn multiplier(&self) -> Quantity

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

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

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

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

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

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

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

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fn ts_event(&self) -> UnixNanos

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fn ts_init(&self) -> UnixNanos

Provided Methods§

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fn symbol(&self) -> Symbol

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fn venue(&self) -> Venue

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fn margin_init(&self) -> Decimal

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fn margin_maint(&self) -> Decimal

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fn maker_fee(&self) -> Decimal

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fn taker_fee(&self) -> Decimal

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

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

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

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

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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.

§Panics

This function panics:

  • If instrument is inverse and not use_quote_for_inverse, with no base currency.
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fn calculate_base_quantity( &self, quantity: Quantity, last_px: Price, ) -> Quantity

Returns the equivalent quantity of the base asset.

Implementors§