Struct TwapParameters 

pub struct TwapParameters {
    pub duration: u32,
    pub interval: u32,
    pub price_tolerance: u32,
}

TwapParameters represents the necessary configuration for a TWAP order.

Fields

duration: u32

Duration of the TWAP order execution in seconds. Must be in the range [300 (5 minutes), 86400 (24 hours)].

interval: u32

Interval in seconds for each suborder to execute. Must be a whole number, a factor of the duration, and in the range [30 (30 seconds), 3600 (1 hour)].

price_tolerance: u32

Price tolerance in ppm for each suborder. This will be applied to the oracle price each time a suborder is triggered. Must be be in the range [0, 1_000_000).

Trait Implementations

impl Clone for TwapParameters

fn clone(&self) -> TwapParameters

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TwapParameters

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

Formats the value using the given formatter.

impl Default for TwapParameters

fn default() -> TwapParameters

Returns the “default value” for a type.

impl Message for TwapParameters

fn encoded_len(&self) -> usize

Returns the encoded length of the message without a length delimiter.

fn clear(&mut self)

Clears the message, resetting all fields to their default.

fn encode(&self, buf: &mut impl BufMut) -> Result<(), EncodeError>

where Self: Sized,

Encodes the message to a buffer.

fn encode_to_vec(&self) -> Vec<u8>

where Self: Sized,

Encodes the message to a newly allocated buffer.

fn encode_length_delimited( &self, buf: &mut impl BufMut, ) -> Result<(), EncodeError>

where Self: Sized,

Encodes the message with a length-delimiter to a buffer.

fn encode_length_delimited_to_vec(&self) -> Vec<u8>

where Self: Sized,

Encodes the message with a length-delimiter to a newly allocated buffer.

fn decode(buf: impl Buf) -> Result<Self, DecodeError>

where Self: Default,

Decodes an instance of the message from a buffer.

fn decode_length_delimited(buf: impl Buf) -> Result<Self, DecodeError>

where Self: Default,

Decodes a length-delimited instance of the message from the buffer.

fn merge(&mut self, buf: impl Buf) -> Result<(), DecodeError>

where Self: Sized,

Decodes an instance of the message from a buffer, and merges it into self.

fn merge_length_delimited(&mut self, buf: impl Buf) -> Result<(), DecodeError>

where Self: Sized,

Decodes a length-delimited instance of the message from buffer, and merges it into self.

impl Name for TwapParameters

const NAME: &'static str = "TwapParameters"

Simple name for this Message. This name is the same as it appears in the source .proto file, e.g. FooBar.

const PACKAGE: &'static str = "dydxprotocol.clob"

Package name this message type is contained in. They are domain-like and delimited by ., e.g. google.protobuf.

fn full_name() -> String

Fully-qualified unique name for this Message. It’s prefixed with the package name and names of any parent messages, e.g. google.rpc.BadRequest.FieldViolation. By default, this is the package name followed by the message name. Fully-qualified names must be unique within a domain of Type URLs.

fn type_url() -> String

Type URL for this Message, which by default is the full name with a leading slash, but may also include a leading domain name, e.g. type.googleapis.com/google.profile.Person. This can be used when serializing into the google.protobuf.Any type.

impl PartialEq for TwapParameters

fn eq(&self, other: &TwapParameters) -> 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 Copy for TwapParameters

impl StructuralPartialEq for TwapParameters