Enum FillAdjustmentResult 

pub enum FillAdjustmentResult {
    NoAdjustment,
    AddSyntheticOpening {
        synthetic_fill: FillSnapshot,
        existing_fills: Vec<FillSnapshot>,
    },
    ReplaceCurrentLifecycle {
        synthetic_fill: FillSnapshot,
        first_venue_order_id: VenueOrderId,
    },
    FilterToCurrentLifecycle {
        last_zero_crossing_ts: u64,
        current_lifecycle_fills: Vec<FillSnapshot>,
    },
}

Result of the fill adjustment process.

Variants

NoAdjustment

No adjustment needed - return fills unchanged.

AddSyntheticOpening

Add synthetic opening fill to oldest lifecycle.

Fields

synthetic_fill: FillSnapshot

The synthetic fill to add at the beginning.

existing_fills: Vec<FillSnapshot>

All existing fills to keep.

ReplaceCurrentLifecycle

Replace entire current lifecycle with single synthetic fill.

Fields

synthetic_fill: FillSnapshot

The single synthetic fill representing the entire position.

first_venue_order_id: VenueOrderId

The first venue order ID to use.

FilterToCurrentLifecycle

Filter fills to current lifecycle only (after last zero-crossing).

Fields

last_zero_crossing_ts: u64

Timestamp of the last zero-crossing.

current_lifecycle_fills: Vec<FillSnapshot>

Fills from current lifecycle.

Trait Implementations

impl Clone for FillAdjustmentResult

fn clone(&self) -> FillAdjustmentResult

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FillAdjustmentResult

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

Formats the value using the given formatter.

impl PartialEq for FillAdjustmentResult

fn eq(&self, other: &FillAdjustmentResult) -> 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 StructuralPartialEq for FillAdjustmentResult