PortfolioConfig

Struct PortfolioConfig 

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pub struct PortfolioConfig {
    pub use_mark_prices: bool,
    pub use_mark_xrates: bool,
    pub bar_updates: bool,
    pub convert_to_account_base_currency: bool,
    pub min_account_state_logging_interval_ms: Option<u64>,
    pub debug: bool,
}
Expand description

Configuration for Portfolio instances.

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§use_mark_prices: bool

The type of prices used for portfolio calculations, such as unrealized PnLs. If false (default), uses quote prices if available; otherwise, last trade prices (or falls back to bar prices if bar_updates is true). If true, uses mark prices.

§use_mark_xrates: bool

The type of exchange rates used for portfolio calculations. If false (default), uses quote prices. If true, uses mark prices.

§bar_updates: bool

If external bars should be considered for updating unrealized PnLs.

§convert_to_account_base_currency: bool

If calculations should be converted into each account’s base currency. This setting is only effective for accounts with a specified base currency.

§min_account_state_logging_interval_ms: Option<u64>

The minimum interval (milliseconds) between logging account state events for the same account. When set, account state updates will only be logged if this much time has passed since the last log. Useful for HFT deployments to prevent excessive logging when account states change rapidly.

§debug: bool

If debug mode is active (will provide extra debug logging).

Trait Implementations§

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impl Clone for PortfolioConfig

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fn clone(&self) -> PortfolioConfig

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for PortfolioConfig

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

Formats the value using the given formatter. Read more
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impl Default for PortfolioConfig

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl<'de> Deserialize<'de> for PortfolioConfig

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for PortfolioConfig

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

Serialize this value into the given Serde serializer. Read more

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