Enum QueuePosition

pub enum QueuePosition {
    RiskAverse,
    FIFO {
        position: usize,
        quantity_ahead: Decimal,
    },
    Probabilistic {
        probability: Decimal,
        depth_ratio: Decimal,
    },
}

Queue position information

Variants

RiskAverse

Always at front of queue (optimistic)

FIFO

FIFO position with quantity ahead

Fields

position: usize

Position index in the queue (0 = front)

quantity_ahead: Decimal

Total quantity ahead in the queue

Probabilistic

Probabilistic fill based on queue depth

Fields

probability: Decimal

Probability of execution (0.0 to 1.0)

depth_ratio: Decimal

Ratio of order size to total depth

Trait Implementations

impl Clone for QueuePosition

fn clone(&self) -> QueuePosition

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for QueuePosition

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

Formats the value using the given formatter.