rusty_feeder::provider::ext::metrics

Struct ExecutionQualityMetrics

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pub struct ExecutionQualityMetrics {
    pub slippage_bps: f64,
    pub market_impact_bps: f64,
    pub fill_rate: f64,
    pub avg_fill_time_ns: u64,
    pub implementation_shortfall_bps: f64,
}
Expand description

Execution quality metrics for post-trade analysis

Measures the quality of trade execution including slippage, market impact, and fill rates essential for strategy optimization.

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§slippage_bps: f64

Average slippage in basis points (negative = favorable)

§market_impact_bps: f64

Estimated market impact in basis points

§fill_rate: f64

Percentage of orders successfully filled (0.0 to 1.0)

§avg_fill_time_ns: u64

Average time from order submission to fill in nanoseconds

§implementation_shortfall_bps: f64

Implementation shortfall in basis points

Trait Implementations§

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impl Clone for ExecutionQualityMetrics

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fn clone(&self) -> ExecutionQualityMetrics

Returns a duplicate of the value. Read more
1.0.0 · Source§

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

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

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

Formats the value using the given formatter. Read more

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