rusty_strategy::signals

Enum SignalType

pub enum SignalType {
    Enter {
        side: OrderSide,
        order_type: OrderType,
        price: Option<Decimal>,
        quantity: Decimal,
        time_in_force: TimeInForce,
    },
    Exit {
        side: OrderSide,
        order_type: OrderType,
        price: Option<Decimal>,
        quantity: Decimal,
        time_in_force: TimeInForce,
    },
    Modify {
        side: OrderSide,
        order_type: OrderType,
        price: Option<Decimal>,
        quantity: Decimal,
        time_in_force: TimeInForce,
    },
    Cancel {
        order_id: String,
    },
    Info {
        message: String,
    },
}

Expand description

Types of trading signals that can be generated by strategies

Variants§

Enter

Signal to enter a new position

Fields

§side: OrderSide

Direction of the trade

§order_type: OrderType

Order type (market, limit, etc.)

§price: Option<Decimal>

Price level for limit orders

§quantity: Decimal

Quantity to trade

§time_in_force: TimeInForce

Time in force for the order

Exit

Signal to exit an existing position

Fields

§side: OrderSide

Direction of the trade (opposite of the position direction)

§order_type: OrderType

Order type (market, limit, etc.)

§price: Option<Decimal>

Price level for limit orders

§quantity: Decimal

Quantity to exit with

§time_in_force: TimeInForce

Time in force for the order

Modify

Signal to modify an existing position

Fields

§side: OrderSide

Direction of the trade

§order_type: OrderType

Order type (market, limit, etc.)

§price: Option<Decimal>

Price level for limit orders

§quantity: Decimal

New quantity (absolute value, not delta)

§time_in_force: TimeInForce

Time in force for the order

Cancel

Signal to cancel an existing order

Fields

§order_id: String

ID of the order to cancel

Info

Informational signal (no action required)

Fields

§message: String

Information message

Trait Implementations§

impl Clone for SignalType

fn clone(&self) -> SignalType

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

impl Debug for SignalType

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

impl Freeze for SignalType

impl RefUnwindSafe for SignalType

impl Send for SignalType

impl Sync for SignalType

impl Unpin for SignalType

impl UnwindSafe for SignalType

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided [Span], returning an Instrumented wrapper. Read more

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> PolicyExt for T
where T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns [Action::Follow] only if self and other return Action::Follow. Read more

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns [Action::Follow] if either self or other returns Action::Follow. Read more

impl<T> Same for T

type Output = T

Should always be Self

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

fn vzip(self) -> V

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a [WithDispatch] wrapper. Read more

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a [WithDispatch] wrapper. Read more

impl<T> ErasedDestructor for T
where T: 'static,