Struct AbsorptionRule 

#[non_exhaustive]
pub struct AbsorptionRule {
    pub threshold: Threshold,
}

An inside-price episode closes after one second without an execution there. It qualifies when aggressive volume reaches both the threshold and opening displayed size, no trade printed beyond it, and half the displayed size remains or order-level depth received adds.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

threshold: Threshold

Fixed size, or nearest-rank 99th percentile of the last 1,000 closed episode volumes, inactive until 100 episodes have closed. Gaps discard episodes without calibrating.

Trait Implementations

impl Clone for AbsorptionRule

fn clone(&self) -> AbsorptionRule

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for AbsorptionRule

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

Formats the value using the given formatter.

impl Default for AbsorptionRule

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for AbsorptionRule

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for AbsorptionRule

fn eq(&self, other: &AbsorptionRule) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for AbsorptionRule

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for AbsorptionRule