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DetectorSettings

Struct DetectorSettings 

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#[non_exhaustive]
pub struct DetectorSettings { pub big_trades: Detector<BigTradeRule>, pub stop_runs: Detector<StopRunRule>, pub stop_sweeps: Detector<StopSweepRule>, pub icebergs: Detector<IcebergRule>, pub absorption: Detector<AbsorptionRule>, pub liquidity: Detector<LiquidityRule>, pub iceberg_count_alert: Option<CountAlert>, pub stop_run_count_alert: Option<CountAlert>, }
Expand description

The settings of every detector, disabled by default, applied by OrderFlowDetectors::set_settings.

Fields (Non-exhaustive)§

This struct is marked as 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.
§big_trades: Detector<BigTradeRule>

Large aggressive executions and their zones.

§stop_runs: Detector<StopRunRule>

Rapid same-side execution bursts.

§stop_sweeps: Detector<StopSweepRule>

Directional footprint bars with exceptional volume.

§icebergs: Detector<IcebergRule>

Exact order refills and estimates from aggregate depth.

§absorption: Detector<AbsorptionRule>

Aggressive volume absorbed at a resting inside price.

§liquidity: Detector<LiquidityRule>

Large resting levels, walls, sweeps, pulls and fresh size.

§iceberg_count_alert: Option<CountAlert>

Optional rising-edge alert on the number of icebergs.

§stop_run_count_alert: Option<CountAlert>

Optional rising-edge alert on the number of stop runs.

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impl DetectorSettings

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pub fn validate(&self) -> Result<(), FeedError>

Checks thresholds and minima before applying settings from storage or a user interface.

Trait Implementations§

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impl Clone for DetectorSettings

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fn clone(&self) -> DetectorSettings

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 DetectorSettings

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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 DetectorSettings

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fn default() -> DetectorSettings

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

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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 PartialEq for DetectorSettings

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

Equality operator ==. Read more
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fn ne(&self, other: &Rhs) -> bool

Inequality operator !=. Read more
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impl Serialize for DetectorSettings

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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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impl StructuralPartialEq for DetectorSettings

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

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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

Mutably borrows from an owned value. Read more
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impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
where ST: ?Sized, DT: ?Sized,

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impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
where ST: ?Sized, DT: ?Sized,

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

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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
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impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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

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fn into(self) -> U

Calls U::from(self).

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

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fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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where T: 'static + Any + Clone + for<'a> Send + Sync,

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fn simd_from(_simd: S, value: T) -> T

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impl<F, T, S> SimdInto<T, S> for F
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where T: Clone,

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Performs the conversion.