Struct GridTradeRule 

pub struct GridTradeRule {

    pub submitted_base_price: Option<Decimal>,
    pub upper_limit_price: Option<Decimal>,
    pub lower_limit_price: Option<Decimal>,
    pub trigger_price_type: Option<TriggerPriceType>,
    pub trigger_spread_up: Option<Decimal>,
    pub trigger_spread_down: Option<Decimal>,
    pub trigger_percent_up: Option<Decimal>,
    pub trigger_percent_down: Option<Decimal>,
    pub multiple_trigger: Option<bool>,
    pub time_in_force: Option<GridTimeInForce>,
    pub upper_limit_quantity: Option<Decimal>,
    pub lower_limit_quantity: Option<Decimal>,
    pub expire_time: Option<i64>,
    pub upper_limit_event: Option<GridLimitEvent>,
    pub lower_limit_event: Option<GridLimitEvent>,
    pub trigger_sell_depth: Option<i32>,
    pub trigger_buy_depth: Option<i32>,
    pub trigger_quantity: Option<Decimal>,
    pub support_shortsell: Option<bool>,
    pub rth: Option<i32>,
    pub grid_order_type_up: Option<String>,
    pub grid_order_type_down: Option<String>,
}

Grid trading rule — parameters for submit / replace.

Mirrors the GridTradingRule message in the gridtrading proto. Prices and quantities are decimals serialized as strings; enum-like fields are raw integers whose code tables are documented inline.

Fields

submitted_base_price: Option<Decimal>

Base price the grid is anchored to

upper_limit_price: Option<Decimal>

Upper price bound

lower_limit_price: Option<Decimal>

Lower price bound

trigger_price_type: Option<TriggerPriceType>

Trigger price type (only 1 / 2 allowed)

trigger_spread_up: Option<Decimal>

Upward trigger spread (absolute)

trigger_spread_down: Option<Decimal>

Downward trigger spread (absolute)

trigger_percent_up: Option<Decimal>

Upward trigger percent

trigger_percent_down: Option<Decimal>

Downward trigger percent

multiple_trigger: Option<bool>

Whether a single grid level may trigger multiple times

time_in_force: Option<GridTimeInForce>

Time in force (0 = Day, 1 = GTC, 6 = GTD)

upper_limit_quantity: Option<Decimal>

Quantity handled when the upper bound is reached

lower_limit_quantity: Option<Decimal>

Quantity handled when the lower bound is reached

expire_time: Option<i64>

Expiry time (unix seconds), used with GTD

upper_limit_event: Option<GridLimitEvent>

Action when the upper bound is reached (only 1 / 2 allowed)

lower_limit_event: Option<GridLimitEvent>

Action when the lower bound is reached (only 1 / 2 allowed)

trigger_sell_depth: Option<i32>

Sell-side order-book depth (-5..5, 0 = use grid_order_type_up)

trigger_buy_depth: Option<i32>

Buy-side order-book depth (-5..5, 0 = use grid_order_type_down)

trigger_quantity: Option<Decimal>

Quantity per trigger

support_shortsell: Option<bool>

Whether short selling is allowed

rth: Option<i32>

Regular trading hours flag (0 / 1 / 2)

grid_order_type_up: Option<String>

Sell-side order type when depth is 0 (GMO / GLO / GTG)

grid_order_type_down: Option<String>

Buy-side order type when depth is 0 (GMO / GLO / GTG)

Implementations

impl GridTradeRule

pub fn new( base_price: Decimal, upper_price: Decimal, lower_price: Decimal, trigger: GridTrigger, quantity: Decimal, upper_quantity: Decimal, lower_quantity: Decimal, time_in_force: GridTimeInForce, ) -> Self

Create a rule with the fields a valid grid order requires. The gateway still validates business rules, but this makes the minimum field set visible in the type signature instead of leaving all fields optional.

pub fn limit_events(self, upper: GridLimitEvent, lower: GridLimitEvent) -> Self

Set the actions taken at the upper / lower bounds.

pub fn depths(self, sell: i32, buy: i32) -> Self

Set the sell / buy order-book depths (0 = use the order type).

pub fn order_types(self, up: impl Into<String>, down: impl Into<String>) -> Self

Set the sell / buy order types (GMO / GLO / GTG).

pub fn multiple_trigger(self, value: bool) -> Self

Allow a single grid level to trigger multiple times.

pub fn support_shortsell(self, value: bool) -> Self

Allow short selling.

pub fn rth(self, value: i32) -> Self

Set the regular-trading-hours flag (0 / 1 / 2).

pub fn expire_time(self, unix_seconds: i64) -> Self

Set the expiry time (unix seconds), used with a GTD time-in-force.

Trait Implementations

impl Clone for GridTradeRule

fn clone(&self) -> GridTradeRule

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for GridTradeRule

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

Formats the value using the given formatter.

impl Default for GridTradeRule

fn default() -> GridTradeRule

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for GridTradeRule

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for GridTradeRule

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

where __S: Serializer,

Serialize this value into the given Serde serializer.