Struct AvellanedaStoikovStrategy

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pub struct AvellanedaStoikovStrategy {
    pub params: AvellanedaStoikovParameters,
    pub sigma: f64,
    pub start_time: Option<f64>,
    pub order_counter: u64,
    pub price_history: VecDeque<f64>,
    pub window_size: usize,
}

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§params: AvellanedaStoikovParameters§sigma: f64§start_time: Option<f64>§order_counter: u64§price_history: VecDeque<f64>§window_size: usize

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impl AvellanedaStoikovStrategy

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pub fn new(params: AvellanedaStoikovParameters) -> Self

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pub fn with_window_size(self, window_size: usize) -> Self

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impl Strategy for AvellanedaStoikovStrategy

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fn on_tick(&mut self, obs: &Observation, requests: &mut Vec<OrderRequest>)

Called each tick with the agent’s filtered observation. Appends order requests (New, Cancel, CancelAll) to the provided buffer.

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fn as_any(&self) -> &dyn Any

Downcast helper — returns self as &dyn Any.

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fn as_any_mut(&mut self) -> &mut dyn Any

Downcast helper — returns self as &mut dyn Any.

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impl UnwindSafe for AvellanedaStoikovStrategy

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impl<T> From<T> for T

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fn from(t: T) -> T

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fn into(self) -> U

Calls U::from(self).

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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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