pub struct SlippageAssert {
    pub price: PriceBaseInQuote,
    pub tolerance: Number,
}
Expand description

There are two sources of slippage in the protocol:

  • Change in the oracle price from creation of the message to execution of the message.
  • Change in delta neutrality fee from creation of the message to execution of the message. Slippage assert tolerance is the tolerance to the sum of the two sources of slippage.

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§price: PriceBaseInQuote

Expected effective price from the sender. To incorporate tolerance on delta neutrality fee, the expected price should be modified by expected fee rate: price = oracle_price * (1 + fee_rate) fee_rate here is the ratio between the delta neutrality fee amount and notional size delta (in collateral asset).

§tolerance: Number

Max ratio tolerance of actual trade price differing in an unfavorable direction from expected price. Tolerance of 0.01 means max 1% difference.

Trait Implementations§

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impl Clone for SlippageAssert

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fn clone(&self) -> SlippageAssert

Returns a copy 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 SlippageAssert

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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<'de> Deserialize<'de> for SlippageAssert

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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 JsonSchema for SlippageAssert

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fn schema_name() -> String

The name of the generated JSON Schema. Read more
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fn schema_id() -> Cow<'static, str>

Returns a string that uniquely identifies the schema produced by this type. Read more
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fn json_schema(gen: &mut SchemaGenerator) -> Schema

Generates a JSON Schema for this type. Read more
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fn is_referenceable() -> bool

Whether JSON Schemas generated for this type should be re-used where possible using the $ref keyword. Read more
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impl PartialEq for SlippageAssert

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

This method tests for self and other values to be equal, and is used by ==.
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fn ne(&self, other: &Rhs) -> bool

This method tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
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impl Serialize for SlippageAssert

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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 Eq for SlippageAssert

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impl StructuralPartialEq for SlippageAssert

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default unsafe fn clone_to_uninit(&self, dst: *mut T)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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Calls U::from(self).

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