apple_quant_algorithmic/volume/
resting.rs

1use std::fmt::{Debug, Display};
2
3use num_traits::Zero;
4use rust_decimal::Decimal;
5
6use crate::instrument::{AsDecimal, InstrumentSpec};
7
8use super::{DirectionalIntentVolume, DirectionlessVolume, RestingSide, VolumeDelta};
9
10#[derive(Clone, Copy, PartialEq, Eq, PartialOrd, Ord, Hash)]
11pub struct RestingVolume<IS: InstrumentSpec> {
12	pub directionless_volume: DirectionlessVolume<IS>,
13	pub resting_side: RestingSide,
14}
15
16impl<IS: InstrumentSpec> RestingVolume<IS> {
17	pub fn new(
18		directionless_volume: DirectionlessVolume<IS>,
19		resting_side: RestingSide,
20	) -> Self {
21		Self {
22			directionless_volume,
23			resting_side,
24		}
25	}
26
27	pub fn flip(self) -> Self {
28		Self {
29			directionless_volume: self.directionless_volume,
30			resting_side: self.resting_side.flip(),
31		}
32	}
33
34	pub fn as_decimal(&self) -> Decimal {
35		self.directionless_volume
36			.as_decimal()
37			* self
38				.resting_side
39				.as_directional_intent()
40				.as_decimal()
41	}
42
43	pub fn as_directional_intent_volume(&self) -> DirectionalIntentVolume<IS> {
44		(*self).into()
45	}
46
47	pub fn as_directionless_volume(&self) -> &DirectionlessVolume<IS> {
48		&self.directionless_volume
49	}
50
51	pub fn resting_side(&self) -> &RestingSide {
52		&self.resting_side
53	}
54
55	pub fn as_parts(
56		&self
57	) -> (
58		&DirectionlessVolume<IS>,
59		&RestingSide,
60	) {
61		(
62			&self.directionless_volume,
63			&self.resting_side,
64		)
65	}
66
67	pub fn as_volume_delta(&self) -> VolumeDelta<IS> {
68		if self
69			.directionless_volume
70			.is_zero()
71		{
72			return VolumeDelta::Zero;
73		}
74
75		VolumeDelta::RestingDelta {
76			directionless_volume: self.directionless_volume,
77			resting_side: self.resting_side,
78		}
79	}
80}
81
82impl<IS: InstrumentSpec> Display for RestingVolume<IS> {
83	fn fmt(
84		&self,
85		f: &mut std::fmt::Formatter<'_>,
86	) -> std::fmt::Result {
87		let volume = self.as_decimal();
88		write!(f, "{}", volume)
89	}
90}
91
92impl<IS: InstrumentSpec> Debug for RestingVolume<IS> {
93	fn fmt(
94		&self,
95		f: &mut std::fmt::Formatter<'_>,
96	) -> std::fmt::Result {
97		<Self as Display>::fmt(&self, f)
98	}
99}
apple_quant_algorithmic/volume/resting.rs

apple_quant_algorithmic/volume/
resting.rs
