apple_quant_algorithmic/volume/
directional_intent.rs

1use rust_decimal::Decimal;
2
3use crate::instrument::InstrumentSpec;
4
5use super::{AggressorSide, DirectionalIntentVolume, DirectionlessVolume, RestingSide};
6
7#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash)]
8#[repr(u8)]
9pub enum DirectionalIntent {
10	Positive,
11	Negative,
12}
13
14impl DirectionalIntent {
15	pub fn with_volume<IS: InstrumentSpec>(
16		self,
17		directionless_volume: DirectionlessVolume<IS>,
18	) -> DirectionalIntentVolume<IS> {
19		DirectionalIntentVolume {
20			directional_intent: self,
21			directionless_volume,
22		}
23	}
24
25	pub fn flip(
26		&mut self,
27	) {
28		*self = self.as_flipped();
29	}
30
31	pub fn as_flipped(
32		&self,
33	) -> Self {
34		match self {
35			Self::Positive => Self::Negative,
36			Self::Negative => Self::Positive,
37		}
38	}
39
40	pub fn is_positive(
41		&self,
42	) -> bool {
43		*self == Self::Positive
44	}
45
46	pub fn as_decimal(
47		&self,
48	) -> Decimal {
49		match self {
50			Self::Negative => Decimal::NEGATIVE_ONE,
51			Self::Positive => Decimal::ONE,
52		}
53	}
54}
55
56impl From<AggressorSide> for DirectionalIntent {
57	fn from(
58		value: AggressorSide,
59	) -> Self {
60		match value {
61			AggressorSide::Bid => Self::Negative,
62			AggressorSide::Ask => Self::Positive,
63		}
64	}
65}
66
67impl From<&AggressorSide> for DirectionalIntent {
68	fn from(
69		value: &AggressorSide,
70	) -> Self {
71		(*value).into()
72	}
73}
74
75impl From<RestingSide> for DirectionalIntent {
76	fn from(
77		value: RestingSide,
78	) -> Self {
79		match value {
80			RestingSide::Bid => Self::Positive,
81			RestingSide::Ask => Self::Negative,
82		}
83	}
84}
85
86impl From<&RestingSide> for DirectionalIntent {
87	fn from(
88		value: &RestingSide,
89	) -> Self {
90		(*value).into()
91	}
92}
apple_quant_algorithmic/volume/directional_intent.rs

apple_quant_algorithmic/volume/
directional_intent.rs
