Enum TickSize 

pub enum TickSize {
    Simple(Decimal),
    Varying {
        thresholds: Vec<(Decimal, Decimal)>,
    },
}

Variants

Simple(Decimal)

Varying

List of (threshold, tick_size) pairs. For price greater than or equal to each threshold, the tick size is the corresponding value.

For example, if the thresholds are [(100, 0.01), (200, 0.02)], valid prices include:

…199.98, 199.99, 200.00, 200.02, 200.04…

Fields

thresholds: Vec<(Decimal, Decimal)>

Implementations

impl TickSize

pub fn simple(tick_size: Decimal) -> Self

pub fn increment(&self, price: Decimal, n: i32) -> Option<Decimal>

Increment the price by n ticks. Negative values decrement.

This method assumes:

• price is a valid price (i.e. on a tick and not between ticks)
• price is not on or below the first threshold, for negative n
• thresholds is non-empty, if tick size is Varying
• thresholds are well-formed[1]

[1] Sequential thresholds must be arithemetically adjacent; e.g. (100, 0.3), (200, _) is an invalid threshold sequence because no iteration of ticks can get from 100 to 200.

pub fn decrement(&self, price: Decimal, n: i32) -> Option<Decimal>

pub fn round_aggressive(&self, price: Decimal, dir: Dir) -> Option<Decimal>

Round the price to make the price more aggressive for the given direction.

pub fn round_passive(&self, price: Decimal, dir: Dir) -> Option<Decimal>

Round the price to make the price more passive for the given direction.

pub fn round_up(&self, price: Decimal) -> Option<Decimal>

pub fn round_down(&self, price: Decimal) -> Option<Decimal>

pub fn signed_tick_distance( &self, from: Decimal, to: Decimal, ) -> Option<Decimal>

Number of ticks between from to to based on the tick size.

If from is less than to, the result is positive. If from is greater than to, the result is negative.

If step size is zero, return None.

Trait Implementations

impl Clone for TickSize

fn clone(&self) -> TickSize

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TickSize

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for TickSize

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl JsonSchema for TickSize

fn schema_name() -> String

The name of the generated JSON Schema.

fn schema_id() -> Cow<'static, str>

Returns a string that uniquely identifies the schema produced by this type.

fn json_schema(generator: &mut SchemaGenerator) -> Schema

Generates a JSON Schema for this type.

fn is_referenceable() -> bool

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

impl Serialize for TickSize

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

where __S: Serializer,

Serialize this value into the given Serde serializer.