Enum lfest::FuturesTypes

pub enum FuturesTypes {
    Linear,
    Inverse,
}

Enumeration of different futures types

Variants

Linear

Linear futures with a linear payout profit and loss calculation: position_size * (exit_price - entry_price)

Inverse

Inverse futures allow the user to hold the collateral in BASE currency and speculating on price moves denoted in QUOTE currency Example would be Bitmex XBTUSD inverse perpetual futures. profit and loss calculation: position_size * (1.0 / entry_price - 1.0 / exit_price)

Implementations

impl FuturesTypes

pub fn pnl(&self, entry_price: f64, exit_price: f64, contract_qty: f64) -> f64

return the profit and loss for a given entry and exit price with a given contract_qty Note that negative contract_qty will give the pnl for a short position

pub fn to_str(&self) -> &'static str

String representation of the FuturesType

Trait Implementations

impl Clone for FuturesTypes

fn clone(&self) -> FuturesTypes

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for FuturesTypes

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

Formats the value using the given formatter.

impl Default for FuturesTypes

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for FuturesTypes

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
    __D: Deserializer<'de>, 

Deserialize this value from the given Serde deserializer.

impl Display for FuturesTypes

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

Formats the value using the given formatter.

impl FromStr for FuturesTypes

type Err = Error

The associated error which can be returned from parsing.

fn from_str(s: &str) -> Result<Self>

Parses a string s to return a value of this type.

impl Serialize for FuturesTypes

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

Serialize this value into the given Serde serializer.

impl Copy for FuturesTypes