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#[derive(Debug, Clone, Copy)]
pub struct Margin {
pub wallet_balance: f64,
pub margin_balance: f64,
pub position_margin: f64,
pub order_margin: f64,
pub available_balance: f64,
}
impl Margin {
pub fn new(init_balance: f64) -> Self {
Margin {
wallet_balance: init_balance,
margin_balance: init_balance,
position_margin: 0.0,
order_margin: 0.0,
available_balance: init_balance,
}
}
pub fn reserve_order_margin(&mut self, order_margin: f64) -> bool {
if order_margin > self.available_balance {
return false
}
self.order_margin += order_margin;
self.available_balance -= order_margin;
true
}
pub fn free_order_margin(&mut self, order_margin: f64) -> bool {
if order_margin > self.order_margin {
return false
}
self.order_margin -= order_margin;
self.available_balance += order_margin;
true
}
pub fn add_margin_to_position(&mut self, trade_margin: f64) -> bool {
if trade_margin > self.available_balance {
return false
}
self.position_margin += trade_margin;
self.available_balance -= trade_margin;
true
}
pub fn reduce_position_margin(&mut self, trade_margin: f64) -> bool {
if trade_margin > self.position_margin {
return false
}
self.position_margin -= trade_margin;
self.available_balance += trade_margin;
true
}
pub fn change_balance(&mut self, delta: f64) -> bool {
let new_balance: f64 = self.wallet_balance + delta;
if new_balance < 0.0 {
return false
}
self.wallet_balance = new_balance;
self.margin_balance = new_balance;
self.available_balance += delta;
true
}
pub fn wallet_balance(&self) -> f64 {
self.wallet_balance
}
pub fn margin_balance(&self) -> f64 {
self.margin_balance
}
pub fn position_margin(&self) -> f64 {
self.position_margin
}
pub fn order_margin(&self) -> f64 {
self.order_margin
}
pub fn available_balance(&self) -> f64 {
self.available_balance
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn margin_reserve_order_margin() {
let mut margin = Margin::new(1.0);
let success: bool = margin.reserve_order_margin(0.1);
assert!(success);
assert_eq!(margin.wallet_balance, 1.0);
assert_eq!(margin.margin_balance, 1.0);
assert_eq!(margin.position_margin, 0.0);
assert_eq!(margin.order_margin, 0.1);
assert_eq!(margin.available_balance, 0.9);
}
#[test]
fn margin_free_order_margin() {
let mut margin = Margin::new(1.0);
let order_margin: f64 = 0.1;
let success: bool = margin.reserve_order_margin(order_margin);
assert!(success);
let success: bool = margin.free_order_margin(order_margin);
assert!(success);
assert_eq!(margin.wallet_balance, 1.0);
assert_eq!(margin.margin_balance, 1.0);
assert_eq!(margin.position_margin, 0.0);
assert_eq!(margin.order_margin, 0.0);
assert_eq!(margin.available_balance, 1.0);
}
#[test]
fn margin_add_margin_to_position() {
let mut margin = Margin::new(1.0);
let success: bool = margin.add_margin_to_position(0.25);
assert!(success);
assert_eq!(margin.wallet_balance, 1.0);
assert_eq!(margin.margin_balance, 1.0);
assert_eq!(margin.position_margin, 0.25);
assert_eq!(margin.order_margin, 0.0);
assert_eq!(margin.available_balance, 0.75);
}
#[test]
#[ignore]
fn margin_reduce_position_margin() {
let mut margin = Margin::new(1.0);
let success: bool = margin.add_margin_to_position(0.25);
assert!(success);
margin.reduce_position_margin(0.3);
assert_eq!(margin.wallet_balance, 1.05);
assert_eq!(margin.margin_balance, 1.05);
assert_eq!(margin.position_margin, 0.25);
assert_eq!(margin.order_margin, 0.0);
assert_eq!(margin.available_balance, 0.75);
}
#[test]
fn margin_change_balance() {
let mut margin = Margin::new(1.0);
let success: bool = margin.change_balance(0.05);
assert!(success);
assert_eq!(margin.wallet_balance, 1.05);
assert_eq!(margin.margin_balance, 1.05);
assert_eq!(margin.position_margin, 0.0);
assert_eq!(margin.order_margin, 0.0);
assert_eq!(margin.available_balance, 1.05);
}
}