Enum TradeSign 

pub enum TradeSign {
    Buy,
    Sell,
    Unknown,
}

Trade direction classification using the Lee-Ready tick test.

The tick test compares the current trade price to the previous trade price:

• Price increased → the trade is a Buy (up-tick).
• Price decreased → the trade is a Sell (down-tick).
• Price unchanged → Unknown (zero-tick; caller may apply the previous sign).

Example

use fin_primitives::microstructure::TradeSign;

assert_eq!(TradeSign::classify(100.5, 100.0), TradeSign::Buy);
assert_eq!(TradeSign::classify(99.5, 100.0), TradeSign::Sell);
assert_eq!(TradeSign::classify(100.0, 100.0), TradeSign::Unknown);

Variants

Buy

Trade occurred on an up-tick (buy-initiated).

Sell

Trade occurred on a down-tick (sell-initiated).

Unknown

Trade occurred on a zero-tick (direction indeterminate).

Implementations

impl TradeSign

pub fn classify(price: f64, prev_price: f64) -> Self

Classify a trade using the Lee-Ready tick test.

• price: current trade price.
• prev_price: immediately preceding trade price.

Trait Implementations

impl Clone for TradeSign

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for TradeSign

impl Debug for TradeSign

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

Formats the value using the given formatter.

impl Eq for TradeSign

impl PartialEq for TradeSign

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for TradeSign