Crate financial_symbols

Source
Expand description

§Financial Symbols

Stock symbols & option contract symbols which implement the copy trait.

Build status Crates.io Documentation

use financial_symbols::{OptionContract, OptionType, Ticker};
use rust_decimal::Decimal;
use chrono::NaiveDate;
use std::str::FromStr;

let ticker = Ticker::try_from("AAPL").unwrap();

let ticker_copy = ticker;

assert_eq!(ticker, ticker_copy);
assert_eq!(ticker, "AAPL");

let contract = OptionContract::from_osi("SPXW231127C03850000").unwrap();

let contract_copy = contract;
assert_eq!(contract, contract_copy);

assert_eq!(contract.ticker(), "SPXW");
assert_eq!(contract.option_type(), OptionType::Call);
assert_eq!(contract.expiry(), NaiveDate::from_str("2023-11-27").unwrap());
assert_eq!(contract.strike(), Decimal::from(3850));

let contract = OptionContract::from_dx_feed(".SPXW231127C3850").unwrap();
assert_eq!(contract.to_osi(), "SPXW231127C03850000");

§Benchmark

Tested on Apple M1 Pro 16GB Ram

from_osi SPXW231124P04060000
            time:   [10.557 ns 10.582 ns 10.629 ns]

from_osi TSLA240119C00066670
            time:   [10.559 ns 10.595 ns 10.667 ns]

from_osi A231215C00055000
            time:   [9.7667 ns 9.7743 ns 9.7830 ns]

Structs§

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