Module contract 

Contract specifications, currencies, and linear contract valuation models. Provider-neutral instrument contract specifications, currency definitions, and valuation models.

Provides explicit contract units (multiplier, lot size, currencies) and FX conversion so position sizing, notionals, and P&L can be computed consistently in an account currency.

Structs

ContractSpec

Detailed operative contract specifications complementing crate::model::InstrumentMeta.

Currency

An ISO currency code or currency symbol identifier (e.g. “EUR”, “USD”, “GBP”, “JPY”).

FxRate

An FX quote between two currencies: base_currency / quote_currency = rate.

Enums

ContractSpecError

Errors when validating a ContractSpec.

FxConversionError

Errors during foreign exchange currency conversion.

InstrumentType

Category of traded financial contract.

ValuationError

Errors during contract valuation and sizing calculations.

Functions

contract_pnl

Computes the realized or unrealized P&L in account currency: (exit - entry) * direction * quantity * multiplier * fx_rate.

contract_tick_value

Computes the single-tick value in account currency: tick_size * multiplier * fx_rate.

notional_value

Computes the total notional value of a position in account currency: quantity * price * multiplier * fx_rate.

stop_risk_amount

Computes the stop risk amount in account currency: quantity * |entry - stop| * multiplier * fx_rate.