Trait lfest::prelude::MarginCurrency

source · 
pub trait MarginCurrency: Currency {
    // Required method
    fn pnl<S>(
        entry_price: QuoteCurrency,
        exit_price: QuoteCurrency,
        quantity: S
    ) -> S::PairedCurrency
       where S: Currency;
}
Expand description

Each Currency that is used as margin has to implement this trait. The margin currency of an account defines which type of futures contract is traded. Here is how the margin Currency maps to the futures type: QuoteCurrency: linear futures. BaseCurrency: inverse futures.

Required Methods§

source

fn pnl<S>( entry_price: QuoteCurrency, exit_price: QuoteCurrency, quantity: S ) -> S::PairedCurrencywhere S: Currency,

Compute the profit and loss.

Arguments:

entry_price: The price at which the position was initiated. exit_prie: The price at which the position was exited. quantity: The amount of contracts traded.

Arguments:

Returns the profit and loss measured in the PairedCurrency of the size currency.

Implementors§