Struct FixedTickSchemeRounder

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pub struct FixedTickSchemeRounder { /* private fields */ }

Expand description

Rounder that uses a fixed tick size; mirrors negative prices for tick alignment (Cython parity).

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impl FixedTickSchemeRounder

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pub fn new(tick: f64) -> Result<Self>

Creates a rounder with the given tick size.

§Errors

Returns an error if tick is not positive.

Trait Implementations§

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impl Debug for FixedTickSchemeRounder

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

Formats the value using the given formatter. Read more

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impl SpreadPriceRounder for FixedTickSchemeRounder

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fn round_prices( &self, raw_bid: f64, raw_ask: f64, precision: u8, ) -> (Price, Price)

Rounds raw bid/ask to valid prices (handles negative prices with mirroring when using tick scheme).

Auto Trait Implementations§

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impl UnwindSafe for FixedTickSchemeRounder

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T> Instrument for T

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fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more

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fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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