Function trailing_stop_calculate

pub fn trailing_stop_calculate(
    price_increment: Price,
    trigger_px: Option<Price>,
    activation_px: Option<Price>,
    order: &OrderAny,
    bid: Option<Price>,
    ask: Option<Price>,
    last: Option<Price>,
) -> Result<(Option<Price>, Option<Price>)>

Calculates the new trigger and limit prices for a trailing stop order.

trigger_px and activation_px are optional overrides for the prices already carried inside order. If Some(_), they take priority over the values on the order itself, otherwise the function falls back to the values stored on the order.

Returns

A tuple with the newly-set trigger-price and limit-price (if any). None in either position means the respective price did not improve.

Errors

Returns an error if:

• the order type or trigger type is invalid.
• the order does not carry a valid TriggerType or TrailingOffsetType.

Panics

• If the trailing_offset_type is NoTrailingOffset or the trigger_type is NoTrigger.
• If the trailing_offset cannot be converted to a float.
• If the trigger_type is not supported by this function.
• If the order_type is not a trailing stop type.