Struct PositionSizer 

pub struct PositionSizer { /* private fields */ }

Computes order sizes from margin + leverage + price + contract multiplier.

Returns 0 if any input is non-positive or the resulting size rounds down to zero. Callers should treat 0 as “skip this trade — too small”.

Example

use rustrade_risk::{PositionSizer, SizingConfig};

let sizer = PositionSizer::new(SizingConfig {
    margin_per_trade: 500.0,
    leverage: 5,
    max_contracts: 100,
});

// 500 USDT * 5x leverage = 2500 USDT notional.
// At price 50_000 (BTC) with contract_value 0.001 BTC:
//   contracts = floor(2500 / (50000 * 0.001)) = floor(50.0) = 50
assert_eq!(sizer.contracts(50_000.0, 0.001), 50);

// Capped at max_contracts when price is low enough to "afford" more.
assert_eq!(sizer.contracts(10.0, 0.001), 100);

// Zero on degenerate inputs.
assert_eq!(sizer.contracts(0.0, 0.001), 0);

Implementations

impl PositionSizer

pub fn new(config: SizingConfig) -> PositionSizer

Construct a sizer with the given SizingConfig.

pub fn contracts(&self, price: f64, contract_value: f64) -> u32

Compute contract count for a trade.

price is the current mark or last-trade price in quote currency. contract_value is the base-asset units per 1 contract (e.g. 0.001 for XBTUSDTM).

pub fn contracts_with_margin( &self, margin_usd: f64, price: f64, contract_value: f64, ) -> u32

Same as Self::contracts but takes an explicit override for the per-trade margin (used by brains that want to scale up/down based on confidence or by the framework when honouring SizeHint::NotionalUsd).

pub fn config(&self) -> &SizingConfig

Borrow the sizer’s underlying config.