Enum RoundingStrategy 

pub enum RoundingStrategy {
    MidpointAwayFromZero,
    MidpointNearestEven,
    ToZero,
    AwayFromZero,
    ToNegativeInfinity,
    ToPositiveInfinity,
}

How a value that does not land on a step is resolved.

The Midpoint variants round to the nearest step and differ only in how they settle an exact tie. The rest are directed: they resolve every inexact value the same way, however close it sits to either side.

Dec::round_dp and Dec::round_to_step round MidpointAwayFromZero, which is also the Default, so a policy stored per instrument starts where the plain methods do.

use troy::{RoundingStrategy, dec};

let price = dec!(104_237.286);
assert_eq!(price.round_dp_with(2, RoundingStrategy::ToZero), dec!(104_237.28));
assert_eq!(price.round_dp_with(2, RoundingStrategy::ToPositiveInfinity), dec!(104_237.29));

Variants

MidpointAwayFromZero

To the nearest step, a tie away from zero. The default, and what a price coming out of a model wants when it is pinned to a tick.

MidpointNearestEven

To the nearest step, a tie to the even step. Banker’s rounding: use it where many rounded values are summed, such as settlement or an accumulating PnL, and the away-from-zero bias would compound.

ToZero

Towards zero, discarding the rest. What an exchange quantity filter does to a size, and so the safe direction for an order that must not exceed a balance.

AwayFromZero

Away from zero, always up in magnitude. For a margin, a fee or a buffer that has to cover the exact value.

ToNegativeInfinity

Down, towards negative infinity. Floor: the bid-side price rounding, so a quote never creeps up into the spread.

ToPositiveInfinity

Up, towards positive infinity. Ceil: the ask-side counterpart.

Trait Implementations

impl Clone for RoundingStrategy

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Copy for RoundingStrategy

impl Debug for RoundingStrategy

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

Formats the value using the given formatter.

impl Default for RoundingStrategy

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for RoundingStrategy

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for RoundingStrategy

impl Hash for RoundingStrategy

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl PartialEq for RoundingStrategy

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for RoundingStrategy

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for RoundingStrategy