Struct PriceGrid 

pub struct PriceGrid { /* private fields */ }

The price step of each instrument the connector was told about.

A connector that sends orders refuses a price that is not a whole number of steps before it sends anything: the error is [Error::Rejected] with the code price_off_step, no quota is spent and the cid stays unused. An instrument whose step is not known passes unchecked: the broker decides then. The grid starts empty. Fill it from [TradingParams], which you read once per instrument with InstrumentSource::trading_params.

The grid also keeps the lot size of an instrument. Quantities are in units of the instrument at every broker (see [Qty]), and an exchange trades whole lots, so a quantity that is not a whole number of lots is refused the same way, before anything is sent: [Error::Rejected] with the code invalid_qty. An instrument whose lot is not known passes unchecked (the T-Bank connector looks the lot up itself, it does not need the grid for that).

The handle is cheap to clone, and all clones are one grid: share it between the connectors of one broker.

Examples

use brokapi_core::{Decimal, InstrumentKey, Price, dec};
use brokapi_runtime::PriceGrid;

let grid = PriceGrid::default();
let sber = InstrumentKey::new("SBER", "TQBR");

// The step is not known yet: the check passes.
assert!(grid.check(&sber, Price::new(dec!(244.307))).is_ok());

grid.set(sber.clone(), Price::new(dec!(0.01)));
assert!(grid.check(&sber, Price::new(dec!(244.30))).is_ok());
assert!(grid.check(&sber, Price::new(dec!(244.307))).is_err());

Implementations

impl PriceGrid

pub fn set(&self, key: InstrumentKey, step: Price)

Remembers the price step of an instrument. A step of zero or below forgets it.

pub fn learn(&self, params: &TradingParams)

Remembers the price step and the lot size from the trading parameters of an instrument.

pub fn set_lot(&self, key: InstrumentKey, lot: Qty)

Remembers the lot size (units of the instrument in one lot). A size of zero or below forgets it.

pub fn lot(&self, key: &InstrumentKey) -> Option<Qty>

The lot size of an instrument, if it is known.

pub fn check_qty(&self, key: &InstrumentKey, qty: Qty) -> Result<(), Error>

Checks an order quantity against the lot size of the instrument.

Errors

[Error::Rejected] with the code invalid_qty when the quantity is not positive, or when the lot size is known and the quantity is not a whole number of lots.

pub fn step(&self, key: &InstrumentKey) -> Option<Price>

The step of an instrument, if it is known.

pub fn check(&self, key: &InstrumentKey, price: Price) -> Result<(), Error>

Checks a price against the step of the instrument.

Errors

[Error::Rejected] with the code price_off_step when the step is known and the price is not a whole number of steps.

Trait Implementations

impl Clone for PriceGrid

fn clone(&self) -> PriceGrid

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PriceGrid

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

Formats the value using the given formatter.

impl Default for PriceGrid

fn default() -> PriceGrid

Returns the “default value” for a type.