Skip to main content

SpreadPriceRounder

nautilus_data::aggregation

Trait SpreadPriceRounder 

Source 
pub trait SpreadPriceRounder {
    // Required method
    fn round_prices(
        &self,
        raw_bid: f64,
        raw_ask: f64,
        precision: u8,
    ) -> (Price, Price);
}
Expand description

Rounder for spread bid/ask (e.g. tick scheme). When absent, raw prices are used with instrument precision.

Required Methods§

Source

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).

Dyn Compatibility§

This trait is dyn compatible.

In older versions of Rust, dyn compatibility was called "object safety".

Implementors§