Struct TieredTickScheme 

pub struct TieredTickScheme { /* private fields */ }

Tick scheme with price-dependent tick sizes.

Stores expanded ticks as raw fixed-point integers for exact comparison and fast binary search. Each tier defines a (start, stop, step) range that is expanded at construction.

Implementations

impl TieredTickScheme

pub fn new( tiers: &[(f64, f64, f64)], price_precision: u8, max_ticks_per_tier: usize, ) -> Result<Self>

Creates a new TieredTickScheme from tier definitions.

Each tier is (start, stop, step) where start < stop and step > 0. Use f64::INFINITY for the last tier’s stop value.

Errors

Returns an error if any tier is invalid or contains out-of-range values.

pub fn ticks(&self) -> Vec<Price>

Returns the expanded ticks as Price objects.

pub fn tick_count(&self) -> usize

Returns the number of ticks.

pub fn min_price(&self) -> Price

Returns the minimum tick price.

pub fn max_price(&self) -> Price

Returns the maximum tick price.

pub fn precision(&self) -> u8

Returns the price precision.

pub fn topix100() -> Self

Creates the TOPIX100 tick scheme.

Panics

Panics if the hardcoded TOPIX100 tiers fail validation (should not happen).

pub fn betfair() -> Self

Creates the BETFAIR tick scheme.

Panics

Panics if the hardcoded BETFAIR tiers fail validation (should not happen).

Trait Implementations

impl Clone for TieredTickScheme

fn clone(&self) -> TieredTickScheme

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TieredTickScheme

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

Formats the value using the given formatter.

impl Display for TieredTickScheme

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

Formats the value using the given formatter.

impl PartialEq for TieredTickScheme

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl TickSchemeRule for TieredTickScheme

fn next_bid_price(&self, value: f64, n: i32, _precision: u8) -> Option<Price>

fn next_ask_price(&self, value: f64, n: i32, _precision: u8) -> Option<Price>

impl Eq for TieredTickScheme