Working order

pulse-sdk/src/general.rs

@@ -51,7 +51,7 @@ pub struct Signal {
 
 #[derive(Debug, Clone, Copy, serde::Serialize, serde::Deserialize)]
 pub struct EngineOrder {
-    pub risk_equity: Decimal,
+    pub risk: Decimal,
     pub size: Decimal,
     pub stop_loss: Decimal,
 

pulse-sdk/src/lib.rs

@@ -3,6 +3,8 @@ pub mod strategy;
 pub mod terminal;
 pub use hypersdk;
 
+use hypersdk::Decimal;
+use rust_decimal::RoundingStrategy;
 use tokio::io::{AsyncReadExt, AsyncWriteExt};
 
 use crate::{general::LogKind, strategy::StrategyEngineMessage};
@@ -10,9 +12,9 @@ use crate::{general::LogKind, strategy::StrategyEngineMessage};
 pub mod prelude {
     pub use crate::Strategy;
     pub use crate::general::*;
-    pub use crate::server_path;
     pub use crate::strategy::*;
     pub use crate::terminal::*;
+    pub use crate::{round_price, server_path};
 
     pub use hypersdk;
     pub use postcard;
@@ -26,6 +28,21 @@ pub fn map_postcard_err<T>(res: postcard::Result<T>) -> tokio::io::Result<T> {
     res.map_err(|e| tokio::io::Error::new(std::io::ErrorKind::Other, e))
 }
 
+pub fn round_price(price: Decimal) -> Decimal {
+    let digits = price.trunc().to_string().len() as u32;
+    let decimal_places = 5_i32 - digits as i32;
+
+    if decimal_places < 0 {
+        let factor = Decimal::from(10_u64.pow((-decimal_places) as u32));
+        (price / factor).round() * factor
+    } else {
+        price.round_dp_with_strategy(
+            decimal_places as u32,
+            RoundingStrategy::MidpointAwayFromZero,
+        )
+    }
+}
+
 pub async fn send_raw(data: &[u8]) -> tokio::io::Result<()> {
     let mut stdout = tokio::io::stdout();