Module utils

Expand description

Utility functions and constants.

Structs§

ExpiryDateConversionError: Error returned when converting a YYYYMMDD expiry code to a Unix timestamp.
InstrumentKind: High-level instrument family parsed from a venue symbol.
StrikeScaleError: Error returned when scaling a strike to exact 1e8 integer precision.

CONTRACT_UNIT_MULTIPLIER: Constant for contract unit conversion (6 decimal places).
CONTRACT_UNIT_MULTIPLIER_DECIMAL: Decimal constant for contract unit conversion (6 decimal places).
MAX_PRICE_SIGNIFICANT_FIGURES: Maximum significant figures allowed for prices.
STRIKE_SCALE_1E8: Decimal scaling factor used by option strikes in on-chain contracts.
STRIKE_SCALE_1E8_DECIMAL: Decimal representation of STRIKE_SCALE_1E8.

classify_instrument_symbol
count_significant_figures: Count significant figures in a price string.
decimal_to_f64_checked: Convert Decimal to f64 for calculations, returning error on failure.
expiry_date_to_timestamp: Convert expiry date (YYYYMMDD format) to Unix timestamp.
expiry_date_to_timestamp_at_time_checked: Convert a YYYYMMDD expiry code to a Unix timestamp at an explicit UTC time of day.
expiry_date_to_timestamp_checked: Convert a YYYYMMDD expiry code to a Unix timestamp using the underlying’s configured expiry time of day (default 08:00 UTC).
get_timestamp_millis: Get current timestamp in milliseconds.
is_option_symbol
is_perp_symbol
round_to_sig_figs: Round a value to a specified number of significant figures.
strike_to_e8: Convert a strike to an exact 1e8-scaled integer.
to_contract_units: Convert human-readable size to contract units.
to_contract_units_decimal: Convert human-readable size (Decimal) to contract units (Decimal).
to_human_readable: Convert contract units to human-readable size.
to_human_readable_decimal: Convert contract units (Decimal) to human-readable size (Decimal).
validate_price_precision: Validate that a price has at most the specified number of significant figures.