dev: add docstring and refactor names

rust/src/backtest/assettype.rs

@@ -7,14 +7,14 @@ pub trait AssetType {
     fn equity(&self, price: f32, balance: f64, position: f64, fee: f64) -> f64;
 }
 
-/// The common type of asset.
+/// The common type of asset where the contract's notional value is linear to the quote currency.
 #[derive(Clone)]
 pub struct LinearAsset {
     contract_size: f64,
 }
 
 impl LinearAsset {
-    /// Constructs [`LinearAsset`].
+    /// Constructs an instance of `LinearAsset`.
     pub fn new(contract_size: f64) -> Self {
         Self { contract_size }
     }
@@ -37,7 +37,7 @@ pub struct InverseAsset {
 }
 
 impl InverseAsset {
-    /// Constructs [`InverseAsset`].
+    /// Constructs an instance of `InverseAsset`.
     pub fn new(contract_size: f64) -> Self {
         Self { contract_size }
     }

rust/src/backtest/backtest.rs

@@ -10,7 +10,7 @@ use crate::{
         Error,
     },
     depth::{HashMapMarketDepth, MarketDepth},
-    ty::{Event, OrdType, Order, Side, TimeInForce},
+    types::{Event, OrdType, Order, Side, TimeInForce},
     BuildError,
     Interface,
 };

rust/src/backtest/mod.rs

@@ -12,16 +12,29 @@ use crate::{
         state::State,
     },
     depth::MarketDepth,
-    ty::Event,
+    types::Event,
     BuildError,
 };
 
+/// Asset types
 pub mod assettype;
+
+/// The backtester
 pub mod backtest;
+
+/// Latency and queue position models
 pub mod models;
+
+/// OrderBus implementation
 pub mod order;
+
+/// Local and exchange models
 pub mod proc;
+
+/// The data reader
 pub mod reader;
+
+/// The state, such as position, cash, and fees.
 pub mod state;
 
 mod evs;

rust/src/backtest/models/latencies.rs

@@ -1,4 +1,4 @@
-use crate::{backtest::reader::Data, ty::Order};
+use crate::{backtest::reader::Data, types::Order};
 
 /// Provides the order entry latency and the order response latency.
 pub trait LatencyModel {

rust/src/backtest/models/queue.rs

@@ -2,7 +2,7 @@ use std::marker::PhantomData;
 
 use crate::{
     depth::MarketDepth,
-    ty::{Order, Side},
+    types::{Order, Side},
 };
 
 /// Provides an estimation of the order's queue position.

rust/src/backtest/order.rs

@@ -4,7 +4,7 @@ use std::{
     rc::Rc,
 };
 
-use crate::ty::Order;
+use crate::types::Order;
 
 /// Provides a bus for transporting backtesting orders between the exchange and the local model
 /// based on the given timestamp.
@@ -21,7 +21,7 @@ impl<Q> OrderBus<Q>
 where
     Q: Clone,
 {
-    /// Constructs [`OrderBus`].
+    /// Constructs an instance of `OrderBus`.
     pub fn new() -> Self {
         Self {
             order_list: Default::default(),

rust/src/backtest/proc/local.rs

@@ -25,7 +25,7 @@ use crate::{
         Error,
     },
     depth::MarketDepth,
-    ty::{Event, OrdType, Order, Side, Status, TimeInForce, BUY, SELL},
+    types::{Event, OrdType, Order, Side, Status, TimeInForce, BUY, SELL},
 };
 
 pub struct Local<AT, Q, LM, MD>

rust/src/backtest/proc/nopartialfillexchange.rs

@@ -28,12 +28,12 @@ use crate::{
         Error,
     },
     depth::{MarketDepth, INVALID_MAX, INVALID_MIN},
-    ty::{Event, Order, Side, Status, TimeInForce, BUY, SELL},
+    types::{Event, Order, Side, Status, TimeInForce, BUY, SELL},
 };
 
 /// The exchange model without partial fills.
 ///
-/// Support order types: [`crate::ty::OrdType::Limit`]
+/// Support order types: [`crate::types::OrdType::Limit`]
 /// Support time-in-force: [`TimeInForce::GTC`], [`TimeInForce::GTX`]
 ///
 /// *Conditions for Full Execution*

rust/src/backtest/proc/partialfillexchange.rs

@@ -28,12 +28,12 @@ use crate::{
         Error,
     },
     depth::{MarketDepth, INVALID_MAX, INVALID_MIN},
-    ty::{Event, Order, Side, Status, TimeInForce, BUY, SELL},
+    types::{Event, Order, Side, Status, TimeInForce, BUY, SELL},
 };
 
 /// The exchange model with partial fills.
 ///
-/// Support order types: [`crate::ty::OrdType::Limit`]
+/// Support order types: [`crate::types::OrdType::Limit`]
 /// Support time-in-force: [`TimeInForce::GTC`], [`TimeInForce::FOK`], [`TimeInForce::IOC`],
 ///                        [`TimeInForce::GTX`]
 ///

rust/src/backtest/proc/proc.rs

@@ -3,7 +3,7 @@ use std::collections::HashMap;
 use crate::{
     backtest::{state::StateValues, Error},
     depth::MarketDepth,
-    ty::{Event, OrdType, Order, Side, TimeInForce},
+    types::{Event, OrdType, Order, Side, TimeInForce},
 };
 
 /// Provides local-specific interaction.

rust/src/backtest/reader.rs

@@ -11,7 +11,7 @@ use std::{
 
 use crate::{
     backtest::Error,
-    ty::{BUY, DEPTH_CLEAR_EVENT, DEPTH_EVENT, DEPTH_SNAPSHOT_EVENT, SELL, TRADE_EVENT},
+    types::{BUY, DEPTH_CLEAR_EVENT, DEPTH_EVENT, DEPTH_SNAPSHOT_EVENT, SELL, TRADE_EVENT},
 };
 
 pub const EXCH_EVENT: i64 = 1 << 31;

rust/src/backtest/state.rs

@@ -1,4 +1,4 @@
-use crate::{backtest::assettype::AssetType, ty::Order};
+use crate::{backtest::assettype::AssetType, types::Order};
 
 #[derive(Debug)]
 pub struct StateValues {

rust/src/connector/binancefutures/mod.rs

@@ -23,7 +23,7 @@ use crate::{
     },
     get_precision,
     live::AssetInfo,
-    ty::{Error, ErrorType, LiveEvent, Order, OrderResponse, Position, Status},
+    types::{Error, ErrorKind, LiveEvent, Order, OrderResponse, Position, Status},
     BuildError,
 };
 
@@ -265,7 +265,7 @@ impl Connector for BinanceFutures {
                     if let Err(error) = client.cancel_all_orders(symbol).await {
                         error!(?error, %symbol, "Couldn't cancel all open orders.");
                         ev_tx
-                            .send(LiveEvent::Error(Error::with(ErrorType::OrderError, error)))
+                            .send(LiveEvent::Error(Error::with(ErrorKind::OrderError, error)))
                             .unwrap();
                         error_count += 1;
                         continue 'connection;
@@ -301,7 +301,7 @@ impl Connector for BinanceFutures {
                         // 1000 indicates user data stream starting error.
                         ev_tx
                             .send(LiveEvent::Error(Error::with(
-                                ErrorType::Custom(1000),
+                                ErrorKind::Custom(1000),
                                 error,
                             )))
                             .unwrap();
@@ -341,14 +341,14 @@ impl Connector for BinanceFutures {
                     error!(?error, "A connection error occurred.");
                     ev_tx
                         .send(LiveEvent::Error(Error::with(
-                            ErrorType::ConnectionInterrupted,
+                            ErrorKind::ConnectionInterrupted,
                             error,
                         )))
                         .unwrap();
                 } else {
                     ev_tx
                         .send(LiveEvent::Error(Error::new(
-                            ErrorType::ConnectionInterrupted,
+                            ErrorKind::ConnectionInterrupted,
                         )))
                         .unwrap();
                 }
@@ -410,7 +410,7 @@ impl Connector for BinanceFutures {
                                     .unwrap();
                             }
 
-                            tx.send(LiveEvent::Error(Error::with(ErrorType::OrderError, error)))
+                            tx.send(LiveEvent::Error(Error::with(ErrorKind::OrderError, error)))
                                 .unwrap();
                         }
                     }
@@ -468,7 +468,7 @@ impl Connector for BinanceFutures {
                                     .unwrap();
                             }
 
-                            tx.send(LiveEvent::Error(Error::with(ErrorType::OrderError, error)))
+                            tx.send(LiveEvent::Error(Error::with(ErrorKind::OrderError, error)))
                                 .unwrap();
                         }
                     }

rust/src/connector/binancefutures/msg/mod.rs

@@ -4,7 +4,7 @@ use serde::{
     Deserializer,
 };
 
-use crate::ty::{OrdType, Side, Status, TimeInForce};
+use crate::types::{OrdType, Side, Status, TimeInForce};
 
 pub mod rest;
 pub mod stream;

rust/src/connector/binancefutures/msg/rest.rs

@@ -9,7 +9,7 @@ use super::{
     from_str_to_tif,
     from_str_to_type,
 };
-use crate::ty::{OrdType, Side, Status, TimeInForce};
+use crate::types::{OrdType, Side, Status, TimeInForce};
 
 #[derive(Deserialize, Debug)]
 #[serde(untagged)]

rust/src/connector/binancefutures/msg/stream.rs

@@ -8,7 +8,7 @@ use super::{
     from_str_to_tif,
     from_str_to_type,
 };
-use crate::ty::{OrdType, Side, Status, TimeInForce};
+use crate::types::{OrdType, Side, Status, TimeInForce};
 
 #[derive(Deserialize, Debug)]
 pub struct Stream {

rust/src/connector/binancefutures/ordermanager.rs

@@ -9,7 +9,7 @@ use tracing::{debug, error};
 
 use crate::{
     connector::binancefutures::{msg::rest::OrderResponse, BinanceFuturesError},
-    ty::{Order, Status},
+    types::{Order, Status},
 };
 
 #[derive(Debug)]

rust/src/connector/binancefutures/rest.rs

@@ -18,7 +18,7 @@ use crate::{
         BinanceFuturesError,
     },
     live::AssetInfo,
-    ty::{AsStr, OrdType, Order, Side, Status, TimeInForce},
+    types::{AsStr, OrdType, Order, Side, Status, TimeInForce},
 };
 
 #[derive(Clone)]

rust/src/connector/binancefutures/ws.rs

@@ -24,7 +24,7 @@ use crate::{
         ordermanager::OrderManager,
     },
     live::AssetInfo,
-    ty::{self, Depth, LiveEvent, Order, OrderResponse, Position, Status, BUY, SELL},
+    types::{self, Depth, LiveEvent, Order, OrderResponse, Position, Status, BUY, SELL},
 };
 
 fn parse_depth(
@@ -213,7 +213,7 @@ pub async fn connect(
                                         .ok_or(BinanceFuturesError::AssetNotFound)?;
                                         ev_tx.send(
                                             LiveEvent::Trade(
-                                                ty::Trade {
+                                                types::Trade {
                                                     asset_no: asset_info.asset_no,
                                                     exch_ts: data.transaction_time * 1_000_000,
                                                     local_ts: Utc::now().timestamp_nanos_opt().unwrap(),

rust/src/connector/mod.rs

@@ -1,6 +1,6 @@
 use std::sync::mpsc::Sender;
 
-use crate::ty::{LiveEvent, Order};
+use crate::types::{LiveEvent, Order};
 
 pub mod binancefutures;
 

rust/src/depth/btreemarketdepth.rs

@@ -3,10 +3,10 @@ use std::collections::BTreeMap;
 use super::{ApplySnapshot, MarketDepth, INVALID_MAX, INVALID_MIN};
 use crate::{
     backtest::reader::Data,
-    ty::{Event, BUY, SELL},
+    types::{Event, BUY, SELL},
 };
 
-/// Market depth implementation based on an B-Tree map.
+/// L2 Market depth implementation based on a B-Tree map.
 ///
 /// If feed data is missing, it may result in the crossing of the best bid and ask, making it
 /// impossible to restore them to the most recent values through natural refreshing.
@@ -21,6 +21,7 @@ pub struct BTreeMarketDepth {
 }
 
 impl BTreeMarketDepth {
+    /// Constructs an instance of `BTreeMarketDepth`.
     pub fn new(tick_size: f32, lot_size: f32) -> Self {
         Self {
             tick_size,

rust/src/depth/hashmapmarketdepth.rs

@@ -3,10 +3,10 @@ use std::collections::{hash_map::Entry, HashMap};
 use super::{ApplySnapshot, MarketDepth, INVALID_MAX, INVALID_MIN};
 use crate::{
     backtest::reader::Data,
-    ty::{Event, BUY, SELL},
+    types::{Event, BUY, SELL},
 };
 
-/// HashMap-based Market Depth
+/// L2 Market depth implementation based on a hash map.
 ///
 /// This is considered more robust than a BTreeMap-based Market Depth. This is because in the
 /// BTreeMap-based approach, missing depth feeds can lead to incorrect best bid or ask prices.
@@ -49,6 +49,7 @@ fn depth_above(depth: &HashMap<i32, f32>, start: i32, end: i32) -> i32 {
 }
 
 impl HashMapMarketDepth {
+    /// Constructs an instance of `HashMapMarketDepth`.
     pub fn new(tick_size: f32, lot_size: f32) -> Self {
         Self {
             tick_size,

rust/src/depth/mod.rs

@@ -1,4 +1,4 @@
-use crate::{backtest::reader::Data, ty::Event};
+use crate::{backtest::reader::Data, types::Event};
 
 mod btreemarketdepth;
 mod hashmapmarketdepth;
@@ -40,7 +40,7 @@ pub trait MarketDepth {
         timestamp: i64,
     ) -> (i32, i32, i32, f32, f32, i64);
 
-    /// Clears the market depth. If the `side` is neither [crate::ty::BUY] nor [crate::ty::SELL],
+    /// Clears the market depth. If the `side` is neither [crate::types::BUY] nor [crate::types::SELL],
     /// both sides are cleared. In this case, `clear_upto_price` is ignored.
     fn clear_depth(&mut self, side: i64, clear_upto_price: f32);