Struct OrderBookDeltas

pub struct OrderBookDeltas {
    pub instrument_id: InstrumentId,
    pub deltas: Vec<OrderBookDelta>,
    pub flags: u8,
    pub sequence: u64,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
}

Represents a grouped batch of OrderBookDelta updates for an OrderBook.

This type cannot be repr(C) due to the deltas vec.

Fields

instrument_id: InstrumentId

The instrument ID for the book.

deltas: Vec<OrderBookDelta>

The order book deltas.

flags: u8

The record flags bit field, indicating event end and data information.

sequence: u64

The message sequence number assigned at the venue.

ts_event: UnixNanos

UNIX timestamp (nanoseconds) when the book event occurred.

ts_init: UnixNanos

UNIX timestamp (nanoseconds) when the struct was initialized.

Implementations

impl OrderBookDeltas

pub fn new(instrument_id: InstrumentId, deltas: Vec<OrderBookDelta>) -> Self

Creates a new OrderBookDeltas instance.

pub fn new_checked( instrument_id: InstrumentId, deltas: Vec<OrderBookDelta>, ) -> Result<Self>

Creates a new OrderBookDeltas instance with correctness checking.

Notes

PyO3 requires a Result type for proper error handling and stacktrace printing in Python.

impl OrderBookDeltas

pub fn py_from_pycapsule(capsule: Bound<'_, PyAny>) -> Self

Trait Implementations

impl Clone for OrderBookDeltas

fn clone(&self) -> OrderBookDeltas

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for OrderBookDeltas

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

Formats the value using the given formatter.

impl Display for OrderBookDeltas

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

Formats the value using the given formatter.

impl GetTsInit for OrderBookDeltas

fn ts_init(&self) -> UnixNanos

impl Hash for OrderBookDeltas

fn hash<H: Hasher>(&self, state: &mut H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl IntoPy<Py<PyAny>> for OrderBookDeltas

fn into_py(self, py: Python<'_>) -> PyObject

Performs the conversion.

impl PartialEq for OrderBookDeltas

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 PyClass for OrderBookDeltas

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for OrderBookDeltas

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<OrderBookDeltas>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature<OrderBookDeltas> for PyClassImplCollector<OrderBookDeltas>

fn new_text_signature(self) -> Option<&'static str>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a OrderBookDeltas

type Holder = Option<PyRef<'py, OrderBookDeltas>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut OrderBookDeltas

type Holder = Option<PyRefMut<'py, OrderBookDeltas>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyMethods<OrderBookDeltas> for PyClassImplCollector<OrderBookDeltas>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for OrderBookDeltas

const NAME: &'static str = "OrderBookDeltas"

Class name.

const MODULE: Option<&'static str> = _

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object_bound(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl DerefToPyAny for OrderBookDeltas

impl Eq for OrderBookDeltas