Enum Data

#[repr(C)]
pub enum Data {
    Delta(OrderBookDelta),
    Deltas(OrderBookDeltas_API),
    Depth10(Box<OrderBookDepth10>),
    Quote(QuoteTick),
    Trade(TradeTick),
    Bar(Bar),
    MarkPriceUpdate(MarkPriceUpdate),
    IndexPriceUpdate(IndexPriceUpdate),
    InstrumentClose(InstrumentClose),
}

A built-in Nautilus data type.

Not recommended for storing large amounts of data, as the largest variant is significantly larger (10x) than the smallest.

Variants

Delta(OrderBookDelta)

Deltas(OrderBookDeltas_API)

Depth10(Box<OrderBookDepth10>)

Quote(QuoteTick)

Trade(TradeTick)

Bar(Bar)

MarkPriceUpdate(MarkPriceUpdate)

IndexPriceUpdate(IndexPriceUpdate)

InstrumentClose(InstrumentClose)

Implementations

impl Data

pub fn instrument_id(&self) -> InstrumentId

Returns the instrument ID for the data.

pub fn is_order_book_data(&self) -> bool

Returns whether the data is a type of order book data.

Trait Implementations

impl Clone for Data

fn clone(&self) -> Data

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Data

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Data

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl From<Bar> for Data

fn from(value: Bar) -> Self

Converts to this type from the input type.

impl From<IndexPriceUpdate> for Data

fn from(value: IndexPriceUpdate) -> Self

Converts to this type from the input type.

impl From<InstrumentClose> for Data

fn from(value: InstrumentClose) -> Self

Converts to this type from the input type.

impl From<MarkPriceUpdate> for Data

fn from(value: MarkPriceUpdate) -> Self

Converts to this type from the input type.

impl From<OrderBookDelta> for Data

fn from(value: OrderBookDelta) -> Self

Converts to this type from the input type.

impl From<OrderBookDeltas_API> for Data

fn from(value: OrderBookDeltas_API) -> Self

Converts to this type from the input type.

impl From<OrderBookDepth10> for Data

fn from(value: OrderBookDepth10) -> Self

Converts to this type from the input type.

impl From<QuoteTick> for Data

fn from(value: QuoteTick) -> Self

Converts to this type from the input type.

impl From<TradeTick> for Data

fn from(value: TradeTick) -> Self

Converts to this type from the input type.

impl GetTsInit for Data

fn ts_init(&self) -> UnixNanos

impl PartialEq for Data

fn eq(&self, other: &Data) -> 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 Serialize for Data

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl TryFrom<Data> for Bar

type Error = ()

The type returned in the event of a conversion error.

fn try_from(value: Data) -> Result<Self, Self::Error>

Performs the conversion.

impl TryFrom<Data> for IndexPriceUpdate

type Error = ()

The type returned in the event of a conversion error.

fn try_from(value: Data) -> Result<Self, Self::Error>

Performs the conversion.

impl TryFrom<Data> for InstrumentClose

type Error = ()

The type returned in the event of a conversion error.

fn try_from(value: Data) -> Result<Self, Self::Error>

Performs the conversion.

impl TryFrom<Data> for MarkPriceUpdate

type Error = ()

The type returned in the event of a conversion error.

fn try_from(value: Data) -> Result<Self, Self::Error>

Performs the conversion.

impl TryFrom<Data> for OrderBookDelta

type Error = ()

The type returned in the event of a conversion error.

fn try_from(value: Data) -> Result<Self, Self::Error>

Performs the conversion.

impl TryFrom<Data> for OrderBookDeltas_API

type Error = ()

The type returned in the event of a conversion error.

fn try_from(value: Data) -> Result<Self, Self::Error>

Performs the conversion.

impl TryFrom<Data> for OrderBookDepth10

type Error = ()

The type returned in the event of a conversion error.

fn try_from(value: Data) -> Result<Self, Self::Error>

Performs the conversion.

impl TryFrom<Data> for QuoteTick

type Error = ()

The type returned in the event of a conversion error.

fn try_from(value: Data) -> Result<Self, Self::Error>

Performs the conversion.

impl TryFrom<Data> for TradeTick

type Error = ()

The type returned in the event of a conversion error.

fn try_from(value: Data) -> Result<Self, Self::Error>

Performs the conversion.

impl StructuralPartialEq for Data