nautilus_model::ffi::data::quote

Function quote_tick_new

Source
#[no_mangle]
pub extern "C" fn quote_tick_new(
    instrument_id: InstrumentId,
    bid_price_raw: i64,
    ask_price_raw: i64,
    bid_price_prec: u8,
    ask_price_prec: u8,
    bid_size_raw: u64,
    ask_size_raw: u64,
    bid_size_prec: u8,
    ask_size_prec: u8,
    ts_event: UnixNanos,
    ts_init: UnixNanos,
) -> QuoteTick