Struct TradesStreamEvent

Source

pub struct TradesStreamEvent {
    pub event_time_us: i64,
    pub transact_time_us: i64,
    pub price_exponent: i8,
    pub qty_exponent: i8,
    pub trades: Vec<Trade>,
    pub symbol: String,
}

Expand description

Trades stream event (may contain multiple trades).

Fields§

§event_time_us: i64

Event timestamp in microseconds.

§transact_time_us: i64

Transaction timestamp in microseconds.

§price_exponent: i8

Price exponent (prices = mantissa * 10^exponent).

§qty_exponent: i8

Quantity exponent (quantities = mantissa * 10^exponent).

§trades: Vec<Trade>

Trades in this event.

§symbol: String

Trading symbol.

Implementations§

Source §

impl TradesStreamEvent

Source

pub const BLOCK_LENGTH: usize = 18usize

Fixed block length (excluding header, groups, and variable-length data).

Source

pub fn decode(buf: &[u8]) -> Result<Self, StreamDecodeError>

Decode from SBE buffer (including 8-byte header).

§Errors

Returns error if buffer is too short, group size exceeds limits, or data is otherwise invalid.

Source

pub fn trade_price(&self, trade: &Trade) -> f64

Get price as f64 for a trade.

Source

pub fn trade_qty(&self, trade: &Trade) -> f64

Get quantity as f64 for a trade.

Trait Implementations§

Source §

impl Clone for TradesStreamEvent

Source §

fn clone(&self) -> TradesStreamEvent

Returns a duplicate of the value. Read more

1.0.0§

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

Performs copy-assignment from source. Read more

Source §

impl Debug for TradesStreamEvent

Source §

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

§

impl UnwindSafe for TradesStreamEvent

Blanket Implementations§

§

impl<T> Any for T
where T: 'static + ?Sized,

§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

§

impl<T> Borrow<T> for T
where T: ?Sized,

§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

§

impl<T> BorrowMut<T> for T
where T: ?Sized,

§

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

§

impl<T> CloneToUninit for T
where T: Clone,

§

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

§

impl<T> From<T> for T

§

fn from(t: T) -> T

Returns the argument unchanged.

§

impl<T> Instrument for T

§

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided [Span], returning an Instrumented wrapper. Read more

§

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

§

impl<T, U> Into for T
where U: From<T>,

§

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

Source §

impl<T> IntoEither for T

Source §

fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

Source §

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

§