Struct QuoteCache 

pub struct QuoteCache { /* private fields */ }

A cache for storing the last known quote per instrument.

This is particularly useful for handling partial quote updates from exchange WebSocket feeds, where updates may only include one side of the market (bid or ask). The cache maintains the most recent complete quote for each instrument, allowing adapters to fill in missing information when processing partial updates.

Thread Safety

This cache is not thread-safe. If shared across threads, wrap it in an appropriate synchronization primitive such as Arc<RwLock<QuoteCache>> or Arc<Mutex<QuoteCache>>.

Implementations

impl QuoteCache

pub fn new() -> Self

Creates a new empty QuoteCache.

pub fn get(&self, instrument_id: &InstrumentId) -> Option<&QuoteTick>

Returns the cached quote for the given instrument, if available.

pub fn insert( &mut self, instrument_id: InstrumentId, quote: QuoteTick, ) -> Option<QuoteTick>

Inserts or updates a quote in the cache for the given instrument.

Returns the previously cached quote if one existed.

pub fn remove(&mut self, instrument_id: &InstrumentId) -> Option<QuoteTick>

Removes the cached quote for the given instrument.

Returns the removed quote if one existed.

pub fn contains(&self, instrument_id: &InstrumentId) -> bool

Returns true if the cache contains a quote for the given instrument.

pub fn len(&self) -> usize

Returns the number of cached quotes.

pub fn is_empty(&self) -> bool

Returns true if the cache is empty.

pub fn clear(&mut self)

Clears all cached quotes.

This is typically called after a reconnection to ensure stale quotes from before the disconnect are not used.

pub fn process( &mut self, instrument_id: InstrumentId, bid_price: Option<Price>, ask_price: Option<Price>, bid_size: Option<Quantity>, ask_size: Option<Quantity>, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Result<QuoteTick>

Processes a partial quote update, merging with cached values when needed.

This method handles partial quote updates where some fields may be missing. If any field is None, it will use the corresponding field from the cached quote. If there is no cached quote and any field is missing, an error is returned.

Errors

Returns an error if:

• Any required field is None and there is no cached quote.
• The first quote received is incomplete (no cached values to merge with).

Trait Implementations

impl Clone for QuoteCache

fn clone(&self) -> QuoteCache

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for QuoteCache

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

Formats the value using the given formatter.

impl Default for QuoteCache

fn default() -> Self

Returns the “default value” for a type.