Struct SwapTradeInfo 

pub struct SwapTradeInfo {
    pub order_side: OrderSide,
    pub quantity_base: Quantity,
    pub quantity_quote: Quantity,
    pub spot_price: Price,
    pub execution_price: Price,
    pub is_inverted: bool,
    pub spot_price_before: Option<Price>,
}

Trade information derived from raw swap data, normalized to market conventions.

This structure represents a Uniswap V3 swap translated into standard trading terminology (base/quote, buy/sell) for consistency with traditional financial data systems.

Base/Quote Token Convention

Tokens are assigned base/quote roles based on their priority:

• Higher priority token → base (asset being traded)
• Lower priority token → quote (pricing currency)

This may differ from the pool’s token0/token1 ordering. When token priority differs from pool ordering, we say the market is “inverted”:

• NOT inverted: token0=base, token1=quote
• Inverted: token0=quote, token1=base

Prices

• spot_price: Instantaneous pool price after the swap (from sqrt_price_x96)
• execution_price: Average realized price for this swap (from amount ratio)

Both prices are in quote/base direction (e.g., USDC per WETH) and adjusted for token decimals.

Fields

order_side: OrderSide

The direction of the trade from the base token perspective.

quantity_base: Quantity

The absolute quantity of the base token involved in the swap.

quantity_quote: Quantity

The absolute quantity of the quote token involved in the swap.

spot_price: Price

The instantaneous pool price after the swap (quote per base).

execution_price: Price

The average realized execution price for this swap (quote per base).

is_inverted: bool

Whether the base/quote assignment differs from token0/token1 ordering.

spot_price_before: Option<Price>

The pool price before that swap executed(optional).

Implementations

impl SwapTradeInfo

pub fn set_spot_price_before(&mut self, price: Price)

Sets the spot price before the swap for price impact and slippage calculations.

pub fn get_price_impact_bps(&self) -> Result<u32>

Calculates price impact in basis points (requires token references for decimal adjustment).

Price impact measures the market movement caused by the swap size, excluding fees. This is the percentage change in spot price from before to after the swap.

Returns

Price impact in basis points (10000 = 100%)

Errors

Returns error if price calculations fail

pub fn get_slippage_bps(&self) -> Result<u32>

Calculates slippage in basis points (requires token references for decimal adjustment).

Slippage includes both price impact and fees, representing the total deviation from the spot price before the swap. This measures the total cost to the trader.

Returns

Total slippage in basis points (10000 = 100%)

Errors

Returns error if price calculations fail

Trait Implementations

impl Clone for SwapTradeInfo

fn clone(&self) -> SwapTradeInfo

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SwapTradeInfo

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

Formats the value using the given formatter.

impl PartialEq for SwapTradeInfo

fn eq(&self, other: &SwapTradeInfo) -> 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 Eq for SwapTradeInfo

impl StructuralPartialEq for SwapTradeInfo