Struct L1BookSnapshot 

pub struct L1BookSnapshot {
    pub symbol: String,
    pub timestamp: i64,
    pub timestamp_ns: u32,
    pub recv_time: Option<i64>,
    pub recv_time_ns: Option<u32>,
    pub best_bid: Option<(Decimal, Decimal)>,
    pub best_ask: Option<(Decimal, Decimal)>,
}

Fields

symbol: String

timestamp: i64

Time that the exchange stamped the message

timestamp_ns: u32

recv_time: Option<i64>

Time that Architect feed received the message that updated the BBO

recv_time_ns: Option<u32>

best_bid: Option<(Decimal, Decimal)>

(price, quantity)

best_ask: Option<(Decimal, Decimal)>

(price, quantity)

Implementations

impl L1BookSnapshot

pub fn timestamp(&self) -> Option<DateTime<Utc>>

pub fn bbo(&self) -> DirPair<Option<Decimal>>

pub fn recv_time(&self) -> Option<DateTime<Utc>>

pub fn mid_price(&self) -> Option<Decimal>

Trait Implementations

impl Clone for L1BookSnapshot

fn clone(&self) -> L1BookSnapshot

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for L1BookSnapshot

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for L1BookSnapshot

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl JsonSchema for L1BookSnapshot

fn schema_name() -> String

The name of the generated JSON Schema.

fn schema_id() -> Cow<'static, str>

Returns a string that uniquely identifies the schema produced by this type.

fn json_schema(generator: &mut SchemaGenerator) -> Schema

Generates a JSON Schema for this type.

fn is_referenceable() -> bool

Whether JSON Schemas generated for this type should be re-used where possible using the $ref keyword.

impl Serialize for L1BookSnapshot

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

where __S: Serializer,

Serialize this value into the given Serde serializer.