Struct DefaultInstrumentMarketData 

pub struct DefaultInstrumentMarketData {
    pub l1: OrderBookL1,
    pub last_traded_price: Option<Timed<Decimal>>,
}

Basic InstrumentDataState implementation that tracks the OrderBookL1 and last traded price for an instrument.

This is a simple example of instrument level data. Trading strategies typically maintain more comprehensive data, such as candles, technical indicators, market depth (L2 book), volatility metrics, or strategy-specific state data.

Fields

l1: OrderBookL1

last_traded_price: Option<Timed<Decimal>>

Implementations

impl DefaultInstrumentMarketData

pub const fn new( l1: OrderBookL1, last_traded_price: Option<Timed<Decimal>>, ) -> DefaultInstrumentMarketData

Trait Implementations

impl Clone for DefaultInstrumentMarketData

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DefaultInstrumentMarketData

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

Formats the value using the given formatter.

impl Default for DefaultInstrumentMarketData

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for DefaultInstrumentMarketData

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for DefaultInstrumentMarketData

impl Hash for DefaultInstrumentMarketData

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl<ExchangeKey, InstrumentKey> InFlightRequestRecorder<ExchangeKey, InstrumentKey> for DefaultInstrumentMarketData

fn record_in_flight_cancel( &mut self, _: &OrderRequestCancel<ExchangeKey, InstrumentKey>, )

fn record_in_flight_open( &mut self, _: &OrderRequestOpen<ExchangeKey, InstrumentKey>, )

fn record_in_flight_cancels<'a>( &mut self, requests: impl IntoIterator<Item = &'a OrderRequestCancel<ExchangeKey, InstrumentKey>>, )

where ExchangeKey: 'a, InstrumentKey: 'a,

fn record_in_flight_opens<'a>( &mut self, requests: impl IntoIterator<Item = &'a OrderRequestOpen<ExchangeKey, InstrumentKey>>, )

where ExchangeKey: 'a, InstrumentKey: 'a,

impl InstrumentDataState for DefaultInstrumentMarketData

type MarketEventKind = DataKind

MarketEvent<_, EventKind> expected by this instrument data state.

fn price(&self) -> Option<Decimal>

Latest price for an instrument, if available.

impl Ord for DefaultInstrumentMarketData

fn cmp(&self, other: &Self) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

fn clamp_to<R>(self, range: R) -> Self

where Self: Sized, R: ClampBounds<Self>,

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

Restrict a value to a certain range.

impl PartialEq for DefaultInstrumentMarketData

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl PartialOrd for DefaultInstrumentMarketData

fn partial_cmp(&self, other: &Self) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

fn lt(&self, other: &Rhs) -> bool

Tests less than (for self and other) and is used by the < operator.

fn le(&self, other: &Rhs) -> bool

Tests less than or equal to (for self and other) and is used by the <= operator.

fn gt(&self, other: &Rhs) -> bool

Tests greater than (for self and other) and is used by the > operator.

fn ge(&self, other: &Rhs) -> bool

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl<ExchangeKey, AssetKey, InstrumentKey> Processor<&AccountEvent<ExchangeKey, AssetKey, InstrumentKey>> for DefaultInstrumentMarketData

type Audit = ()

fn process( &mut self, _: &AccountEvent<ExchangeKey, AssetKey, InstrumentKey>, ) -> Self::Audit

impl<InstrumentKey> Processor<&MarketEvent<InstrumentKey>> for DefaultInstrumentMarketData

type Audit = ()

fn process( &mut self, event: &MarketEvent<InstrumentKey, DataKind>, ) -> Self::Audit

impl Serialize for DefaultInstrumentMarketData

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for DefaultInstrumentMarketData