Struct QuoteEvent 

pub struct QuoteEvent {
    pub exchange: ExchangeId,
    pub instrument: InstrumentId,
    pub bid: Price,
    pub ask: Price,
    pub ts: i64,
}

Quote update (bid/ask)

Fields

exchange: ExchangeId

Exchange that produced the quote.

instrument: InstrumentId

Instrument whose book changed.

bid: Price

Best bid price.

ask: Price

Best ask price.

ts: i64

Event timestamp in milliseconds since the Unix epoch.

Implementations

impl QuoteEvent

pub fn mid(&self) -> Price

Return the arithmetic midpoint between bid and ask.

Example

use bot_core::{ExchangeId, InstrumentId, Price, QuoteEvent};
use rust_decimal::Decimal;

let quote = QuoteEvent {
    exchange: ExchangeId::new("hyperliquid"),
    instrument: InstrumentId::new("ETH-PERP"),
    bid: Price::new(Decimal::new(2_000, 0)),
    ask: Price::new(Decimal::new(2_002, 0)),
    ts: 1,
};

assert_eq!(quote.mid().value(), Decimal::new(2_001, 0));

Trait Implementations

impl Clone for QuoteEvent

fn clone(&self) -> QuoteEvent

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for QuoteEvent

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for QuoteEvent

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for QuoteEvent

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

where __S: Serializer,

Serialize this value into the given Serde serializer.