Trait lfest::prelude::MarketUpdate

pub trait MarketUpdate<Q, UserOrderId>: Debug
where
    Q: Currency,
    UserOrderId: Clone,
{
    // Required methods
    fn limit_order_filled(
        &self,
        limit_order: &LimitOrder<Q, UserOrderId, Pending<Q>>,
    ) -> Option<Q>;
    fn validate_market_update(&self, price_filter: &PriceFilter) -> Result<()>;
    fn update_market_state(&self, market_state: &mut MarketState);
}

The interface of what a market update must be able to do.

Required Methods

fn limit_order_filled( &self, limit_order: &LimitOrder<Q, UserOrderId, Pending<Q>>, ) -> Option<Q>

Checks if this market update triggered a specific limit order, and if so, then how much.

fn validate_market_update(&self, price_filter: &PriceFilter) -> Result<()>

Checks if the market update satisfies the PriceFilter.

fn update_market_state(&self, market_state: &mut MarketState)

Update the MarketState with new information.

Implementors

impl<Q, UserOrderId> MarketUpdate<Q, UserOrderId> for Bba

where Q: Currency, UserOrderId: Clone,

impl<Q, UserOrderId> MarketUpdate<Q, UserOrderId> for Candle

where Q: Currency, UserOrderId: Clone,

impl<Q, UserOrderId> MarketUpdate<Q, UserOrderId> for Trade<Q>

where Q: Currency, UserOrderId: Clone,