use serde_derive::{Deserialize, Serialize};
#[derive(Debug, Serialize, Deserialize, Clone, PartialEq, Default)]
pub struct Quote {
pub size: u64,
pub ask_price: f32,
pub bid_price: f32,
}
#[derive(Debug, Serialize, Deserialize, Clone, PartialEq, Default)]
pub struct Trade {
pub size: u64,
pub price: f32,
}
pub trait Tick: Clone + std::fmt::Debug {
fn epoch(&self, time: u64) -> u64;
}
impl Tick for Quote {
fn epoch(&self, time: u64) -> u64 {
time / 86_400_000_000_000
}
}
impl Tick for Trade {
fn epoch(&self, time: u64) -> u64 {
time / 86_400_000_000_000
}
}