rt-hft-engine 0.1.2

Sub-microsecond HFT engine for vintage hardware
Documentation 
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//! Market data structures and handlers

#[derive(Debug, Clone)]
pub struct Quote {
    pub symbol: String,
    pub bid_price: f64,
    pub ask_price: f64,
    pub bid_size: u64,
    pub ask_size: u64,
    pub timestamp: u64,
}

#[derive(Debug, Clone)]
pub struct Trade {
    pub symbol: String,
    pub price: f64,
    pub quantity: u64,
    pub timestamp: u64,
}

pub struct MarketData;