Struct Tick 

pub struct Tick {
    pub symbol: Symbol,
    pub timestamp: DateTime<Utc>,
    pub bid: Price,
    pub ask: Price,
    pub bid_size: Volume,
    pub ask_size: Volume,
    pub last_price: Option<Price>,
    pub last_size: Option<Volume>,
}

A single trade tick or best-bid/best-ask snapshot.

Fields

symbol: Symbol

Exchange symbol the tick is for.

timestamp: DateTime<Utc>

Time the tick was observed at the exchange.

bid: Price

Best bid price.

ask: Price

Best ask price.

bid_size: Volume

Size resting at the best bid.

ask_size: Volume

Size resting at the best ask.

last_price: Option<Price>

Most recent trade price, if the feed reports it.

last_size: Option<Volume>

Most recent trade size, if the feed reports it.

Implementations

impl Tick

pub fn mid_price(&self) -> Price

Midpoint of bid and ask.

pub fn spread(&self) -> Price

Ask minus bid.

Trait Implementations

impl Clone for Tick

fn clone(&self) -> Tick

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Tick

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Tick

fn deserialize<__D>( __deserializer: __D, ) -> Result<Tick, <__D as Deserializer<'de>>::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for Tick

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

where __S: Serializer,

Serialize this value into the given Serde serializer.