Struct crypto_message::TradeMsg

pub struct TradeMsg {

    pub exchange: String,
    pub market_type: MarketType,
    pub msg_type: MessageType,
    pub pair: String,
    pub symbol: String,
    pub timestamp: i64,
    pub side: TradeSide,
    pub price: f64,
    pub quantity_base: f64,
    pub quantity_quote: f64,
    pub quantity_contract: Option<f64>,
    pub trade_id: String,
    pub json: String,
}

Realtime trade message.

Fields

exchange: String

The exchange name, unique for each exchage

market_type: MarketType

Market type

msg_type: MessageType

Message type

pair: String

Unified pair, base/quote, e.g., BTC/USDT

symbol: String

Exchange-specific trading symbol or id, recognized by RESTful API

timestamp: i64

Unix timestamp, in milliseconds

side: TradeSide

Which side is taker

price: f64

price

quantity_base: f64

quantity_quote: f64

quantity_contract: Option<f64>

Number of contracts, always None for Spot

trade_id: String

json: String

the original JSON message

Implementations

impl TradeMsg

pub fn to_csv_string(&self) -> String

Convert to a CSV string.

The exchange, market_type, msg_type, pair and symbol fields are not included to save some disk space.

pub fn from_csv_string( exchange: &str, market_type: &str, msg_type: &str, pair: &str, symbol: &str, s: &str ) -> Self

Convert from a CSV string.

pub fn to_proto(&self) -> Trade

Convert to a protobuf message.

pub fn from_proto( exchange: &str, market_type: &str, msg_type: &str, pair: &str, symbol: &str, proto_msg: &Trade ) -> Self

Convert from a protobuf message.

Trait Implementations

impl Debug for TradeMsg

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for TradeMsg

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

Deserialize this value from the given Serde deserializer.

impl Serialize for TradeMsg

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

Serialize this value into the given Serde serializer.