Struct MboMsg 

#[repr(C)]
pub struct MboMsg {
    pub hd: RecordHeader,
    pub order_id: u64,
    pub price: i64,
    pub size: u32,
    pub flags: u8,
    pub channel_id: u8,
    pub action: c_char,
    pub side: c_char,
    pub ts_recv: u64,
    pub ts_in_delta: i32,
    pub sequence: u32,
}

Market-by-order (MBO) tick message. hd.rtype = 0xA0

Fields

hd: RecordHeader

The common header.

order_id: u64

The order ID assigned at the venue.

price: i64

The order price expressed as a signed integer where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

size: u32

The order quantity.

flags: u8

A combination of packet end with matching engine status.

channel_id: u8

A channel ID within the venue.

action: c_char

The event action. Can be M[odify], T[rade], C[ancel], A[dd] or special: [S]tatus, [U]pdate.

side: c_char

The order side. Can be A[sk], B[id] or N[one].

ts_recv: u64

The capture server received timestamp expressed as number of nanoseconds since UNIX epoch.

ts_in_delta: i32

The delta of ts_recv - ts_exchange_send, max 2 seconds.

sequence: u32

The message sequence number assigned at the venue.

Trait Implementations

impl Clone for MboMsg

fn clone(&self) -> MboMsg

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl ConstTypeId for MboMsg

const TYPE_ID: u8 = 160u8

The value of RecordHeader::rtype for the implementing type.

impl Debug for MboMsg

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

Formats the value using the given formatter.

impl PartialEq for MboMsg

fn eq(&self, other: &MboMsg) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Eq for MboMsg

impl StructuralPartialEq for MboMsg