Struct dbn::record::ImbalanceMsg

#[repr(C)]
pub struct ImbalanceMsg {

    pub hd: RecordHeader,
    pub ts_recv: u64,
    pub ref_price: i64,
    pub auction_time: u64,
    pub cont_book_clr_price: i64,
    pub auct_interest_clr_price: i64,
    pub ssr_filling_price: i64,
    pub ind_match_price: i64,
    pub upper_collar: i64,
    pub lower_collar: i64,
    pub paired_qty: u32,
    pub total_imbalance_qty: u32,
    pub market_imbalance_qty: u32,
    pub unpaired_qty: u32,
    pub auction_type: c_char,
    pub side: c_char,
    pub auction_status: u8,
    pub freeze_status: u8,
    pub num_extensions: u8,
    pub unpaired_side: c_char,
    pub significant_imbalance: c_char,
    /* private fields */
}

An auction imbalance message.

Fields

hd: RecordHeader

The common header.

ts_recv: u64

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

ref_price: i64

The price at which the imbalance shares are calculated, where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

auction_time: u64

Reserved for future use.

cont_book_clr_price: i64

The hypothetical auction-clearing price for both cross and continuous orders.

auct_interest_clr_price: i64

The hypothetical auction-clearing price for cross orders only.

ssr_filling_price: i64

Reserved for future use.

ind_match_price: i64

Reserved for future use.

upper_collar: i64

Reserved for future use.

lower_collar: i64

Reserved for future use.

paired_qty: u32

The quantity of shares that are eligible to be matched at ref_price.

total_imbalance_qty: u32

The quantity of shares that are not paired at ref_price.

market_imbalance_qty: u32

Reserved for future use.

unpaired_qty: u32

Reserved for future use.

auction_type: c_char

Venue-specific character code indicating the auction type.

side: c_char

The market side of the total_imbalance_qty. Can be Ask, Bid, or None.

auction_status: u8

Reserved for future use.

freeze_status: u8

Reserved for future use.

num_extensions: u8

Reserved for future use.

unpaired_side: c_char

Reserved for future use.

significant_imbalance: c_char

Venue-specific character code. For Nasdaq, contains the raw Price Variation Indicator.

Implementations

impl ImbalanceMsg

pub fn ts_recv(&self) -> Option<OffsetDateTime>

Parses the raw capture-server-received timestamp into a datetime. Returns None if ts_recv contains the sentinel for a null timestamp.

Trait Implementations

impl AsRef<[u8]> for ImbalanceMsg

fn as_ref(&self) -> &[u8]

Converts this type into a shared reference of the (usually inferred) input type.

impl Clone for ImbalanceMsg

fn clone(&self) -> ImbalanceMsg

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for ImbalanceMsg

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

Formats the value using the given formatter.

impl<'a> From<&'a ImbalanceMsg> for RecordRefEnum<'a>

fn from(rec: &'a ImbalanceMsg) -> Self

Converts to this type from the input type.

impl From<ImbalanceMsg> for RecordEnum

fn from(rec: ImbalanceMsg) -> Self

Converts to this type from the input type.

impl HasRType for ImbalanceMsg

fn has_rtype(rtype: u8) -> bool

Returns true if rtype matches the value associated with the implementing type.

fn header(&self) -> &RecordHeader

Returns a reference to the RecordHeader that comes at the beginning of all record types.

fn header_mut(&mut self) -> &mut RecordHeader

Returns a mutable reference to the RecordHeader that comes at the beginning of all record types.

fn record_size(&self) -> usize

Returns the size of the record in bytes.

fn rtype(&self) -> Result<RType>

Tries to convert the raw record type into an enum which is useful for exhaustive pattern matching.

fn publisher(&self) -> Result<Publisher>

Tries to convert the raw publisher_id into an enum which is useful for exhaustive pattern matching.

impl IntoPy<Py<PyAny>> for ImbalanceMsg

fn into_py(self, py: Python<'_>) -> PyObject

Performs the conversion.

impl PartialEq for ImbalanceMsg

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

This method tests for self and other values to be equal, and is used by ==.

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

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

impl PyClass for ImbalanceMsg

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for ImbalanceMsg

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

type Layout = PyCell<ImbalanceMsg>

Layout

type BaseType = PyAny

Base class

type ThreadChecker = ThreadCheckerStub<ImbalanceMsg>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDictSlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

fn dict_offset() -> Option<Py_ssize_t>

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature<ImbalanceMsg> for PyClassImplCollector<ImbalanceMsg>

Available on crate feature python only.

fn new_text_signature(self) -> Option<&'static str>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a ImbalanceMsg

type Holder = Option<PyRef<'py, ImbalanceMsg>>

fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut ImbalanceMsg

type Holder = Option<PyRefMut<'py, ImbalanceMsg>>

fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

impl PyMethods<ImbalanceMsg> for PyClassImplCollector<ImbalanceMsg>

Available on crate feature python only.

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for ImbalanceMsg

type AsRefTarget = PyCell<ImbalanceMsg>

Utility type to make Py::as_ref work.

const NAME: &'static str = "ImbalanceMsg"

Class name.

const MODULE: Option<&'static str> = _

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> &PyType

Returns the safe abstraction over the type object.

fn is_type_of(object: &PyAny) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &PyAny) -> bool

Checks if object is an instance of this type.

impl Copy for ImbalanceMsg

impl Eq for ImbalanceMsg

impl StructuralEq for ImbalanceMsg

impl StructuralPartialEq for ImbalanceMsg