Struct dbn::record::ConsolidatedBidAskPair

#[repr(C)]
pub struct ConsolidatedBidAskPair {
    pub bid_px: i64,
    pub ask_px: i64,
    pub bid_sz: u32,
    pub ask_sz: u32,
    pub bid_pb: u16,
    pub ask_pb: u16,
    /* private fields */
}

A price level consolidated from multiple venues.

Fields

bid_px: i64

The bid price.

ask_px: i64

The ask price.

bid_sz: u32

The bid size.

ask_sz: u32

The ask size.

bid_pb: u16

The bid publisher ID assigned by Databento, which denotes the dataset and venue.

ask_pb: u16

The ask publisher ID assigned by Databento, which denotes the dataset and venue.

Implementations

impl ConsolidatedBidAskPair

pub fn bid_pb(&self) -> Result<Publisher>

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

Errors

This function returns an error if the publisher_id does not correspond with any known Publisher.

pub fn ask_pb(&self) -> Result<Publisher>

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

Errors

This function returns an error if the ask_pb does not correspond with any known Publisher.

Trait Implementations

impl Clone for ConsolidatedBidAskPair

fn clone(&self) -> ConsolidatedBidAskPair

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for ConsolidatedBidAskPair

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

Formats the value using the given formatter.

impl Default for ConsolidatedBidAskPair

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for ConsolidatedBidAskPair

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Hash for ConsolidatedBidAskPair

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl IntoPy<Py<PyAny>> for ConsolidatedBidAskPair

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

Performs the conversion.

impl PartialEq for ConsolidatedBidAskPair

fn eq(&self, other: &ConsolidatedBidAskPair) -> 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 ConsolidatedBidAskPair

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for ConsolidatedBidAskPair

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 BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<ConsolidatedBidAskPair>

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<ConsolidatedBidAskPair> for PyClassImplCollector<ConsolidatedBidAskPair>

Available on crate feature python only.

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

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

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

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

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

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

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

impl PyMethods<ConsolidatedBidAskPair> for PyClassImplCollector<ConsolidatedBidAskPair>

Available on crate feature python only.

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for ConsolidatedBidAskPair

type AsRefTarget = PyCell<ConsolidatedBidAskPair>

Utility type to make Py::as_ref work.

const NAME: &'static str = "ConsolidatedBidAskPair"

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 Serialize for ConsolidatedBidAskPair

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl Copy for ConsolidatedBidAskPair

impl Eq for ConsolidatedBidAskPair

impl StructuralPartialEq for ConsolidatedBidAskPair