Struct dbn::record::ImbalanceMsg
source · #[repr(C)]pub struct ImbalanceMsg {Show 21 fields
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 */
}
Expand description
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§
source§impl ImbalanceMsg
impl ImbalanceMsg
sourcepub fn ts_recv(&self) -> Option<OffsetDateTime>
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§
source§impl AsRef<[u8]> for ImbalanceMsg
impl AsRef<[u8]> for ImbalanceMsg
source§impl Clone for ImbalanceMsg
impl Clone for ImbalanceMsg
source§fn clone(&self) -> ImbalanceMsg
fn clone(&self) -> ImbalanceMsg
1.0.0 · source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source
. Read moresource§impl Debug for ImbalanceMsg
impl Debug for ImbalanceMsg
source§impl Default for ImbalanceMsg
impl Default for ImbalanceMsg
source§impl<'de> Deserialize<'de> for ImbalanceMsg
impl<'de> Deserialize<'de> for ImbalanceMsg
source§fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
source§impl<'a> From<&'a ImbalanceMsg> for RecordRefEnum<'a>
impl<'a> From<&'a ImbalanceMsg> for RecordRefEnum<'a>
source§fn from(rec: &'a ImbalanceMsg) -> Self
fn from(rec: &'a ImbalanceMsg) -> Self
source§impl From<ImbalanceMsg> for RecordEnum
impl From<ImbalanceMsg> for RecordEnum
source§fn from(rec: ImbalanceMsg) -> Self
fn from(rec: ImbalanceMsg) -> Self
source§impl HasRType for ImbalanceMsg
impl HasRType for ImbalanceMsg
source§impl Hash for ImbalanceMsg
impl Hash for ImbalanceMsg
source§impl PartialEq for ImbalanceMsg
impl PartialEq for ImbalanceMsg
source§fn eq(&self, other: &ImbalanceMsg) -> bool
fn eq(&self, other: &ImbalanceMsg) -> bool
self
and other
values to be equal, and is used
by ==
.source§impl PartialOrd for ImbalanceMsg
impl PartialOrd for ImbalanceMsg
1.0.0 · source§fn le(&self, other: &Rhs) -> bool
fn le(&self, other: &Rhs) -> bool
self
and other
) and is used by the <=
operator. Read moresource§impl PyClassImpl for ImbalanceMsg
impl PyClassImpl for ImbalanceMsg
source§const IS_BASETYPE: bool = false
const IS_BASETYPE: bool = false
source§const IS_SUBCLASS: bool = false
const IS_SUBCLASS: bool = false
source§const IS_MAPPING: bool = false
const IS_MAPPING: bool = false
source§const IS_SEQUENCE: bool = false
const IS_SEQUENCE: bool = false
§type ThreadChecker = SendablePyClass<ImbalanceMsg>
type ThreadChecker = SendablePyClass<ImbalanceMsg>
§type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild
type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild
§type BaseNativeType = PyAny
type BaseNativeType = PyAny
PyAny
by default, and when you declare
#[pyclass(extends=PyDict)]
, it’s PyDict
.fn items_iter() -> PyClassItemsIter
fn dict_offset() -> Option<Py_ssize_t>
fn lazy_type_object() -> &'static LazyTypeObject<Self>
fn weaklist_offset() -> Option<isize>
source§impl PyClassNewTextSignature<ImbalanceMsg> for PyClassImplCollector<ImbalanceMsg>
Available on crate feature python
only.
impl PyClassNewTextSignature<ImbalanceMsg> for PyClassImplCollector<ImbalanceMsg>
python
only.fn new_text_signature(self) -> Option<&'static str>
source§impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a ImbalanceMsg
impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a ImbalanceMsg
source§impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut ImbalanceMsg
impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut ImbalanceMsg
source§impl PyMethods<ImbalanceMsg> for PyClassImplCollector<ImbalanceMsg>
Available on crate feature python
only.
impl PyMethods<ImbalanceMsg> for PyClassImplCollector<ImbalanceMsg>
python
only.fn py_methods(self) -> &'static PyClassItems
source§impl PyTypeInfo for ImbalanceMsg
impl PyTypeInfo for ImbalanceMsg
§type AsRefTarget = PyCell<ImbalanceMsg>
type AsRefTarget = PyCell<ImbalanceMsg>
source§fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject
fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject
source§fn type_object(py: Python<'_>) -> &PyType
fn type_object(py: Python<'_>) -> &PyType
source§fn is_type_of(object: &PyAny) -> bool
fn is_type_of(object: &PyAny) -> bool
object
is an instance of this type or a subclass of this type.source§fn is_exact_type_of(object: &PyAny) -> bool
fn is_exact_type_of(object: &PyAny) -> bool
object
is an instance of this type.source§impl Record for ImbalanceMsg
impl Record for ImbalanceMsg
source§fn header(&self) -> &RecordHeader
fn header(&self) -> &RecordHeader
RecordHeader
that comes at the beginning of all
record types.source§fn raw_index_ts(&self) -> u64
fn raw_index_ts(&self) -> u64
source§fn record_size(&self) -> usize
fn record_size(&self) -> usize
source§fn rtype(&self) -> Result<RType>
fn rtype(&self) -> Result<RType>
source§fn publisher(&self) -> Result<Publisher>
fn publisher(&self) -> Result<Publisher>
publisher_id
into an enum which is useful for
exhaustive pattern matching. Read moresource§fn index_ts(&self) -> Option<OffsetDateTime>
fn index_ts(&self) -> Option<OffsetDateTime>
None
if the primary
timestamp contains the sentinel value for a null timestamp. Read moresource§fn index_date(&self) -> Option<Date>
fn index_date(&self) -> Option<Date>
index_ts()
). Returns None
if the primary timestamp contains the
sentinel value for a null timestamp.source§impl RecordMut for ImbalanceMsg
impl RecordMut for ImbalanceMsg
source§fn header_mut(&mut self) -> &mut RecordHeader
fn header_mut(&mut self) -> &mut RecordHeader
RecordHeader
that comes at the beginning of
all record types.