dbn::enums::rtype

Enum RType

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#[repr(u8)]
pub enum RType {
Show 23 variants Mbp0 = 0, Mbp1 = 1, Mbp10 = 10, OhlcvDeprecated = 17, Ohlcv1S = 32, Ohlcv1M = 33, Ohlcv1H = 34, Ohlcv1D = 35, OhlcvEod = 36, Status = 18, InstrumentDef = 19, Imbalance = 20, Error = 21, SymbolMapping = 22, System = 23, Statistics = 24, Mbo = 160, Cmbp1 = 177, Cbbo1S = 192, Cbbo1M = 193, Tcbbo = 194, Bbo1S = 195, Bbo1M = 196,
}
Expand description

A record type, i.e. a sentinel for different types implementing HasRType.

Use in RecordHeader to indicate the type of record, which is useful when working with DBN streams containing multiple record types or an unknown record type.

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Mbp0 = 0

Denotes a market-by-price record with a book depth of 0 (used for the Trades schema).

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Mbp1 = 1

Denotes a market-by-price record with a book depth of 1 (also used for the Tbbo schema).

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Mbp10 = 10

Denotes a market-by-price record with a book depth of 10.

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OhlcvDeprecated = 17

👎Deprecated since 0.3.3: Separated into separate rtypes for each OHLCV schema.

Denotes an open, high, low, close, and volume record at an unspecified cadence.

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Ohlcv1S = 32

Denotes an open, high, low, close, and volume record at a 1-second cadence.

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Ohlcv1M = 33

Denotes an open, high, low, close, and volume record at a 1-minute cadence.

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Ohlcv1H = 34

Denotes an open, high, low, close, and volume record at an hourly cadence.

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Ohlcv1D = 35

Denotes an open, high, low, close, and volume record at a daily cadence based on the UTC date.

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OhlcvEod = 36

Denotes an open, high, low, close, and volume record at a daily cadence based on the end of the trading session.

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Status = 18

Denotes an exchange status record.

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InstrumentDef = 19

Denotes an instrument definition record.

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Imbalance = 20

Denotes an order imbalance record.

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Error = 21

Denotes an error from gateway.

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SymbolMapping = 22

Denotes a symbol mapping record.

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System = 23

Denotes a non-error message from the gateway. Also used for heartbeats.

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Statistics = 24

Denotes a statistics record from the publisher (not calculated by Databento).

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Mbo = 160

Denotes a market by order record.

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Cmbp1 = 177

Denotes a consolidated best bid and offer record.

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Cbbo1S = 192

Denotes a consolidated best bid and offer record subsampled on a one-second interval.

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Cbbo1M = 193

Denotes a consolidated best bid and offer record subsampled on a one-minute interval.

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Tcbbo = 194

Denotes a consolidated best bid and offer trade record containing the consolidated BBO before the trade.

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Bbo1S = 195

Denotes a best bid and offer record subsampled on a one-second interval.

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Bbo1M = 196

Denotes a best bid and offer record subsampled on a one-minute interval.

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impl RType

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pub const fn as_str(&self) -> &'static str

Convert the RType type to its str representation.

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impl Clone for RType

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fn clone(&self) -> RType

Returns a copy of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for RType

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

Formats the value using the given formatter. Read more
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impl From<Schema> for RType

Get the corresponding rtype for the given schema.

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fn from(schema: Schema) -> Self

Converts to this type from the input type.
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impl FromStr for RType

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type Err = Error

The associated error which can be returned from parsing.
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fn from_str(s: &str) -> Result<Self, Self::Err>

Parses a string s to return a value of this type. Read more
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impl Hash for RType

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

Feeds this value into the given Hasher. Read more
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fn hash_slice<H>(data: &[Self], state: &mut H)
where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher. Read more
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impl IntoEnumIterator for RType

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impl IntoPy<Py<PyAny>> for RType

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

Performs the conversion.
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impl PartialEq for RType

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

Tests for self and other values to be equal, and is used by ==.
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fn ne(&self, other: &Rhs) -> bool

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

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type Frozen = False

Whether the pyclass is frozen. Read more
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impl PyClassImpl for RType

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const IS_BASETYPE: bool = false

#[pyclass(subclass)]
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const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]
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const IS_MAPPING: bool = false

#[pyclass(mapping)]
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const IS_SEQUENCE: bool = false

#[pyclass(sequence)]
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type BaseType = PyAny

Base class
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type ThreadChecker = SendablePyClass<RType>

This handles following two situations: Read more
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type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable
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type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.
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type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.
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type BaseNativeType = PyAny

Available on non-crate feature gil-refs only.
The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.
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fn items_iter() -> PyClassItemsIter

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

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

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fn dict_offset() -> Option<isize>

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fn weaklist_offset() -> Option<isize>

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impl PyClassNewTextSignature<RType> for PyClassImplCollector<RType>

Available on crate feature python only.
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fn new_text_signature(self) -> Option<&'static str>

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

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

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

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

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

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

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impl PyMethods<RType> for PyClassImplCollector<RType>

Available on crate feature python only.
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fn py_methods(self) -> &'static PyClassItems

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impl PyTypeInfo for RType

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const NAME: &'static str = "RType"

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

Module name, if any.
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fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.
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fn type_object_bound(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.
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fn is_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.
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fn is_exact_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.
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impl TryFrom<u8> for RType

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type Error = TryFromPrimitiveError<RType>

The type returned in the event of a conversion error.
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fn try_from(number: u8) -> Result<Self, TryFromPrimitiveError<Self>>

Performs the conversion.
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impl TryFromPrimitive for RType

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impl Copy for RType

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impl Eq for RType

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impl StructuralPartialEq for RType

Auto Trait Implementations§

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impl Freeze for RType

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impl RefUnwindSafe for RType

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impl Send for RType

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impl Sync for RType

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impl Unpin for RType

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impl UnwindSafe for RType

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dst: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dst. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T> FromPyObject<'_> for T
where T: PyClass + Clone,

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fn extract_bound(obj: &Bound<'_, PyAny>) -> Result<T, PyErr>

Extracts Self from the bound smart pointer obj. Read more
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impl<'py, T> FromPyObjectBound<'_, 'py> for T
where T: FromPyObject<'py>,

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fn from_py_object_bound(ob: Borrowed<'_, 'py, PyAny>) -> Result<T, PyErr>

Extracts Self from the bound smart pointer obj. Read more
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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> PyErrArguments for T
where T: IntoPy<Py<PyAny>> + Send + Sync,

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fn arguments(self, py: Python<'_>) -> Py<PyAny>

Arguments for exception
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impl<T> PyTypeCheck for T
where T: PyTypeInfo,

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const NAME: &'static str = <T as PyTypeInfo>::NAME

Name of self. This is used in error messages, for example.
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fn type_check(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of Self, which may include a subtype. Read more
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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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impl<T> Ungil for T
where T: Send,