Struct StatMsgV3

Source

#[repr(C)]pub struct StatMsgV3 {
    pub hd: RecordHeader,
    pub ts_recv: u64,
    pub ts_ref: u64,
    pub price: i64,
    pub quantity: i64,
    pub sequence: u32,
    pub ts_in_delta: i32,
    pub stat_type: u16,
    pub channel_id: u16,
    pub update_action: u8,
    pub stat_flags: u8,
    /* private fields */
}

Expand description

A statistics message. A catchall for various data disseminated by publishers. The stat_type indicates the statistic contained in the 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.

§ts_ref: u64

The reference timestamp of the statistic value expressed as the number of nanoseconds since the UNIX epoch. Will be crate::UNDEF_TIMESTAMP when unused.

§price: i64

The value for price statistics expressed as a signed integer where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001. Will be UNDEF_PRICE when unused.

§quantity: i64

The value for non-price statistics. Will be crate::UNDEF_STAT_QUANTITY when unused.

§sequence: u32

The message sequence number assigned at the venue.

§ts_in_delta: i32

The delta of ts_recv - ts_exchange_send, max 2 seconds.

§stat_type: u16

The type of statistic value contained in the message. Refer to the StatType for variants.

§channel_id: u16

The channel ID assigned by Databento as an incrementing integer starting at zero.

§update_action: u8

Indicates if the statistic is newly added (1) or deleted (2). (Deleted is only used with some stat types)

§stat_flags: u8

Additional flags associate with certain stat types.

Struct StatMsgV3Copy item path

Fields§

Implementations§

impl StatMsg

pub fn price_f64(&self) -> f64

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

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

pub fn stat_type(&self) -> Result<StatType>

§Errors

pub fn update_action(&self) -> Result<StatUpdateAction>

§Errors

pub fn ts_in_delta(&self) -> Duration

Trait Implementations§

impl AsRef<[u8]> for StatMsgV3

fn as_ref(&self) -> &[u8] ⓘ

impl Clone for StatMsgV3

fn clone(&self) -> StatMsgV3

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

impl Debug for StatMsgV3

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

impl Default for StatMsg

fn default() -> Self

impl<'de> Deserialize<'de> for StatMsgV3

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where __D: Deserializer<'de>,

impl From<&StatMsg> for StatMsg

fn from(old: &StatMsg) -> Self

impl HasRType for StatMsgV3

fn has_rtype(rtype: u8) -> bool

impl Hash for StatMsgV3

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

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

impl IntoPy<Py<PyAny>> for StatMsgV3

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

impl<'py> IntoPyObject<'py> for StatMsgV3

type Target = StatMsgV3

type Output = Bound<'py, <StatMsgV3 as IntoPyObject<'py>>::Target>

type Error = PyErr

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

impl PartialEq for StatMsgV3

fn eq(&self, other: &StatMsgV3) -> bool

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

impl PartialOrd for StatMsgV3

fn partial_cmp(&self, other: &Self) -> Option<Ordering>

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

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

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

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

impl PyClass for StatMsgV3

type Frozen = False

impl PyClassImpl for StatMsgV3

const IS_BASETYPE: bool = false

const IS_SUBCLASS: bool = false

const IS_MAPPING: bool = false

const IS_SEQUENCE: bool = false

type BaseType = PyAny

type ThreadChecker = SendablePyClass<StatMsgV3>

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

type Dict = PyClassDictSlot

type WeakRef = PyClassDummySlot

type BaseNativeType = PyAny

fn items_iter() -> PyClassItemsIter

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

fn dict_offset() -> Option<Py_ssize_t>

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

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature<StatMsgV3> for PyClassImplCollector<StatMsgV3>

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

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a StatMsgV3

type Holder = Option<PyRef<'py, StatMsgV3>>

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

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a mut StatMsgV3

type Holder = Option<PyRefMut<'py, StatMsgV3>>

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

impl PyMethods<StatMsgV3> for PyClassImplCollector<StatMsgV3>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for StatMsgV3

const NAME: &'static str = "StatMsgV3"

const MODULE: Option<&'static str>

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

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

Struct StatMsgV3

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where __D: Deserializer<'de>,

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

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

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

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

impl<T> Borrow<T> for T
where T: ?Sized,

impl<T> BorrowMut<T> for T
where T: ?Sized,

impl<T> CloneToUninit for T
where T: Clone,

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

impl<'py, T> FromPyObjectBound<'_, 'py> for T
where T: FromPyObject<'py>,

impl<T, U> Into<U> for T
where U: From<T>,

impl<'py, T> IntoPyObjectExt<'py> for T
where T: IntoPyObject<'py>,

impl<T> PyErrArguments for T
where T: for<'py> IntoPyObject<'py> + Send + Sync,

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