Enum StatType

#[non_exhaustive]
#[repr(u16)]
pub enum StatType {
    OpeningPrice = 1,
    IndicativeOpeningPrice = 2,
    SettlementPrice = 3,
    TradingSessionLowPrice = 4,
    TradingSessionHighPrice = 5,
    ClearedVolume = 6,
    LowestOffer = 7,
    HighestBid = 8,
    OpenInterest = 9,
    FixingPrice = 10,
    ClosePrice = 11,
    NetChange = 12,
    Vwap = 13,
    Volatility = 14,
    Delta = 15,
    UncrossingPrice = 16,
}

The type of statistic contained in a StatMsg.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

OpeningPrice = 1

The price of the first trade of an instrument. price will be set. quantity will be set when provided by the venue.

IndicativeOpeningPrice = 2

The probable price of the first trade of an instrument published during pre- open. Both price and quantity will be set.

SettlementPrice = 3

The settlement price of an instrument. price will be set and flags indicate whether the price is final or preliminary and actual or theoretical. ts_ref will indicate the trading date of the settlement price.

TradingSessionLowPrice = 4

The lowest trade price of an instrument during the trading session. price will be set.

TradingSessionHighPrice = 5

The highest trade price of an instrument during the trading session. price will be set.

ClearedVolume = 6

The number of contracts cleared for an instrument on the previous trading date. quantity will be set. ts_ref will indicate the trading date of the volume.

LowestOffer = 7

The lowest offer price for an instrument during the trading session. price will be set.

HighestBid = 8

The highest bid price for an instrument during the trading session. price will be set.

OpenInterest = 9

The current number of outstanding contracts of an instrument. quantity will be set. ts_ref will indicate the trading date for which the open interest was calculated.

FixingPrice = 10

The volume-weighted average price (VWAP) for a fixing period. price will be set.

ClosePrice = 11

The last trade price during a trading session. price will be set. quantity will be set when provided by the venue.

NetChange = 12

The change in price from the close price of the previous trading session to the most recent trading session. price will be set.

Vwap = 13

The volume-weighted average price (VWAP) during the trading session. price will be set to the VWAP while quantity will be the traded volume.

Volatility = 14

The implied volatility associated with the settlement price. price will be set with the standard precision.

Delta = 15

The option delta associated with the settlement price. price will be set with the standard precision.

UncrossingPrice = 16

The auction uncrossing price. This is used for auctions that are neither the official opening auction nor the official closing auction. price will be set. quantity will be set when provided by the venue.

Trait Implementations

impl Clone for StatType

fn clone(&self) -> StatType

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for StatType

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

Formats the value using the given formatter.

impl From<StatType> for u16

fn from(enum_value: StatType) -> Self

Converts to this type from the input type.

impl Hash for StatType

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 IntoEnumIterator for StatType

type Iterator = StatTypeIter

fn iter() -> StatTypeIter

impl<'py> IntoPyObject<'py> for StatType

type Target = StatType

The Python output type

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

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

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

Performs the conversion.

impl Ord for StatType

fn cmp(&self, other: &StatType) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

impl PartialEq for StatType

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

Tests for self and other values to be equal, and is used by ==.

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

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

impl PartialOrd for StatType

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

This method returns an ordering between self and other values if one exists.

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

Tests less than (for self and other) and is used by the < operator.

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

Tests less than or equal to (for self and other) and is used by the <= operator.

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

Tests greater than (for self and other) and is used by the > operator.

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

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl PyClass for StatType

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for StatType

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)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<StatType>

This handles following two situations:

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

Immutable or mutable

type Dict = PyClassDummySlot

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

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature<StatType> for PyClassImplCollector<StatType>

Available on crate feature python only.

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

impl PyClass__eq__SlotFragment<StatType> for PyClassImplCollector<StatType>

Available on crate feature python only.

unsafe fn __eq__( self, py: Python<'_>, _raw_slf: *mut PyObject, arg0: *mut PyObject, ) -> PyResult<*mut PyObject>

Safety: _slf and _other must be valid non-null Python objects

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

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

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

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

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

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

impl PyMethods<StatType> for PyClassImplCollector<StatType>

Available on crate feature python only.

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for StatType

const NAME: &'static str = "StatType"

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<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

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

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl TryFrom<u16> for StatType

type Error = TryFromPrimitiveError<StatType>

The type returned in the event of a conversion error.

fn try_from(number: u16) -> Result<Self, TryFromPrimitiveError<Self>>

Performs the conversion.

impl TryFromPrimitive for StatType

const NAME: &'static str = "StatType"

type Primitive = u16

type Error = TryFromPrimitiveError<StatType>

fn try_from_primitive( number: Self::Primitive, ) -> Result<Self, TryFromPrimitiveError<Self>>

impl Copy for StatType

impl Eq for StatType

impl StructuralPartialEq for StatType