Struct RecordHeader

#[repr(C)]
pub struct RecordHeader {
    pub rtype: u8,
    pub publisher_id: u16,
    pub instrument_id: u32,
    pub ts_event: u64,
    /* private fields */
}

Common data for all Databento records. Always found at the beginning of a record struct.

Fields

rtype: u8

The record type; with 0xe0..0x0F specifying MBP levels size. Record types implement the trait HasRType, and the has_rtype function can be used to check if that type can be used to decode a message with a given rtype. The set of possible values is defined in rtype.

publisher_id: u16

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

See Publishers.

instrument_id: u32

The numeric instrument ID. See Instrument identifiers.

ts_event: u64

The matching-engine-received timestamp expressed as the number of nanoseconds since the UNIX epoch.

See Instrument identifiers.

Implementations

impl RecordHeader

pub const fn default<R: HasRType>(rtype: u8) -> Self

Creates a new RecordHeader with rtype and length set for R while the other fields are set to their defaults.

impl RecordHeader

pub const LENGTH_MULTIPLIER: usize = 4usize

The multiplier for converting the length field to the number of bytes.

pub const fn new<R: HasRType>( rtype: u8, publisher_id: u16, instrument_id: u32, ts_event: u64, ) -> Self

Creates a new RecordHeader. R and rtype should be compatible.

pub const fn record_size(&self) -> usize

Returns the size of the entire record in bytes. The size of a RecordHeader is constant.

pub fn rtype(&self) -> Result<RType>

Tries to convert the raw record type into an enum.

Errors

This function returns an error if the rtype field does not contain a valid, known RType.

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

Tries to convert the raw publisher_id 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 ts_event(&self) -> Option<OffsetDateTime>

Parses the raw matching-engine-received timestamp into a datetime. Returns None if ts_event contains the sentinel for a null timestamp.

Trait Implementations

impl Clone for RecordHeader

fn clone(&self) -> RecordHeader

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RecordHeader

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for RecordHeader

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Hash for RecordHeader

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<'py> IntoPyObject<'py> for RecordHeader

type Target = RecordHeader

The Python output type

type Output = Bound<'py, <RecordHeader 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 PartialEq for RecordHeader

fn eq(&self, other: &RecordHeader) -> 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 PyClass for RecordHeader

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for RecordHeader

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<RecordHeader>

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<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a RecordHeader

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

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

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

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

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

impl PyTypeInfo for RecordHeader

const NAME: &'static str = "RecordHeader"

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 Serialize for RecordHeader

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 RecordHeader

impl DerefToPyAny for RecordHeader

impl Eq for RecordHeader

impl StructuralPartialEq for RecordHeader