Struct dbn::record::Mbp1Msg

#[repr(C)]
pub struct Mbp1Msg {
    pub hd: RecordHeader,
    pub price: i64,
    pub size: u32,
    pub action: c_char,
    pub side: c_char,
    pub flags: u8,
    pub depth: u8,
    pub ts_recv: u64,
    pub ts_in_delta: i32,
    pub sequence: u32,
    pub booklevel: [BidAskPair; 1],
}

Market by price implementation with a known book depth of 1. The record of the Mbp1 schema.

Fields

hd: RecordHeader

The common header.

price: i64

The order price expressed as a signed integer where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

size: u32

The order quantity.

action: c_char

The event action. Can be Add, Cancel, Modify, cleaR, or Trade.

side: c_char

The order side. Can be Ask, Bid or None.

flags: u8

A combination of packet end with matching engine status. See enums::flags for possible values.

depth: u8

The depth of actual book change.

ts_recv: u64

The capture-server-received timestamp expressed as number of nanoseconds since the UNIX epoch.

ts_in_delta: i32

The delta of ts_recv - ts_exchange_send, max 2 seconds.

sequence: u32

The message sequence number assigned at the venue.

booklevel: [BidAskPair; 1]

The top of the order book.

Implementations

impl Mbp1Msg

pub fn side(&self) -> Result<Side>

Tries to convert the raw side to an enum.

Errors

This function returns an error if the side field does not contain a valid Side.

pub fn action(&self) -> Result<Action>

Tries to convert the raw action to an enum.

Errors

This function returns an error if the action field does not contain a valid Action.

Trait Implementations

impl AsRef<[u8]> for Mbp1Msg

fn as_ref(&self) -> &[u8]

Converts this type into a shared reference of the (usually inferred) input type.

impl Clone for Mbp1Msg

fn clone(&self) -> Mbp1Msg

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for Mbp1Msg

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

Formats the value using the given formatter.

impl HasRType for Mbp1Msg

Mbp1Msg’s type ID is the size of its booklevel array.

fn has_rtype(rtype: u8) -> bool

Returns true if rtype matches the value associated with the implementing type.

fn header(&self) -> &RecordHeader

Returns a reference to the RecordHeader that comes at the beginning of all record types.

fn header_mut(&mut self) -> &mut RecordHeader

Returns a mutable reference to the RecordHeader that comes at the beginning of all record types.

fn record_size(&self) -> usize

Returns the size of the record in bytes.

impl PartialEq<Mbp1Msg> for Mbp1Msg

fn eq(&self, other: &Mbp1Msg) -> bool

This method tests for self and other values to be equal, and is used by ==.

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

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

impl Serialize for Mbp1Msg

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

Serialize this value into the given Serde serializer.

impl Eq for Mbp1Msg

impl StructuralEq for Mbp1Msg

impl StructuralPartialEq for Mbp1Msg