Struct StatMsg 

pub struct StatMsg {
    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 */
}

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.

See ts_recv.

ts_ref: u64

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

price: i64

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

See Prices.

quantity: i64

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

sequence: u32

The message sequence number assigned at the venue.

ts_in_delta: i32

The matching-engine-sending timestamp expressed as the number of nanoseconds before ts_recv.

See ts_in_delta.

stat_type: u16

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

Implementations

impl StatMsg

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

Parses the capture-server-received timestamp into a datetime. Returns None if ts_recv contains the sentinel for a null timestamp.

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

Parses the reference timestamp of the statistic value into a datetime. Returns None if ts_ref contains the sentinel for a null timestamp.

pub fn price_f64(&self) -> f64

Converts the value for price statistics to a floating point.

UNDEF_PRICE will be converted to NaN.

This may introduce floating-point error.

pub fn ts_in_delta(&self) -> Duration

Parses the difference between ts_recv and the matching-engine-sending timestamp into a duration.

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

Parses the type of statistic value into an enum.

Errors

This function returns an error if the stat_type field does not contain a valid StatType.

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

Parses the update action into an enum.

Errors

This function returns an error if the update_action field does not contain a valid StatUpdateAction.

Trait Implementations

impl AsRef<[u8]> for StatMsg

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

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

impl Clone for StatMsg

fn clone(&self) -> StatMsg

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for StatMsg

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

Formats the value using the given formatter.

impl Default for StatMsg

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for StatMsg

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<'a> From<&'a StatMsg> for RecordRefEnum<'a>

fn from(rec: &'a StatMsg) -> Self

Converts to this type from the input type.

impl From<&StatMsgV1> for StatMsg

fn from(old: &StatMsg) -> Self

Converts to this type from the input type.

impl From<StatMsg> for RecordEnum

fn from(rec: StatMsg) -> Self

Converts to this type from the input type.

impl HasRType for StatMsg

fn has_rtype(rtype: u8) -> bool

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

impl Hash for StatMsg

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 StatMsg

type Target = StatMsg

The Python output type

type Output = Bound<'py, <StatMsg 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 StatMsg

fn eq(&self, other: &StatMsg) -> 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 StatMsg

fn partial_cmp(&self, other: &Self) -> 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 StatMsg

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for StatMsg

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)]

const RAW_DOC: &'static CStr = /// A statistics message. A catchall for various data disseminated by publishers. The /// [`stat_type`](Self::stat_type) indicates the statistic contained in the message.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<StatMsg>

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 dict_offset() -> Option<Py_ssize_t>

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

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature for StatMsg

Available on crate feature python only.

const TEXT_SIGNATURE: &'static str = "(publisher_id, instrument_id, ts_event, ts_recv, ts_ref, price, quantity, stat_type, sequence=0, ts_in_delta=0, channel_id=None, update_action=None, stat_flags=0)"

impl PyMethods<StatMsg> for PyClassImplCollector<StatMsg>

Available on crate feature python only.

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for StatMsg

const NAME: &'static str = "StatMsg"

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 Record for StatMsg

fn header(&self) -> &RecordHeader

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

fn raw_index_ts(&self) -> u64

Returns the raw primary timestamp for the record.

fn record_size(&self) -> usize

Returns the size of the record in bytes.

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

Tries to convert the raw record type into an enum which is useful for exhaustive pattern matching.

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

Tries to convert the raw publisher_id into an enum which is useful for exhaustive pattern matching.

fn index_ts(&self) -> Option<OffsetDateTime>

Returns the primary timestamp for the record. Returns None if the primary timestamp contains the sentinel value for a null timestamp.

fn index_date(&self) -> Option<Date>

Returns the primary date for the record; the date component of the primary timestamp (index_ts()). Returns None if the primary timestamp contains the sentinel value for a null timestamp.

impl RecordMut for StatMsg

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

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

impl Serialize for StatMsg

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StatRec for StatMsg

const UNDEF_STAT_QUANTITY: i64 = UNDEF_STAT_QUANTITY

The sentinel value for a null quantity.

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

Tries to convert the raw type of the statistic value to an enum.

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

Parses the raw capture-server-received timestamp into a datetime. Returns None if ts_recv contains the sentinel for a null timestamp.

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

Parses the raw reference timestamp of the statistic value into a datetime. Returns None if ts_ref contains the sentinel for a null timestamp.

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

Tries to convert the raw update_action to an enum.

fn price(&self) -> 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.

fn quantity(&self) -> i64

The value for quantity statistics. Will be UNDEF_STAT_QUANTITY when unused.

impl WritePyRepr for StatMsg

Available on crate feature python only.

fn write_py_repr(&self, s: &mut String) -> Result

Writes a Python-style string representation to s.

const SHOULD_FLATTEN: bool = false

Whether this type’s fields should be flattened into the parent repr.

impl Copy for StatMsg

impl DerefToPyAny for StatMsg

impl Eq for StatMsg

impl ExtractPyClassWithClone for StatMsg

impl StructuralPartialEq for StatMsg