Struct MboMsg 

#[repr(C)]
pub struct MboMsg {
    pub hd: RecordHeader,
    pub order_id: u64,
    pub price: i64,
    pub size: u32,
    pub flags: FlagSet,
    pub channel_id: u8,
    pub action: c_char,
    pub side: c_char,
    pub ts_recv: u64,
    pub ts_in_delta: i32,
    pub sequence: u32,
}

A market-by-order (MBO) tick message. The record of the Mbo schema.

Fields

hd: RecordHeader

The common header.

order_id: u64

The order ID assigned at the venue.

price: i64

The order price where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

See Prices.

size: u32

The order quantity.

flags: FlagSet

A bit field indicating event end, message characteristics, and data quality. See flags for possible values.

channel_id: u8

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

action: c_char

The event action. Can be Add, Cancel, Modify, cleaR book, Trade, Fill, or None.

See Action.

side: c_char

The side that initiates the event. Can be Ask for a sell order (or sell aggressor in a trade), Bid for a buy order (or buy aggressor in a trade), or None where no side is specified.

See Side.

ts_recv: u64

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

See ts_recv.

ts_in_delta: i32

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

See ts_in_delta.

sequence: u32

The message sequence number assigned at the venue.

Implementations

impl MboMsg

pub fn price_f64(&self) -> f64

Converts the order price to a floating point.

UNDEF_PRICE will be converted to NaN.

This may introduce floating-point error.

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

Parses the action into an enum.

Errors

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

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

Parses the side that initiates the event into an enum.

Errors

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

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_in_delta(&self) -> Duration

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

Trait Implementations

impl AsRef<[u8]> for MboMsg

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

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

impl Clone for MboMsg

fn clone(&self) -> MboMsg

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for MboMsg

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

Formats the value using the given formatter.

impl Default for MboMsg

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for MboMsg

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 MboMsg> for RecordRefEnum<'a>

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

Converts to this type from the input type.

impl From<MboMsg> for RecordEnum

fn from(rec: MboMsg) -> Self

Converts to this type from the input type.

impl HasRType for MboMsg

fn has_rtype(rtype: u8) -> bool

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

impl Hash for MboMsg

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 MboMsg

type Target = MboMsg

The Python output type

type Output = Bound<'py, <MboMsg 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 MboMsg

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

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 MboMsg

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for MboMsg

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 market-by-order (MBO) tick message. The record of the [`Mbo`](crate::Schema::Mbo) /// schema.

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<MboMsg>

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 MboMsg

Available on crate feature python only.

const TEXT_SIGNATURE: &'static str = "(publisher_id, instrument_id, ts_event, order_id, price, size, action, side, ts_recv, flags=None, channel_id=None, ts_in_delta=0, sequence=0)"

impl PyMethods<MboMsg> for PyClassImplCollector<MboMsg>

Available on crate feature python only.

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for MboMsg

const NAME: &'static str = "MBOMsg"

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 MboMsg

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 MboMsg

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 MboMsg

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl WritePyRepr for MboMsg

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 MboMsg

impl DerefToPyAny for MboMsg

impl Eq for MboMsg

impl ExtractPyClassWithClone for MboMsg

impl StructuralPartialEq for MboMsg