Struct PitSymbolMap 

pub struct PitSymbolMap(/* private fields */);

A point-in-time symbol map. Useful for working with live symbology or a historical request over a single day or other situations where the symbol mappings are known not to change.

Commonly built with Metadata::symbol_map_for_date(). For live data, call on_record() with each incoming record to keep the map updated as symbol mappings arrive.

Examples

Single-day historical usage:

use dbn::{
    decode::{DbnDecoder, DecodeRecord, DbnMetadata},
    pretty,
    symbol_map::SymbolIndex,
    Mbp1Msg,
};

let mut decoder = DbnDecoder::from_zstd_file("mbp1.dbn.zst")?;
let date = decoder.metadata().start().date();
let symbol_map = decoder.metadata().symbol_map_for_date(date)?;

while let Some(mbp) = decoder.decode_record::<Mbp1Msg>()? {
    if let Some(symbol) = symbol_map.get_for_rec(mbp) {
        println!(
            "{symbol}: bid={} ask={}",
            pretty::Px(mbp.levels[0].bid_px),
            pretty::Px(mbp.levels[0].ask_px)
        );
    } else {
        eprintln!("Missing symbol for {mbp:?}")
    }
}

Implementations

impl PitSymbolMap

pub fn new() -> Self

Creates a new empty PitSymbolMap.

pub fn is_empty(&self) -> bool

Returns true if there are no mappings.

pub fn len(&self) -> usize

Returns the number of symbol mappings in the map.

pub fn from_metadata(metadata: &Metadata, date: Date) -> Result<Self>

Creates a new PitSymbolMap populated with the mappings from metadata for date.

Errors

This function returns an error if neither stype_in or stype_out are SType::InstrumentId. It will also return an error if it can’t parse a symbol into u32 instrument ID or if date is outside the query range of the metadata.

pub fn on_record(&mut self, record: RecordRef<'_>) -> Result<()>

Handles updating the mappings (if required) for a generic record.

Errors

This function returns an error when record contains a symbol mapping with invalid UTF-8.

pub fn on_symbol_mapping<S: SymbolMappingRec>( &mut self, symbol_mapping: &S, ) -> Result<()>

Handles updating the mappings from a symbol mapping record.

Errors

This function returns an error if the symbol contains invalid UTF-8.

pub fn on_instrument_def<D: InstrumentDefRec>( &mut self, instrument_def: &D, ) -> Result<()>

Handles updating the mappings from an instrument definition record.

Errors

This function returns an error if the symbol contains invalid UTF-8.

pub fn get(&self, instrument_id: u32) -> Option<&String>

Returns a reference to the mapping for the given instrument ID.

pub fn inner(&self) -> &HashMap<u32, String>

Returns a reference to the inner map.

pub fn inner_mut(&mut self) -> &mut HashMap<u32, String>

Returns a mutable reference to the inner map.

Trait Implementations

impl Clone for PitSymbolMap

fn clone(&self) -> PitSymbolMap

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PitSymbolMap

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

Formats the value using the given formatter.

impl Default for PitSymbolMap

fn default() -> PitSymbolMap

Returns the “default value” for a type.

impl<R: HasRType> Index<&R> for PitSymbolMap

type Output = String

The returned type after indexing.

fn index(&self, index: &R) -> &Self::Output

Performs the indexing (container[index]) operation.

impl Index<u32> for PitSymbolMap

type Output = String

The returned type after indexing.

fn index(&self, instrument_id: u32) -> &Self::Output

Performs the indexing (container[index]) operation.

impl PartialEq for PitSymbolMap

fn eq(&self, other: &PitSymbolMap) -> 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 SymbolIndex for PitSymbolMap

fn get_for_rec<R: Record>(&self, record: &R) -> Option<&String>

Returns the associated symbol mapping for record. Returns None if no mapping exists.

impl Eq for PitSymbolMap

impl StructuralPartialEq for PitSymbolMap