deribit_fix::message::market_data

Struct MdEntry

pub struct MdEntry {Show 15 fields
    pub md_entry_type: MdEntryType,
    pub md_entry_px: Option<f64>,
    pub md_entry_size: Option<f64>,
    pub md_entry_date: Option<DateTime<Utc>>,
    pub md_update_action: Option<MdUpdateAction>,
    pub trade_id: Option<String>,
    pub side: Option<char>,
    pub order_id: Option<String>,
    pub secondary_order_id: Option<String>,
    pub price: Option<f64>,
    pub text: Option<String>,
    pub ord_status: Option<char>,
    pub deribit_label: Option<String>,
    pub deribit_liquidation: Option<String>,
    pub trd_match_id: Option<String>,
}

Expand description

Market Data Entry for snapshot and incremental messages

Fields§

§md_entry_type: MdEntryType

Entry type

§md_entry_px: Option<f64>

Price of entry (optional)

§md_entry_size: Option<f64>

Size of entry (optional)

§md_entry_date: Option<DateTime<Utc>>

Timestamp for entry (optional)

§md_update_action: Option<MdUpdateAction>

Update action (for incremental refresh)

§trade_id: Option<String>

Trade ID (for trades)

§side: Option<char>

Side (for trades)

§order_id: Option<String>

Order ID (for trades)

§secondary_order_id: Option<String>

Secondary order ID (for trades)

§price: Option<f64>

Index price at trade moment (snapshot-only)

§text: Option<String>

Trade sequence number (snapshot-only)

§ord_status: Option<char>

Order status (snapshot-only)

§deribit_label: Option<String>

User-defined order label (snapshot-only)

§deribit_liquidation: Option<String>

Liquidation indicator (snapshot-only)

§trd_match_id: Option<String>

Block trade ID (snapshot-only)

Implementations§

impl MdEntry

pub fn bid(price: f64, size: f64) -> Self

Create a new bid entry

pub fn offer(price: f64, size: f64) -> Self

Create a new offer entry

pub fn trade( price: f64, size: f64, side: char, trade_id: String, timestamp: DateTime<Utc>, ) -> Self

Create a new trade entry

pub fn with_update_action(self, action: MdUpdateAction) -> Self

Set update action for incremental refresh

Trait Implementations§

impl Clone for MdEntry

fn clone(&self) -> MdEntry

Returns a duplicate of the value. Read more

1.0.0 · Source§

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

Performs copy-assignment from source. Read more

impl Debug for MdEntry

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

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for MdEntry

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

impl Serialize for MdEntry

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

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

impl Freeze for MdEntry

impl RefUnwindSafe for MdEntry

impl Send for MdEntry

impl Sync for MdEntry

impl Unpin for MdEntry

impl UnwindSafe for MdEntry

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> PolicyExt for T
where T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow only if self and other return Action::Follow. Read more

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow if either self or other returns Action::Follow. Read more

impl<T> Same for T

type Output = T

Should always be Self

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

fn vzip(self) -> V

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

impl<T> ErasedDestructor for T
where T: 'static,