Struct MarketDataRequest

pub struct MarketDataRequest {
    pub md_req_id: String,
    pub subscription_request_type: MdSubscriptionRequestType,
    pub market_depth: Option<i32>,
    pub md_update_type: Option<MdUpdateType>,
    pub skip_block_trades: Option<bool>,
    pub show_block_trade_id: Option<bool>,
    pub trade_amount: Option<i32>,
    pub since_timestamp: Option<i64>,
    pub entry_types: Vec<MdEntryType>,
    pub symbols: Vec<String>,
}

Market Data Request message structure

Fields

md_req_id: String

Unique ID assigned to this request

subscription_request_type: MdSubscriptionRequestType

Subscription Request Type

market_depth: Option<i32>

Market depth (optional)

md_update_type: Option<MdUpdateType>

MD Update Type (when SubscriptionRequestType=1)

skip_block_trades: Option<bool>

Skip block trades flag

show_block_trade_id: Option<bool>

Show block trade ID flag

trade_amount: Option<i32>

Amount of trades returned in snapshot (default 20, max 1000)

since_timestamp: Option<i64>

UTC timestamp in milliseconds for trades since timestamp

entry_types: Vec<MdEntryType>

Entry types requested

symbols: Vec<String>

Symbols requested

Implementations

impl MarketDataRequest

pub fn snapshot( md_req_id: String, symbols: Vec<String>, entry_types: Vec<MdEntryType>, ) -> Self

Create a new snapshot request

pub fn subscription( md_req_id: String, symbols: Vec<String>, entry_types: Vec<MdEntryType>, md_update_type: MdUpdateType, ) -> Self

Create a new subscription request

pub fn unsubscribe(md_req_id: String) -> Self

Create an unsubscribe request

pub fn to_fix_message( &self, sender_comp_id: String, target_comp_id: String, msg_seq_num: u32, ) -> DeribitFixResult<String>

Convert to FIX message

Trait Implementations

impl Clone for MarketDataRequest

fn clone(&self) -> MarketDataRequest

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for MarketDataRequest

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for MarketDataRequest

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for MarketDataRequest

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

where __S: Serializer,

Serialize this value into the given Serde serializer.