Struct Tick 

pub struct Tick {
    pub symbol: Symbol,
    pub price: Price,
    pub quantity: Quantity,
    pub side: Side,
    pub timestamp: NanoTimestamp,
}

A single market trade event.

Fields

symbol: Symbol

The traded instrument.

price: Price

The trade price (positive).

quantity: Quantity

The trade quantity (non-negative).

side: Side

Whether this was a bid-side or ask-side aggressor.

timestamp: NanoTimestamp

Exchange timestamp in nanoseconds.

Implementations

impl Tick

pub fn new( symbol: Symbol, price: Price, quantity: Quantity, side: Side, timestamp: NanoTimestamp, ) -> Self

Constructs a new Tick.

Arguments

• symbol - validated ticker symbol
• price - validated positive price
• quantity - validated non-negative quantity
• side - bid or ask
• timestamp - nanosecond UTC timestamp

pub fn notional(&self) -> Decimal

Returns the notional value of this tick: price * quantity.

Returns

A Decimal representing the total traded value.

Trait Implementations

impl Clone for Tick

fn clone(&self) -> Tick

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Tick

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Tick

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for Tick

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

where __S: Serializer,

Serialize this value into the given Serde serializer.