Struct NormalizedTick 

pub struct NormalizedTick {
    pub exchange: Exchange,
    pub symbol: String,
    pub price: Decimal,
    pub quantity: Decimal,
    pub side: Option<TradeSide>,
    pub trade_id: Option<String>,
    pub exchange_ts_ms: Option<u64>,
    pub received_at_ms: u64,
}

Canonical normalized tick — exchange-agnostic.

Fields

exchange: Exchange

Source exchange.

symbol: String

Instrument symbol in the canonical form used by this crate.

price: Decimal

Trade price (exact decimal, never f64).

quantity: Decimal

Trade quantity (exact decimal).

side: Option<TradeSide>

Direction of the aggressing order, if available from the exchange.

trade_id: Option<String>

Exchange-assigned trade identifier, if available.

exchange_ts_ms: Option<u64>

Exchange-side timestamp (ms since Unix epoch), if included in the feed.

received_at_ms: u64

Local system-clock timestamp when this tick was received.

Trait Implementations

impl Clone for NormalizedTick

fn clone(&self) -> NormalizedTick

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for NormalizedTick

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for NormalizedTick

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for NormalizedTick

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

where __S: Serializer,

Serialize this value into the given Serde serializer.