Struct Event

#[repr(C, align(64))]
pub struct Event {
    pub ev: u64,
    pub exch_ts: i64,
    pub local_ts: i64,
    pub px: f64,
    pub qty: f64,
    pub order_id: u64,
    pub ival: i64,
    pub fval: f64,
}

Feed event data.

Fields

ev: u64

Event flag

exch_ts: i64

Exchange timestamp, which is the time at which the event occurs on the exchange.

local_ts: i64

Local timestamp, which is the time at which the event is received by the local.

px: f64

Price

qty: f64

Quantity

order_id: u64

Order ID is only for the L3 Market-By-Order feed.

ival: i64

Reserved for an additional i64 value

fval: f64

Reserved for an additional f64 value

Implementations

impl Event

pub fn is(&self, event: u64) -> bool

Checks if this Event corresponds to the given event.

Trait Implementations

impl<'__de, __Context> BorrowDecode<'__de, __Context> for Event

fn borrow_decode<__D: BorrowDecoder<'__de, Context = __Context>>( decoder: &mut __D, ) -> Result<Self, DecodeError>

Attempt to decode this type with the given BorrowDecode.

impl Clone for Event

fn clone(&self) -> Event

Returns a copy of the value.

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

Performs copy-assignment from source.

impl DataPreprocess<Event> for FeedLatencyAdjustment

Available on crate feature backtest only.

fn preprocess(&self, data: &mut Data<Event>) -> Result<(), IoError>

impl Debug for Event

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

Formats the value using the given formatter.

impl<__Context> Decode<__Context> for Event

fn decode<__D: Decoder<Context = __Context>>( decoder: &mut __D, ) -> Result<Self, DecodeError>

Attempt to decode this type with the given Decode.

impl Encode for Event

fn encode<__E: Encoder>(&self, encoder: &mut __E) -> Result<(), EncodeError>

Encode a given type.

impl NpyDTyped for Event

fn descr() -> Vec<Field>

Available on crate feature backtest only.

impl PartialEq for Event

fn eq(&self, other: &Event) -> 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 POD for Event

impl StructuralPartialEq for Event