hyperliquid_backtest::unified_data

Struct MarketData

Source 
pub struct MarketData {
Show 15 fields
    pub symbol: String,
    pub price: f64,
    pub bid: f64,
    pub ask: f64,
    pub volume: f64,
    pub timestamp: DateTime<FixedOffset>,
    pub funding_rate: Option<f64>,
    pub next_funding_time: Option<DateTime<FixedOffset>>,
    pub open_interest: Option<f64>,
    pub depth: Option<OrderBookSnapshot>,
    pub recent_trades: Option<Vec<Trade>>,
    pub price_change_24h_pct: Option<f64>,
    pub high_24h: Option<f64>,
    pub low_24h: Option<f64>,
    pub metadata: HashMap<String, String>,

}
Expand description

Market data structure for real-time data

Fields§

§symbol: String

Symbol/ticker of the asset

§price: f64

Last price

§bid: f64

Best bid price

§ask: f64

Best ask price

§volume: f64

Trading volume

§timestamp: DateTime<FixedOffset>

Timestamp

§funding_rate: Option<f64>

Current funding rate (if available)

§next_funding_time: Option<DateTime<FixedOffset>>

Next funding time (if available)

§open_interest: Option<f64>

Open interest (if available)

§depth: Option<OrderBookSnapshot>

Market depth (order book)

§recent_trades: Option<Vec<Trade>>

Recent trades

§price_change_24h_pct: Option<f64>

24-hour price change percentage

§high_24h: Option<f64>

24-hour high price

§low_24h: Option<f64>

24-hour low price

§metadata: HashMap<String, String>

Additional market data

Implementations§

Source§

impl MarketData

Source

pub fn new( symbol: &str, price: f64, bid: f64, ask: f64, volume: f64, timestamp: DateTime<FixedOffset>, ) -> Self

Create a new market data instance with basic price information

Source

pub fn mid_price(&self) -> f64

Get the mid price (average of bid and ask)

Source

pub fn spread(&self) -> f64

Get the spread (ask - bid)

Source

pub fn spread_percentage(&self) -> f64

Get the spread as a percentage of the mid price

Source

pub fn with_funding_rate( self, funding_rate: f64, next_funding_time: DateTime<FixedOffset>, ) -> Self

Add funding rate information

Source

pub fn with_open_interest(self, open_interest: f64) -> Self

Add open interest information

Source

pub fn with_24h_stats(self, price_change_pct: f64, high: f64, low: f64) -> Self

Add 24-hour statistics

Source

pub fn with_metadata(self, key: &str, value: &str) -> Self

Add a metadata field

Trait Implementations§

Source§

impl Clone for MarketData

Source§

fn clone(&self) -> MarketData

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
Source§

impl Debug for MarketData

Source§

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

Blanket Implementations§

Source§

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

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

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

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

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

Source§

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

Mutably borrows from an owned value. Read more
Source§

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

Source§

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
Source§

impl<T> Conv for T

Source§

fn conv<T>(self) -> T
where Self: Into<T>,

Converts self into T using Into<T>. Read more
Source§

impl<T> FmtForward for T

Source§

fn fmt_binary(self) -> FmtBinary<Self>
where Self: Binary,

Causes self to use its Binary implementation when Debug-formatted.
Source§

fn fmt_display(self) -> FmtDisplay<Self>
where Self: Display,

Causes self to use its Display implementation when Debug-formatted.
Source§

fn fmt_lower_exp(self) -> FmtLowerExp<Self>
where Self: LowerExp,

Causes self to use its LowerExp implementation when Debug-formatted.
Source§

fn fmt_lower_hex(self) -> FmtLowerHex<Self>
where Self: LowerHex,

Causes self to use its LowerHex implementation when Debug-formatted.
Source§

fn fmt_octal(self) -> FmtOctal<Self>
where Self: Octal,

Causes self to use its Octal implementation when Debug-formatted.
Source§

fn fmt_pointer(self) -> FmtPointer<Self>
where Self: Pointer,

Causes self to use its Pointer implementation when Debug-formatted.
Source§

fn fmt_upper_exp(self) -> FmtUpperExp<Self>
where Self: UpperExp,

Causes self to use its UpperExp implementation when Debug-formatted.
Source§

fn fmt_upper_hex(self) -> FmtUpperHex<Self>
where Self: UpperHex,

Causes self to use its UpperHex implementation when Debug-formatted.
Source§

fn fmt_list(self) -> FmtList<Self>
where &'a Self: for<'a> IntoIterator,

Formats each item in a sequence. Read more
Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

Source§

impl<T> Instrument for T

Source§

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

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

fn in_current_span(self) -> Instrumented<Self>

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

impl<T> Instrument for T

Source§

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

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

fn in_current_span(self) -> Instrumented<Self>

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

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

Source§

fn into(self) -> U

Calls U::from(self).

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

Source§

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

Source§

fn pipe<R>(self, func: impl FnOnce(Self) -> R) -> R
where Self: Sized,

Pipes by value. This is generally the method you want to use. Read more
Source§

fn pipe_ref<'a, R>(&'a self, func: impl FnOnce(&'a Self) -> R) -> R
where R: 'a,

Borrows self and passes that borrow into the pipe function. Read more
Source§

fn pipe_ref_mut<'a, R>(&'a mut self, func: impl FnOnce(&'a mut Self) -> R) -> R
where R: 'a,

Mutably borrows self and passes that borrow into the pipe function. Read more
Source§

fn pipe_borrow<'a, B, R>(&'a self, func: impl FnOnce(&'a B) -> R) -> R
where Self: Borrow<B>, B: 'a + ?Sized, R: 'a,

Borrows self, then passes self.borrow() into the pipe function. Read more
Source§

fn pipe_borrow_mut<'a, B, R>( &'a mut self, func: impl FnOnce(&'a mut B) -> R, ) -> R
where Self: BorrowMut<B>, B: 'a + ?Sized, R: 'a,

Mutably borrows self, then passes self.borrow_mut() into the pipe function. Read more
Source§

fn pipe_as_ref<'a, U, R>(&'a self, func: impl FnOnce(&'a U) -> R) -> R
where Self: AsRef<U>, U: 'a + ?Sized, R: 'a,

Borrows self, then passes self.as_ref() into the pipe function.
Source§

fn pipe_as_mut<'a, U, R>(&'a mut self, func: impl FnOnce(&'a mut U) -> R) -> R
where Self: AsMut<U>, U: 'a + ?Sized, R: 'a,

Mutably borrows self, then passes self.as_mut() into the pipe function.
Source§

fn pipe_deref<'a, T, R>(&'a self, func: impl FnOnce(&'a T) -> R) -> R
where Self: Deref<Target = T>, T: 'a + ?Sized, R: 'a,

Borrows self, then passes self.deref() into the pipe function.
Source§

fn pipe_deref_mut<'a, T, R>( &'a mut self, func: impl FnOnce(&'a mut T) -> R, ) -> R
where Self: DerefMut<Target = T> + Deref, T: 'a + ?Sized, R: 'a,

Mutably borrows self, then passes self.deref_mut() into the pipe function.
Source§

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

Source§

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
Source§

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
Source§

impl<T> Same for T

Source§

type Output = T

Should always be Self
Source§

impl<T> Tap for T

Source§

fn tap(self, func: impl FnOnce(&Self)) -> Self

Immutable access to a value. Read more
Source§

fn tap_mut(self, func: impl FnOnce(&mut Self)) -> Self

Mutable access to a value. Read more
Source§

fn tap_borrow<B>(self, func: impl FnOnce(&B)) -> Self
where Self: Borrow<B>, B: ?Sized,

Immutable access to the Borrow<B> of a value. Read more
Source§

fn tap_borrow_mut<B>(self, func: impl FnOnce(&mut B)) -> Self
where Self: BorrowMut<B>, B: ?Sized,

Mutable access to the BorrowMut<B> of a value. Read more
Source§

fn tap_ref<R>(self, func: impl FnOnce(&R)) -> Self
where Self: AsRef<R>, R: ?Sized,

Immutable access to the AsRef<R> view of a value. Read more
Source§

fn tap_ref_mut<R>(self, func: impl FnOnce(&mut R)) -> Self
where Self: AsMut<R>, R: ?Sized,

Mutable access to the AsMut<R> view of a value. Read more
Source§

fn tap_deref<T>(self, func: impl FnOnce(&T)) -> Self
where Self: Deref<Target = T>, T: ?Sized,

Immutable access to the Deref::Target of a value. Read more
Source§

fn tap_deref_mut<T>(self, func: impl FnOnce(&mut T)) -> Self
where Self: DerefMut<Target = T> + Deref, T: ?Sized,

Mutable access to the Deref::Target of a value. Read more
Source§

fn tap_dbg(self, func: impl FnOnce(&Self)) -> Self

Calls .tap() only in debug builds, and is erased in release builds.
Source§

fn tap_mut_dbg(self, func: impl FnOnce(&mut Self)) -> Self

Calls .tap_mut() only in debug builds, and is erased in release builds.
Source§

fn tap_borrow_dbg<B>(self, func: impl FnOnce(&B)) -> Self
where Self: Borrow<B>, B: ?Sized,

Calls .tap_borrow() only in debug builds, and is erased in release builds.
Source§

fn tap_borrow_mut_dbg<B>(self, func: impl FnOnce(&mut B)) -> Self
where Self: BorrowMut<B>, B: ?Sized,

Calls .tap_borrow_mut() only in debug builds, and is erased in release builds.
Source§

fn tap_ref_dbg<R>(self, func: impl FnOnce(&R)) -> Self
where Self: AsRef<R>, R: ?Sized,

Calls .tap_ref() only in debug builds, and is erased in release builds.
Source§

fn tap_ref_mut_dbg<R>(self, func: impl FnOnce(&mut R)) -> Self
where Self: AsMut<R>, R: ?Sized,

Calls .tap_ref_mut() only in debug builds, and is erased in release builds.
Source§

fn tap_deref_dbg<T>(self, func: impl FnOnce(&T)) -> Self
where Self: Deref<Target = T>, T: ?Sized,

Calls .tap_deref() only in debug builds, and is erased in release builds.
Source§

fn tap_deref_mut_dbg<T>(self, func: impl FnOnce(&mut T)) -> Self
where Self: DerefMut<Target = T> + Deref, T: ?Sized,

Calls .tap_deref_mut() only in debug builds, and is erased in release builds.
Source§

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

Source§

type Owned = T

The resulting type after obtaining ownership.
Source§

fn to_owned(&self) -> T

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

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

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

impl<T> TryConv for T

Source§

fn try_conv<T>(self) -> Result<T, Self::Error>
where Self: TryInto<T>,

Attempts to convert self into T using TryInto<T>. Read more
Source§

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

Source§

type Error = Infallible

The type returned in the event of a conversion error.
Source§

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

Performs the conversion.
Source§

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

Source§

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

The type returned in the event of a conversion error.
Source§

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

Performs the conversion.
Source§

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

Source§

fn vzip(self) -> V

Source§

impl<T> WithSubscriber for T

Source§

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
Source§

fn with_current_subscriber(self) -> WithDispatch<Self>

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

impl<T> WithSubscriber for T

Source§

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
Source§

fn with_current_subscriber(self) -> WithDispatch<Self>

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

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

Source§

impl<T> JsonSchemaMaybe for T