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TradeEvent

jflow_core::market

Struct TradeEvent

pub struct TradeEvent {
    pub exchange: Exchange,
    pub symbol: Symbol,
    pub timestamp: i64,
    pub received_at: i64,
    pub price: Decimal,
    pub quantity: Decimal,
    pub side: Side,
    pub trade_id: String,
    pub buyer_is_maker: Option<bool>,
}

Expand description

Normalized trade event

Fields§

§exchange: Exchange

Exchange that produced this trade

§symbol: Symbol

Trading pair symbol

§timestamp: i64

Trade execution timestamp (exchange time, Unix microseconds)

§received_at: i64

Reception timestamp (our system time, Unix microseconds)

§price: Decimal

Execution price

§quantity: Decimal

Trade quantity/size

§side: Side

Trade side from taker perspective

§trade_id: String

Exchange-specific trade ID

§buyer_is_maker: Option<bool>

Whether buyer was the market maker (if available)

Implementations§

impl TradeEvent

pub fn new( exchange: Exchange, symbol: Symbol, timestamp: i64, price: Decimal, quantity: Decimal, side: Side, trade_id: String, ) -> Self

Create a new trade event with current reception time

pub fn notional(&self) -> Decimal

Calculate the notional value of this trade

pub fn latency_micros(&self) -> i64

Get the latency between exchange timestamp and reception

Trait Implementations§

impl Clone for TradeEvent

fn clone(&self) -> TradeEvent

Returns a duplicate of the value. Read more

1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more

impl Debug for TradeEvent

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

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for TradeEvent

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

impl Serialize for TradeEvent

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

impl Freeze for TradeEvent

impl RefUnwindSafe for TradeEvent

impl Send for TradeEvent

impl Sync for TradeEvent

impl Unpin for TradeEvent

impl UnsafeUnpin for TradeEvent

impl UnwindSafe for TradeEvent

Blanket Implementations§

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

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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

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

Mutably borrows from an owned value. Read more

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

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

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> Instrument for T

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

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

fn in_current_span(self) -> Instrumented<Self>

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

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

fn into(self) -> U

Calls U::from(self).

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

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

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

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

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

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

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

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

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

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

type Error = Infallible

The type returned in the event of a conversion error.

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

Performs the conversion.

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

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

The type returned in the event of a conversion error.

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

Performs the conversion.

impl<T> WithSubscriber for T

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

fn with_current_subscriber(self) -> WithDispatch<Self>

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

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,