Struct PyOptionChainManager 

pub struct PyOptionChainManager { /* private fields */ }

Python-facing option chain manager that wraps OptionChainAggregator and AtmTracker.

The Cython DataEngine creates one instance per subscribed option series. It feeds incoming market data (quotes, greeks) through the handle_* methods and periodically calls snapshot() to publish OptionChainSlice objects to the message bus.

ATM price is always derived from the exchange-provided forward price embedded in each option greeks/ticker update.

Trait Implementations

impl Debug for PyOptionChainManager

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

Formats the value using the given formatter.

impl<'py> IntoPyObject<'py> for PyOptionChainManager

type Target = PyOptionChainManager

The Python output type

type Output = Bound<'py, <PyOptionChainManager as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PyClass for PyOptionChainManager

const NAME: &str = "OptionChainManager"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for PyOptionChainManager

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// Python-facing option chain manager that wraps [`OptionChainAggregator`] and /// [`AtmTracker`]. /// /// The Cython `DataEngine` creates one instance per subscribed option series. /// It feeds incoming market data (quotes, greeks) through the `handle_*` /// methods and periodically calls `snapshot()` to publish `OptionChainSlice` /// objects to the message bus. /// /// ATM price is always derived from the exchange-provided forward price /// embedded in each option greeks/ticker update.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<PyOptionChainManager as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<PyOptionChainManager>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForPyOptionChainManager

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for PyOptionChainManager

const TEXT_SIGNATURE: &'static str = "(series_id, strike_range, instruments, snapshot_interval_ms=None, initial_atm_price=None)"

impl PyStubType for PyOptionChainManager

fn type_output() -> TypeInfo

The type to be used in the output signature, i.e. return type of the Python function or methods.

fn type_input() -> TypeInfo

The type to be used in the input signature, i.e. the arguments of the Python function or methods.

impl PyTypeInfo for PyOptionChainManager

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl DerefToPyAny for PyOptionChainManager

impl ExtractPyClassWithClone for PyOptionChainManager