Struct DatabentoImbalance

pub struct DatabentoImbalance {
    pub instrument_id: InstrumentId,
    pub ref_price: Price,
    pub cont_book_clr_price: Price,
    pub auct_interest_clr_price: Price,
    pub paired_qty: Quantity,
    pub total_imbalance_qty: Quantity,
    pub side: OrderSide,
    pub significant_imbalance: c_char,
    pub ts_event: UnixNanos,
    pub ts_recv: UnixNanos,
    pub ts_init: UnixNanos,
}

Represents an auction imbalance.

This data type includes the populated data fields provided by Databento, excluding publisher_id and instrument_id.

Fields

instrument_id: InstrumentId

ref_price: Price

cont_book_clr_price: Price

auct_interest_clr_price: Price

paired_qty: Quantity

total_imbalance_qty: Quantity

side: OrderSide

significant_imbalance: c_char

ts_event: UnixNanos

ts_recv: UnixNanos

ts_init: UnixNanos

Implementations

impl DatabentoImbalance

pub const fn new( instrument_id: InstrumentId, ref_price: Price, cont_book_clr_price: Price, auct_interest_clr_price: Price, paired_qty: Quantity, total_imbalance_qty: Quantity, side: OrderSide, significant_imbalance: c_char, ts_event: UnixNanos, ts_recv: UnixNanos, ts_init: UnixNanos, ) -> Result<Self>

Creates a new DatabentoImbalance instance.

Errors

This function never returns an error (TBD).

impl DatabentoImbalance

pub fn py_to_dict(&self, py: Python<'_>) -> PyResult<PyObject>

Errors

Returns a PyErr if generating the Python dictionary fails.

Trait Implementations

impl Clone for DatabentoImbalance

fn clone(&self) -> DatabentoImbalance

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DatabentoImbalance

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for DatabentoImbalance

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Hash for DatabentoImbalance

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl<'py> IntoPyObject<'py> for DatabentoImbalance

type Target = DatabentoImbalance

The Python output type

type Output = Bound<'py, <DatabentoImbalance 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 PartialEq for DatabentoImbalance

fn eq(&self, other: &DatabentoImbalance) -> 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 PyClass for DatabentoImbalance

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for DatabentoImbalance

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)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<DatabentoImbalance>

This handles following two situations:

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 doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

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

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a DatabentoImbalance

type Holder = Option<PyRef<'py, DatabentoImbalance>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a mut DatabentoImbalance

type Holder = Option<PyRefMut<'py, DatabentoImbalance>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyMethods<DatabentoImbalance> for PyClassImplCollector<DatabentoImbalance>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for DatabentoImbalance

const NAME: &'static str = "DatabentoImbalance"

Class name.

const MODULE: Option<&'static str>

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 DatabentoImbalance

impl Eq for DatabentoImbalance

impl StructuralPartialEq for DatabentoImbalance