Struct DatabentoStatistics 

pub struct DatabentoStatistics {

    pub instrument_id: InstrumentId,
    pub stat_type: DatabentoStatisticType,
    pub update_action: DatabentoStatisticUpdateAction,
    pub price: Option<Price>,
    pub quantity: Option<Quantity>,
    pub channel_id: u16,
    pub stat_flags: u8,
    pub sequence: u32,
    pub ts_ref: UnixNanos,
    pub ts_in_delta: i32,
    pub ts_event: UnixNanos,
    pub ts_recv: UnixNanos,
    pub ts_init: UnixNanos,
}

Represents a market statistics snapshot.

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

Fields

instrument_id: InstrumentId

stat_type: DatabentoStatisticType

update_action: DatabentoStatisticUpdateAction

price: Option<Price>

quantity: Option<Quantity>

channel_id: u16

stat_flags: u8

sequence: u32

ts_ref: UnixNanos

ts_in_delta: i32

ts_event: UnixNanos

ts_recv: UnixNanos

ts_init: UnixNanos

Implementations

impl DatabentoStatistics

pub fn get_metadata( instrument_id: &InstrumentId, price_precision: u8, size_precision: u8, ) -> HashMap<String, String>

Returns the metadata for the type, for use with serialization formats.

pub const fn new( instrument_id: InstrumentId, stat_type: DatabentoStatisticType, update_action: DatabentoStatisticUpdateAction, price: Option<Price>, quantity: Option<Quantity>, channel_id: u16, stat_flags: u8, sequence: u32, ts_ref: UnixNanos, ts_in_delta: i32, ts_event: UnixNanos, ts_recv: UnixNanos, ts_init: UnixNanos, ) -> Self

Creates a new DatabentoStatistics instance.

Trait Implementations

impl ArrowSchemaProvider for DatabentoStatistics

fn get_schema(metadata: Option<HashMap<String, String>>) -> Schema

Returns the Arrow schema for this type with optional metadata.

fn get_schema_map() -> HashMap<String, String>

Returns a map of field names to their Arrow data types.

impl Clone for DatabentoStatistics

fn clone(&self) -> DatabentoStatistics

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl CustomDataTrait for DatabentoStatistics

fn type_name(&self) -> &'static str

Returns the type name for the custom data.

fn as_any(&self) -> &dyn Any

Returns the data as a dyn Any for downcasting.

fn ts_event(&self) -> UnixNanos

Returns the event timestamp (when the data occurred).

fn to_json(&self) -> Result<String>

Serializes the custom data to a JSON string.

fn clone_arc(&self) -> Arc<dyn CustomDataTrait>

Returns a cloned Arc of the custom data.

fn eq_arc(&self, other: &dyn CustomDataTrait) -> bool

Returns whether the custom data is equal to another.

fn type_name_static() -> &'static str

Returns the type name used in serialized form (e.g. in the "type" field).

fn from_json(value: Value) -> Result<Arc<dyn CustomDataTrait>>

Deserializes from a JSON value into an Arc’d trait object.

fn to_json_py(&self) -> Result<String, Error>

Python-facing JSON serialization. Default implementation forwards to to_json. Override if a different behavior is needed for the Python API.

impl Debug for DatabentoStatistics

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

Formats the value using the given formatter.

impl DecodeDataFromRecordBatch for DatabentoStatistics

fn decode_data_batch( metadata: &HashMap<String, String>, record_batch: RecordBatch, ) -> Result<Vec<Data>, EncodingError>

Decodes a RecordBatch into raw Data values, using the provided metadata.

impl<'de> Deserialize<'de> for DatabentoStatistics

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl EncodeToRecordBatch for DatabentoStatistics

fn encode_batch( metadata: &HashMap<String, String>, data: &[Self], ) -> Result<RecordBatch, ArrowError>

Encodes a batch of values into an Arrow RecordBatch using the provided metadata.

fn metadata(&self) -> HashMap<String, String>

Returns the metadata for this data element.

fn chunk_metadata(chunk: &[Self]) -> HashMap<String, String>

Returns the metadata for the first element in a chunk.

impl Eq for DatabentoStatistics

impl HasTsInit for DatabentoStatistics

fn ts_init(&self) -> UnixNanos

Returns the UNIX timestamp (nanoseconds) when the instance was created.

impl Hash for DatabentoStatistics

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 PartialEq for DatabentoStatistics

fn eq(&self, other: &DatabentoStatistics) -> 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 Serialize for DatabentoStatistics

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for DatabentoStatistics