Struct OrderBookDelta 

#[repr(C)]
pub struct OrderBookDelta {
    pub instrument_id: InstrumentId,
    pub action: BookAction,
    pub order: BookOrder,
    pub flags: u8,
    pub sequence: u64,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
}

Represents a single change/delta in an order book.

Fields

instrument_id: InstrumentId

The instrument ID for the book.

action: BookAction

The order book delta action.

order: BookOrder

The order to apply.

flags: u8

The record flags bit field indicating event end and data information.

sequence: u64

The message sequence number assigned at the venue.

ts_event: UnixNanos

UNIX timestamp (nanoseconds) when the book event occurred.

ts_init: UnixNanos

UNIX timestamp (nanoseconds) when the instance was created.

Implementations

impl OrderBookDelta

pub fn new_checked( instrument_id: InstrumentId, action: BookAction, order: BookOrder, flags: u8, sequence: u64, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Result<Self>

Creates a new OrderBookDelta instance with correctness checking.

Errors

Returns an error if action is BookAction::Add or BookAction::Update and size is not positive (> 0).

Notes

PyO3 requires a Result type for proper error handling and stacktrace printing in Python.

pub fn new( instrument_id: InstrumentId, action: BookAction, order: BookOrder, flags: u8, sequence: u64, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Self

Creates a new OrderBookDelta instance.

Panics

Panics if action is BookAction::Add or BookAction::Update and size is not positive (> 0).

pub fn clear( instrument_id: InstrumentId, sequence: u64, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Self

Creates a new OrderBookDelta instance with a Clear action and NULL order.

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 fn get_fields() -> IndexMap<String, String>

Returns the field map for the type, for use with Arrow schemas.

Trait Implementations

impl CatalogPathPrefix for OrderBookDelta

fn path_prefix() -> &'static str

Returns the path prefix (directory name) for this data type.

impl Clone for OrderBookDelta

fn clone(&self) -> OrderBookDelta

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for OrderBookDelta

impl Debug for OrderBookDelta

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OrderBookDelta

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for OrderBookDelta

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

Formats the value using the given formatter.

impl Eq for OrderBookDelta

impl From<OrderBookDelta> for Data

fn from(value: OrderBookDelta) -> Self

Converts to this type from the input type.

impl HasTsInit for OrderBookDelta

fn ts_init(&self) -> UnixNanos

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

impl Hash for OrderBookDelta

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 OrderBookDelta

fn eq(&self, other: &OrderBookDelta) -> 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 Serializable for OrderBookDelta

fn from_json_bytes(data: &[u8]) -> Result<Self, Error>

Deserialize an object from JSON encoded bytes.

fn to_json_bytes(&self) -> Result<Bytes, Error>

Serialize an object to JSON encoded bytes.

impl Serialize for OrderBookDelta

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 OrderBookDelta

impl TryFrom<Data> for OrderBookDelta

type Error = ()

The type returned in the event of a conversion error.

fn try_from(value: Data) -> Result<Self, Self::Error>

Performs the conversion.