Struct OptionChainSlice 

pub struct OptionChainSlice {
    pub series_id: OptionSeriesId,
    pub atm_strike: Option<Price>,
    pub calls: BTreeMap<Price, OptionStrikeData>,
    pub puts: BTreeMap<Price, OptionStrikeData>,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
}

A point-in-time snapshot of an option chain for a single series.

Fields

series_id: OptionSeriesId

The option series identifier.

atm_strike: Option<Price>

The current ATM strike price (if determined).

calls: BTreeMap<Price, OptionStrikeData>

Call option data keyed by strike price (sorted).

puts: BTreeMap<Price, OptionStrikeData>

Put option data keyed by strike price (sorted).

ts_event: UnixNanos

UNIX timestamp (nanoseconds) when the snapshot event occurred.

ts_init: UnixNanos

UNIX timestamp (nanoseconds) when the instance was initialized.

Implementations

impl OptionChainSlice

pub fn new(series_id: OptionSeriesId) -> Self

Creates a new empty OptionChainSlice for the given series.

pub fn call_count(&self) -> usize

Returns the number of call entries.

pub fn put_count(&self) -> usize

Returns the number of put entries.

pub fn get_call(&self, strike: &Price) -> Option<&OptionStrikeData>

Returns the call data for a given strike price.

pub fn get_put(&self, strike: &Price) -> Option<&OptionStrikeData>

Returns the put data for a given strike price.

pub fn get_call_quote(&self, strike: &Price) -> Option<&QuoteTick>

Returns the call quote for a given strike price.

pub fn get_call_greeks(&self, strike: &Price) -> Option<&OptionGreeks>

Returns the call Greeks for a given strike price.

pub fn get_put_quote(&self, strike: &Price) -> Option<&QuoteTick>

Returns the put quote for a given strike price.

pub fn get_put_greeks(&self, strike: &Price) -> Option<&OptionGreeks>

Returns the put Greeks for a given strike price.

pub fn strikes(&self) -> Vec<Price>

Returns all strike prices present in the chain (union of calls and puts).

pub fn strike_count(&self) -> usize

Returns the total number of unique strikes.

pub fn is_empty(&self) -> bool

Returns true if the chain has no data.

Trait Implementations

impl Clone for OptionChainSlice

fn clone(&self) -> OptionChainSlice

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OptionChainSlice

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

Formats the value using the given formatter.

impl Display for OptionChainSlice

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

Formats the value using the given formatter.

impl HasTsInit for OptionChainSlice

fn ts_init(&self) -> UnixNanos

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