PolygonEvent

nt_market_data::polygon

Enum PolygonEvent

pub enum PolygonEvent {
    Status {
        status: String,
        message: String,
    },
    Trade {
        symbol: String,
        timestamp: i64,
        price: f64,
        size: u64,
        conditions: Vec<i32>,
        exchange: u8,
    },
    Quote {
        symbol: String,
        timestamp: i64,
        bid_price: f64,
        ask_price: f64,
        bid_size: u64,
        ask_size: u64,
        bid_exchange: u8,
        ask_exchange: u8,
    },
    AggregateBar {
        symbol: String,
        start_timestamp: i64,
        end_timestamp: i64,
        open: f64,
        high: f64,
        low: f64,
        close: f64,
        volume: u64,
        vwap: f64,
    },
    Level2 {
        symbol: String,
        timestamp: i64,
        bids: Vec<PriceLevel>,
        asks: Vec<PriceLevel>,
    },
}

Expand description

Market event types from Polygon WebSocket Uses custom deserialization because Polygon sends flat JSON with “ev” field

Variants§

Status

Status message

Fields

§status: String

§message: String

Trade

Trade tick (T.* channel)

Fields

§symbol: String

§timestamp: i64

§price: f64

§size: u64

§conditions: Vec<i32>

§exchange: u8

Quote

Quote tick (Q.* channel)

Fields

§symbol: String

§timestamp: i64

§bid_price: f64

§ask_price: f64

§bid_size: u64

§ask_size: u64

§bid_exchange: u8

§ask_exchange: u8

AggregateBar

Aggregate bar (AM.* channel)

Fields

§symbol: String

§start_timestamp: i64

§end_timestamp: i64

§open: f64

§high: f64

§low: f64

§close: f64

§volume: u64

§vwap: f64

Level2

Level 2 book data (L2.* channel)

Fields

§symbol: String

§timestamp: i64

§bids: Vec<PriceLevel>

§asks: Vec<PriceLevel>

Trait Implementations§

impl Clone for PolygonEvent

fn clone(&self) -> PolygonEvent

Returns a duplicate of the value. Read more

1.0.0 · Source§

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

Performs copy-assignment from source. Read more

impl Debug for PolygonEvent

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

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for PolygonEvent

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

impl Serialize for PolygonEvent

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

impl Freeze for PolygonEvent

impl RefUnwindSafe for PolygonEvent

impl Send for PolygonEvent

impl Sync for PolygonEvent

impl Unpin for PolygonEvent

impl UnwindSafe for PolygonEvent

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> Same for T

type Output = T

Should always be Self

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

fn vzip(self) -> V

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,