Struct Quote 

#[non_exhaustive]
pub struct Quote {
    pub mark: Option<Price>,
    pub bid: Option<Price>,
    pub ask: Option<Price>,
}

Current market snapshot for an instrument.

Every field is optional: producers publish only the fields they actually have. How a Quote interacts with the slot’s previously stored value is chosen by the publisher when calling the service:

• MarketDataService::push replaces the entire snapshot - any field left as None in the new quote is cleared from the slot.
• MarketDataService::push_patch merges the new quote into the existing snapshot - None fields preserve the prior value, Some fields overwrite it.

In either case the slot’s publish instant is bumped to the current time.

#[non_exhaustive] keeps the door open for further optional fields in future releases.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

mark: Option<Price>

Mark price.

bid: Option<Price>

Best-bid price.

ask: Option<Price>

Best-ask price.

Implementations

impl Quote

pub fn new() -> Self

Creates an empty quote with all fields unset.

pub fn with_mark(self, mark: Price) -> Self

Sets the mark price.

pub fn with_bid(self, bid: Price) -> Self

Sets the best-bid price.

pub fn with_ask(self, ask: Price) -> Self

Sets the best-ask price.

Trait Implementations

impl Clone for Quote

fn clone(&self) -> Quote

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for Quote

impl Debug for Quote

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

Formats the value using the given formatter.

impl Default for Quote

fn default() -> Quote

Returns the “default value” for a type.

impl Eq for Quote

impl PartialEq for Quote

fn eq(&self, other: &Quote) -> 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 StructuralPartialEq for Quote