openpit/marketdata/
quote.rs

1// Copyright The Pit Project Owners. All rights reserved.
2// SPDX-License-Identifier: Apache-2.0
3//
4// Licensed under the Apache License, Version 2.0 (the "License");
5// you may not use this file except in compliance with the License.
6// You may obtain a copy of the License at
7//
8//     http://www.apache.org/licenses/LICENSE-2.0
9//
10// Unless required by applicable law or agreed to in writing, software
11// distributed under the License is distributed on an "AS IS" BASIS,
12// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
13// See the License for the specific language governing permissions and
14// limitations under the License.
15//
16// Please see https://openpit.dev and the OWNERS file for details.
17
18use std::time::Duration;
19
20use crate::param::Price;
21
22/// Current market snapshot for an instrument.
23///
24/// Every field is optional: producers publish only the fields that exist in
25/// one observation. A publication always replaces the stored snapshot, so an
26/// absent field clears the previous value rather than retaining it. A publisher
27/// that needs to combine observations must merge them itself, because it owns
28/// both the observation relationship and the combined source age.
29///
30/// The service records the current monotonic publish instant and the source age
31/// supplied by the publisher. Reads advance that source age by the elapsed time
32/// since publication when evaluating freshness.
33///
34/// `#[non_exhaustive]` keeps the door open for further optional fields in
35/// future releases.
36#[derive(Clone, Copy, Debug, Default, PartialEq, Eq)]
37#[non_exhaustive]
38pub struct Quote {
39    /// Mark price.
40    pub mark: Option<Price>,
41    /// Best-bid price.
42    pub bid: Option<Price>,
43    /// Best-ask price.
44    pub ask: Option<Price>,
45}
46
47impl Quote {
48    /// Creates an empty quote with all fields unset.
49    pub fn new() -> Self {
50        Self::default()
51    }
52
53    /// Sets the mark price.
54    pub fn with_mark(mut self, mark: Price) -> Self {
55        self.mark = Some(mark);
56        self
57    }
58
59    /// Sets the best-bid price.
60    pub fn with_bid(mut self, bid: Price) -> Self {
61        self.bid = Some(bid);
62        self
63    }
64
65    /// Sets the best-ask price.
66    pub fn with_ask(mut self, ask: Price) -> Self {
67        self.ask = Some(ask);
68        self
69    }
70}
71
72/// Maximum age allowed for a stored quote before it is treated as
73/// unavailable.
74///
75/// `QuoteTtl` is the public, two-state lifetime callers supply at the setter
76/// and registration boundaries. It maps onto the internal cascade as follows:
77///
78/// - As the service-wide default on
79///   [`MarketDataBuilder`](super::builder::MarketDataBuilder) it is the lowest
80///   cascade tier, applied only when no more specific axis is set.
81/// - At registration via
82///   [`register_with_ttl`](super::service::MarketDataService::register_with_ttl)
83///   /
84///   [`register_with_id_and_ttl`](super::service::MarketDataService::register_with_id_and_ttl)
85///   it becomes the instrument-level setting.
86/// - The per-account, per-group, and instrument-qualified setters
87///   (`set_*_ttl`) pin the matching axis cell.
88///
89/// The effective lifetime for a read is resolved by the cascade for the
90/// requested `(account, group)`; see
91/// [`MarketDataService`](super::service::MarketDataService) for the tier
92/// order. A publication supplies the quote's age at the source. The quote is
93/// observable through [`get`](super::service::MarketDataService::get) only
94/// while that source age plus the elapsed time since publication remains below
95/// the effective lifetime. Expired entries remain stored and are returned in
96/// the expired-quote error.
97#[derive(Clone, Copy, Debug, PartialEq, Eq)]
98pub enum QuoteTtl {
99    /// Quotes never expire on their own; only
100    /// [`clear`](super::service::MarketDataService::clear) or a new push can
101    /// change visibility.
102    Infinite,
103    /// Quotes expire when their source age plus time elapsed since publication
104    /// reaches `duration`.
105    Within(Duration),
106}
107
108impl QuoteTtl {
109    /// Returns the per-quote lifetime, if finite.
110    pub fn as_duration(self) -> Option<Duration> {
111        match self {
112            Self::Infinite => None,
113            Self::Within(d) => Some(d),
114        }
115    }
116}
openpit/marketdata/quote.rs

openpit/marketdata/
quote.rs
