Struct GenericQuoteUpdate 

pub struct GenericQuoteUpdate<M = ()> {
    pub instrument: Instrument,
    pub currency: Currency,
    pub price: Option<PriceAmount>,
    pub previous_close: Option<PriceAmount>,
    pub volume: Option<QuantityAmount>,
    pub ts: DateTime<Utc>,
    pub provider: M,
}

Streaming quote update payload for an instrument.

Generic over a provider metadata payload M, which is flattened into the serialized representation. Use the QuoteUpdate alias for the standard shape (no extra metadata).

Collision warning: provider metadata is flattened into the same object as paft fields. Metadata field names must not collide with paft field names; prefer provider-specific prefixes when in doubt.

Fields

instrument: Instrument

Instrument identifier.

currency: Currency

Currency shared by every price amount in this update.

price: Option<PriceAmount>

Last traded price, if present.

previous_close: Option<PriceAmount>

Previous close price.

volume: Option<QuantityAmount>

Latest known cumulative traded volume for this instrument in the provider’s stated quantity unit.

For equity feeds this is usually current session/day volume. For crypto and some derivatives feeds this may be a provider-defined rolling or trading-day window. This field is a snapshot value, not a per-update delta.

ts: DateTime<Utc>

Event timestamp as Unix milliseconds.

provider: M

Provider-specific payload, flattened into the serialized form.

Implementations

impl<M> GenericQuoteUpdate<M>

where M: Default,

pub fn new( instrument: Instrument, currency: Currency, ts: DateTime<Utc>, ) -> GenericQuoteUpdate<M>

Build a quote update with the given instrument and timestamp; all other fields default to None and provider is initialised via M::default().

Trait Implementations

impl<M> Clone for GenericQuoteUpdate<M>

where M: Clone,

fn clone(&self) -> GenericQuoteUpdate<M>

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<M> Columnar for GenericQuoteUpdate<M>

where M: ToDataFrame + Columnar, PriceAmount: ToDataFrame + Columnar, QuantityAmount: ToDataFrame + Columnar, Currency: AsRef<str>, Instrument: Display,

fn columnar_to_dataframe( items: &[GenericQuoteUpdate<M>], ) -> Result<DataFrame, PolarsError>

Errors

fn columnar_from_refs( items: &[&GenericQuoteUpdate<M>], ) -> Result<DataFrame, PolarsError>

Errors

impl<M> Debug for GenericQuoteUpdate<M>

where M: Debug,

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

Formats the value using the given formatter.

impl<'de, M> Deserialize<'de> for GenericQuoteUpdate<M>

where M: Deserialize<'de>,

fn deserialize<__D>( __deserializer: __D, ) -> Result<GenericQuoteUpdate<M>, <__D as Deserializer<'de>>::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<M> Eq for GenericQuoteUpdate<M>

where M: Eq,

impl<M> PartialEq for GenericQuoteUpdate<M>

where M: PartialEq,

fn eq(&self, other: &GenericQuoteUpdate<M>) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl<M> Serialize for GenericQuoteUpdate<M>

where M: Serialize,

fn serialize<__S>( &self, __serializer: __S, ) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl<M> StructuralPartialEq for GenericQuoteUpdate<M>

where M: PartialEq,

impl<M> ToDataFrame for GenericQuoteUpdate<M>

where M: ToDataFrame + Columnar, PriceAmount: ToDataFrame + Columnar, QuantityAmount: ToDataFrame + Columnar, Currency: AsRef<str>, Instrument: Display,

fn to_dataframe(&self) -> Result<DataFrame, PolarsError>

Errors

fn empty_dataframe() -> Result<DataFrame, PolarsError>

Errors

fn schema() -> Result<Vec<(String, DataType)>, PolarsError>

Errors