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TradeSnapshotMsg

Struct TradeSnapshotMsg

pub struct TradeSnapshotMsg {Show 13 fields
    pub time: Timestamp,
    pub symbol: String,
    pub side: Side,
    pub size: Decimal,
    pub price: Decimal,
    pub tick_direction: TickDirection,
    pub trade_id: String,
    pub block_trade: bool,
    pub rpi_trade: Option<bool>,
    pub mark_price: Option<String>,
    pub index_price: Option<String>,
    pub mark_iv: Option<String>,
    pub iv: Option<String>,
}

Expand description

A public trade.

Fields§

§time: Timestamp

Trade time, milliseconds.

§symbol: String

Symbol name.

§side: Side

Taker side.

§size: Decimal

Trade size.

§price: Decimal

Trade price.

§tick_direction: TickDirection

Direction of the last price change.

§trade_id: String

Trade id.

§block_trade: bool

Whether it is a block trade.

§rpi_trade: Option<bool>

Whether it is an RPI (retail price improvement) trade.

§mark_price: Option<String>

Mark price (options).

§index_price: Option<String>

Index price (options).

§mark_iv: Option<String>

Mark implied volatility (options).

§iv: Option<String>

Implied volatility of the trade (options).

Trait Implementations§

impl Debug for TradeSnapshotMsg

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

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for TradeSnapshotMsg

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

Deserialize this value from the given Serde deserializer. Read more

impl PartialEq for TradeSnapshotMsg

fn eq(&self, other: &Self) -> bool

Equality operator ==. Read more

1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more

impl StructuralPartialEq for TradeSnapshotMsg

Auto Trait Implementations§

impl Freeze for TradeSnapshotMsg

impl RefUnwindSafe for TradeSnapshotMsg

impl Send for TradeSnapshotMsg

impl Sync for TradeSnapshotMsg

impl Unpin for TradeSnapshotMsg

impl UnsafeUnpin for TradeSnapshotMsg

impl UnwindSafe for TradeSnapshotMsg

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<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
where ST: ?Sized, DT: ?Sized,

impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
where ST: ?Sized, DT: ?Sized,

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

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

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

impl<T, U> Into<U> for T
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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> PolicyExt for T
where T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Sized + Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow only if self and other return Action::Follow. Read more

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Sized + Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow if either self or other returns Action::Follow. Read more

impl<T> Read<Exclusive, BecauseExclusive> for T
where T: ?Sized,

impl<T> Same for T

type Output = T

Should always be Self

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

type Error = !

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, !>

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