pub struct HeatmapLiveBucket {
pub symbol_id: u32,
pub interval: EnumValue<HeatmapInterval>,
pub ts_sec: u64,
pub is_final: bool,
pub bids: MessageField<HeatmapDeltaLevels>,
pub asks: MessageField<HeatmapDeltaLevels>,
pub updates_in_bucket: u32,
pub book_seq_start: u64,
pub book_seq_end: u64,
pub quantity_mode: EnumValue<HeatmapQuantityMode>,
pub effective_bin_ticks: u64,
/* private fields */
}Expand description
HeatmapLiveBucket is the canonical live payload for real-time heatmap updates. It represents the latest state of one bucket (open or finalized).
Fields§
§symbol_id: u32Numeric spot market identifier.
Field 1: symbol_id
interval: EnumValue<HeatmapInterval>Bucket interval for this payload.
Field 2: interval
ts_sec: u64Bucket start timestamp (seconds since epoch, UTC), aligned to interval.
Field 3: ts_sec
is_final: boolTrue when this bucket is finalized; false for provisional updates to an open bucket.
Field 4: is_final
bids: MessageField<HeatmapDeltaLevels>Sparse bid-side level changes represented by this bucket.
Field 5: bids
asks: MessageField<HeatmapDeltaLevels>Sparse ask-side level changes represented by this bucket.
Field 6: asks
updates_in_bucket: u32Number of upstream L2 updates aggregated into this interval bucket.
Field 7: updates_in_bucket
book_seq_start: u64Earliest monotonic order book sequence represented by this bucket.
Field 8: book_seq_start
book_seq_end: u64Latest monotonic order book sequence represented by this bucket.
Field 9: book_seq_end
quantity_mode: EnumValue<HeatmapQuantityMode>Quantity semantics for qty_scaled in bids and asks.
Field 10: quantity_mode
effective_bin_ticks: u64Effective bin stride for this symbol as a price delta in 1e-6 quote-unit ticks.
Field 11: effective_bin_ticks
Implementations§
Trait Implementations§
Source§impl Clone for HeatmapLiveBucket
impl Clone for HeatmapLiveBucket
Source§fn clone(&self) -> HeatmapLiveBucket
fn clone(&self) -> HeatmapLiveBucket
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read moreSource§impl Debug for HeatmapLiveBucket
impl Debug for HeatmapLiveBucket
Source§impl Default for HeatmapLiveBucket
impl Default for HeatmapLiveBucket
Source§fn default() -> HeatmapLiveBucket
fn default() -> HeatmapLiveBucket
Source§impl DefaultInstance for HeatmapLiveBucket
impl DefaultInstance for HeatmapLiveBucket
Source§fn default_instance() -> &'static Self
fn default_instance() -> &'static Self
Source§impl<'de> Deserialize<'de> for HeatmapLiveBucketwhere
HeatmapLiveBucket: Default,
impl<'de> Deserialize<'de> for HeatmapLiveBucketwhere
HeatmapLiveBucket: Default,
Source§fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
Source§impl ExtensionSet for HeatmapLiveBucket
impl ExtensionSet for HeatmapLiveBucket
Source§const PROTO_FQN: &'static str = "marketdata.v1.HeatmapLiveBucket"
const PROTO_FQN: &'static str = "marketdata.v1.HeatmapLiveBucket"
"google.protobuf.FieldOptions". Read moreSource§fn unknown_fields(&self) -> &UnknownFields
fn unknown_fields(&self) -> &UnknownFields
Source§fn unknown_fields_mut(&mut self) -> &mut UnknownFields
fn unknown_fields_mut(&mut self) -> &mut UnknownFields
Source§fn extension<C>(&self, ext: &Extension<C>) -> <C as ExtensionCodec>::Outputwhere
C: ExtensionCodec,
fn extension<C>(&self, ext: &Extension<C>) -> <C as ExtensionCodec>::Outputwhere
C: ExtensionCodec,
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&mut self,
ext: &Extension<C>,
value: <C as ExtensionCodec>::Value,
)where
C: ExtensionCodec,
fn set_extension<C>(
&mut self,
ext: &Extension<C>,
value: <C as ExtensionCodec>::Value,
)where
C: ExtensionCodec,
Source§fn has_extension<C>(&self, ext: &Extension<C>) -> boolwhere
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C: ExtensionCodec,
Source§fn extension_or_default<C>(
&self,
ext: &Extension<C>,
) -> <C as ExtensionCodec>::Valuewhere
C: ExtensionCodec<Output = Option<<C as ExtensionCodec>::Value>>,
<C as ExtensionCodec>::Value: Default,
fn extension_or_default<C>(
&self,
ext: &Extension<C>,
) -> <C as ExtensionCodec>::Valuewhere
C: ExtensionCodec<Output = Option<<C as ExtensionCodec>::Value>>,
<C as ExtensionCodec>::Value: Default,
[default = ...]
value if absent, or the type’s Default if no proto default was declared. Read moreSource§impl HasMessageView for HeatmapLiveBucket
impl HasMessageView for HeatmapLiveBucket
Source§type View<'a> = HeatmapLiveBucketView<'a>
type View<'a> = HeatmapLiveBucketView<'a>
Self, borrowing from a buffer with lifetime
'a.Source§type ViewHandle = HeatmapLiveBucketOwnedView
type ViewHandle = HeatmapLiveBucketOwnedView
'static owned-view handle for Self
(FooOwnedView).Source§fn decode_view(buf: &[u8]) -> Result<Self::View<'_>, DecodeError>
fn decode_view(buf: &[u8]) -> Result<Self::View<'_>, DecodeError>
Source§fn decode_view_with_options<'a>(
buf: &'a [u8],
opts: &DecodeOptions,
) -> Result<Self::View<'a>, DecodeError>
fn decode_view_with_options<'a>( buf: &'a [u8], opts: &DecodeOptions, ) -> Result<Self::View<'a>, DecodeError>
View under custom
DecodeOptions (recursion limit, max message
size, unknown-field limit). Read moreSource§fn decode_view_handle(bytes: Bytes) -> Result<Self::ViewHandle, DecodeError>
fn decode_view_handle(bytes: Bytes) -> Result<Self::ViewHandle, DecodeError>
Source§fn decode_view_handle_with_options(
bytes: Bytes,
opts: &DecodeOptions,
) -> Result<Self::ViewHandle, DecodeError>
fn decode_view_handle_with_options( bytes: Bytes, opts: &DecodeOptions, ) -> Result<Self::ViewHandle, DecodeError>
Source§impl Message for HeatmapLiveBucket
impl Message for HeatmapLiveBucket
Source§fn compute_size(&self, __cache: &mut SizeCache) -> u32
fn compute_size(&self, __cache: &mut SizeCache) -> u32
Returns the total encoded size in bytes.
The result is a u32; the protobuf specification requires all
messages to fit within 2 GiB (2,147,483,647 bytes), so a
compliant message will never overflow this type.
Source§fn write_to(&self, __cache: &mut SizeCache, buf: &mut impl BufMut)
fn write_to(&self, __cache: &mut SizeCache, buf: &mut impl BufMut)
cache (populated by a prior
compute_size call on the same cache). Read moreSource§fn merge_field(
&mut self,
tag: Tag,
buf: &mut impl Buf,
ctx: DecodeContext<'_>,
) -> Result<(), DecodeError>
fn merge_field( &mut self, tag: Tag, buf: &mut impl Buf, ctx: DecodeContext<'_>, ) -> Result<(), DecodeError>
buf. Read moreSource§fn encode(&self, buf: &mut impl BufMut)
fn encode(&self, buf: &mut impl BufMut)
Source§fn encode_with_cache(&self, cache: &mut SizeCache, buf: &mut impl BufMut)
fn encode_with_cache(&self, cache: &mut SizeCache, buf: &mut impl BufMut)
SizeCache, for
reuse across many encodes in a hot loop. Clears the cache first.Source§fn encoded_len(&self) -> u32
fn encoded_len(&self) -> u32
Source§fn encode_length_delimited(&self, buf: &mut impl BufMut)
fn encode_length_delimited(&self, buf: &mut impl BufMut)
Source§fn encode_to_bytes(&self) -> Bytes
fn encode_to_bytes(&self) -> Bytes
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Self: Sized,
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Self: Sized,
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Self: Sized,
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Self: Sized,
fn decode_length_delimited(buf: &mut impl Buf) -> Result<Self, DecodeError>where
Self: Sized,
Source§fn merge_to_limit(
&mut self,
buf: &mut impl Buf,
ctx: DecodeContext<'_>,
limit: usize,
) -> Result<(), DecodeError>
fn merge_to_limit( &mut self, buf: &mut impl Buf, ctx: DecodeContext<'_>, limit: usize, ) -> Result<(), DecodeError>
Source§fn merge_group(
&mut self,
buf: &mut impl Buf,
ctx: DecodeContext<'_>,
field_number: u32,
) -> Result<(), DecodeError>
fn merge_group( &mut self, buf: &mut impl Buf, ctx: DecodeContext<'_>, field_number: u32, ) -> Result<(), DecodeError>
buf, reading fields until an
EndGroup tag with the given field_number is encountered. Read moreSource§fn merge(
&mut self,
buf: &mut impl Buf,
ctx: DecodeContext<'_>,
) -> Result<(), DecodeError>
fn merge( &mut self, buf: &mut impl Buf, ctx: DecodeContext<'_>, ) -> Result<(), DecodeError>
Source§fn merge_from_slice(&mut self, data: &[u8]) -> Result<(), DecodeError>
fn merge_from_slice(&mut self, data: &[u8]) -> Result<(), DecodeError>
Source§fn merge_length_delimited(
&mut self,
buf: &mut impl Buf,
ctx: DecodeContext<'_>,
) -> Result<(), DecodeError>
fn merge_length_delimited( &mut self, buf: &mut impl Buf, ctx: DecodeContext<'_>, ) -> Result<(), DecodeError>
Source§impl MessageName for HeatmapLiveBucket
impl MessageName for HeatmapLiveBucket
Source§const PACKAGE: &'static str = "marketdata.v1"
const PACKAGE: &'static str = "marketdata.v1"
Source§const NAME: &'static str = "HeatmapLiveBucket"
const NAME: &'static str = "HeatmapLiveBucket"
. between nesting levels. Read moreSource§impl PartialEq for HeatmapLiveBucket
impl PartialEq for HeatmapLiveBucket
Source§impl ProtoElemJson for HeatmapLiveBucket
impl ProtoElemJson for HeatmapLiveBucket
Source§fn serialize_proto_json<S: Serializer>(
v: &Self,
s: S,
) -> Result<S::Ok, S::Error>
fn serialize_proto_json<S: Serializer>( v: &Self, s: S, ) -> Result<S::Ok, S::Error>
Source§fn deserialize_proto_json<'de, D: Deserializer<'de>>(
d: D,
) -> Result<Self, D::Error>
fn deserialize_proto_json<'de, D: Deserializer<'de>>( d: D, ) -> Result<Self, D::Error>
Source§impl Serialize for HeatmapLiveBucket
impl Serialize for HeatmapLiveBucket
impl StructuralPartialEq for HeatmapLiveBucket
Auto Trait Implementations§
impl Freeze for HeatmapLiveBucket
impl RefUnwindSafe for HeatmapLiveBucket
impl Send for HeatmapLiveBucket
impl Sync for HeatmapLiveBucket
impl Unpin for HeatmapLiveBucket
impl UnsafeUnpin for HeatmapLiveBucket
impl UnwindSafe for HeatmapLiveBucket
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fn encode(&self, format: CodecFormat) -> Result<Bytes, ConnectError>
Source§fn type_name(&self) -> &'static str
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