Struct WsMessage 

pub struct WsMessage<T> {
    pub seq: u64,
    pub exchange_time: Option<DateTime<Utc>>,
    pub received_at: DateTime<Utc>,
    pub data: T,
}

Envelope wrapping every WebSocket stream item for HFT feed-latency measurement.

• exchange_time — server-authoritative UTC timestamp for event ordering. Always prefer this for trade sequencing and cross-exchange correlation.
• received_at — local UTC timestamp captured at socket read for measuring wire-to-process latency. Compare received_at - exchange_time for feed lag.
• seq — per-market monotonic sequence number for gap detection.

Fields

seq: u64

exchange_time: Option<DateTime<Utc>>

received_at: DateTime<Utc>

data: T

Trait Implementations

impl<T: Clone> Clone for WsMessage<T>

fn clone(&self) -> WsMessage<T>

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<T: Debug> Debug for WsMessage<T>

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

Formats the value using the given formatter.

impl<'de, T> Deserialize<'de> for WsMessage<T>

where T: Deserialize<'de>,

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<T> Serialize for WsMessage<T>

where T: Serialize,

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

where __S: Serializer,

Serialize this value into the given Serde serializer.