Struct AggTrade 

pub struct AggTrade {
    pub agg_trade_id: i64,
    pub price: FixedPoint,
    pub volume: FixedPoint,
    pub first_trade_id: i64,
    pub last_trade_id: i64,
    pub timestamp: i64,
    pub is_buyer_maker: bool,
    pub is_best_match: Option<bool>,
}

Aggregate trade data from Binance markets

Represents a single AggTrade record which aggregates multiple individual exchange trades that occurred at the same price within ~100ms timeframe.

Fields

agg_trade_id: i64

Aggregate trade ID (unique per AggTrade record)

price: FixedPoint

Price as fixed-point integer

volume: FixedPoint

Volume as fixed-point integer (total quantity across all individual trades)

first_trade_id: i64

First individual trade ID in this aggregation

last_trade_id: i64

Last individual trade ID in this aggregation

timestamp: i64

Timestamp in microseconds (preserves maximum precision)

is_buyer_maker: bool

Whether buyer is market maker (true = sell pressure, false = buy pressure) Critical for order flow analysis and market microstructure

is_best_match: Option<bool>

Whether trade was best price match (Spot market only) None for futures markets, Some(bool) for spot markets

Implementations

impl AggTrade

pub fn individual_trade_count(&self) -> i64

Number of individual exchange trades in this aggregated record

Each AggTrade record represents multiple individual trades that occurred at the same price within the same ~100ms window on the exchange.

pub fn turnover(&self) -> i128

Turnover (price * volume) as i128 to prevent overflow

Trait Implementations

impl Clone for AggTrade

fn clone(&self) -> AggTrade

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for AggTrade

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for AggTrade

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for AggTrade

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.