rt_hft_engine/
market_data.rs

1//! Market data structures and handlers
2
3#[derive(Debug, Clone)]
4pub struct Quote {
5    pub symbol: String,
6    pub bid_price: f64,
7    pub ask_price: f64,
8    pub bid_size: u64,
9    pub ask_size: u64,
10    pub timestamp: u64,
11}
12
13#[derive(Debug, Clone)]
14pub struct Trade {
15    pub symbol: String,
16    pub price: f64,
17    pub quantity: u64,
18    pub timestamp: u64,
19}
20
21pub struct MarketData;