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;