Struct UpdateEWMAVolatilityRing 

pub struct UpdateEWMAVolatilityRing {
    pub id: MessageId,
    pub correlation_id: CorrelationId,
    pub asset_id: u64,
    pub return_value: i64,
    pub lambda: u16,
    pub timestamp: u64,
}

Ring message for EWMA volatility update.

Type ID: 405

Fields

id: MessageId

Message ID.

correlation_id: CorrelationId

Correlation ID.

asset_id: u64

Asset ID.

return_value: i64

Return value (fixed-point).

lambda: u16

Lambda decay factor (fixed-point, 4 decimals). Default: 9400 (0.94)

timestamp: u64

Timestamp.

Implementations

impl UpdateEWMAVolatilityRing

pub fn new(asset_id: u64, return_value: f64, timestamp: u64) -> Self

Create a new EWMA update message with default lambda (0.94).

pub fn with_lambda( asset_id: u64, return_value: f64, lambda: f64, timestamp: u64, ) -> Self

Create with custom lambda.

pub fn lambda_f64(&self) -> f64

Get lambda as f64.

Trait Implementations

impl Archive for UpdateEWMAVolatilityRing

where MessageId: Archive, CorrelationId: Archive, u64: Archive, i64: Archive, u16: Archive,

type Archived = ArchivedUpdateEWMAVolatilityRing

The archived representation of this type.

type Resolver = UpdateEWMAVolatilityRingResolver

The resolver for this type. It must contain all the additional information from serializing needed to make the archived type from the normal type.

unsafe fn resolve( &self, pos: usize, resolver: Self::Resolver, out: *mut Self::Archived, )

Creates the archived version of this value at the given position and writes it to the given output.

impl Clone for UpdateEWMAVolatilityRing

fn clone(&self) -> UpdateEWMAVolatilityRing

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for UpdateEWMAVolatilityRing

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

Formats the value using the given formatter.

impl<__D: Fallible + ?Sized> Deserialize<UpdateEWMAVolatilityRing, __D> for Archived<UpdateEWMAVolatilityRing>

where MessageId: Archive, Archived<MessageId>: Deserialize<MessageId, __D>, CorrelationId: Archive, Archived<CorrelationId>: Deserialize<CorrelationId, __D>, u64: Archive, Archived<u64>: Deserialize<u64, __D>, i64: Archive, Archived<i64>: Deserialize<i64, __D>, u16: Archive, Archived<u16>: Deserialize<u16, __D>,

fn deserialize( &self, deserializer: &mut __D, ) -> Result<UpdateEWMAVolatilityRing, __D::Error>

Deserializes using the given deserializer

impl RingKernelHandler<UpdateEWMAVolatilityRing, UpdateEWMAVolatilityResponse> for VolatilityAnalysis

Ring handler for EWMA volatility updates.

fn handle<'life0, 'life1, 'async_trait>( &'life0 self, _ctx: &'life1 mut RingContext<'_>, msg: UpdateEWMAVolatilityRing, ) -> Pin<Box<dyn Future<Output = Result<UpdateEWMAVolatilityResponse>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Handle an incoming message.

fn initialize<'life0, 'life1, 'async_trait>( &'life0 self, _ctx: &'life1 mut RingContext<'_>, ) -> Pin<Box<dyn Future<Output = Result<(), KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, Self: Sync + 'async_trait,

Initialize the kernel state.

fn ring_shutdown<'life0, 'life1, 'async_trait>( &'life0 self, _ctx: &'life1 mut RingContext<'_>, ) -> Pin<Box<dyn Future<Output = Result<(), KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, Self: Sync + 'async_trait,

Called when the kernel is being shut down.

fn handle_secure<'life0, 'life1, 'life2, 'life3, 'async_trait>( &'life0 self, ctx: &'life1 mut SecureRingContext<'life2, 'life3>, msg: M, ) -> Pin<Box<dyn Future<Output = Result<R, KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, 'life2: 'async_trait, 'life3: 'async_trait, M: 'async_trait, R: 'async_trait, Self: Sync + 'async_trait,

Handle a message with security context.

impl RingMessage for UpdateEWMAVolatilityRing

fn message_type() -> u64

Get the message type discriminator.

fn message_id(&self) -> MessageId

Get the message ID.

fn correlation_id(&self) -> CorrelationId

Get the correlation ID (if any).

fn priority(&self) -> Priority

Get the priority.

fn serialize(&self) -> Vec<u8>

Serialize the message to bytes.

fn deserialize(bytes: &[u8]) -> Result<Self>

where Self: Sized,

Deserialize a message from bytes.

fn size_hint(&self) -> usize

Get the serialized size hint.

impl<__S: Fallible + ?Sized> Serialize<__S> for UpdateEWMAVolatilityRing

where MessageId: Serialize<__S>, CorrelationId: Serialize<__S>, u64: Serialize<__S>, i64: Serialize<__S>, u16: Serialize<__S>,

fn serialize(&self, serializer: &mut __S) -> Result<Self::Resolver, __S::Error>

Writes the dependencies for the object and returns a resolver that can create the archived type.