Enum MarketDataEvent 

pub enum MarketDataEvent {
    Ticker {
        exchange: Exchange,
        symbol: Symbol,
        tick: Tick,
    },
    Candle {
        exchange: Exchange,
        symbol: Symbol,
        candle: Candle,
    },
    Trade {
        exchange: Exchange,
        symbol: Symbol,
        side: Side,
        price: f64,
        size: f64,
        timestamp: DateTime<Utc>,
    },
}

A normalized market-data event that can come from any exchange.

Exchange adapters parse their native formats into this enum so the downstream brain and risk layers are exchange-agnostic.

Variants

Ticker

Best-bid/best-ask update.

Fields

exchange: Exchange

Exchange this ticker came from.

symbol: Symbol

Symbol the ticker is for.

tick: Tick

The tick itself.

Candle

A completed candle (fully closed bar).

Fields

exchange: Exchange

Exchange this candle came from.

symbol: Symbol

Symbol the candle is for.

candle: Candle

The OHLCV candle.

Trade

An individual trade print.

Fields

exchange: Exchange

Exchange this trade was reported by.

symbol: Symbol

Symbol the trade was for.

side: Side

Aggressor side of the trade.

price: f64

Trade price in quote currency.

size: f64

Trade size in base-asset units or contracts.

timestamp: DateTime<Utc>

Time the trade occurred.

Implementations

impl MarketDataEvent

pub fn symbol(&self) -> &Symbol

Borrow the event’s Symbol regardless of variant.

pub fn exchange(&self) -> &Exchange

Borrow the event’s source Exchange regardless of variant.

Trait Implementations

impl Clone for MarketDataEvent

fn clone(&self) -> MarketDataEvent

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for MarketDataEvent

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for MarketDataEvent

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for MarketDataEvent

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

where __S: Serializer,

Serialize this value into the given Serde serializer.