Struct MarketEvent 

pub struct MarketEvent<InstrumentKey = MarketDataInstrument, T = DataKind> {
    pub time_exchange: DateTime<Utc>,
    pub time_received: DateTime<Utc>,
    pub exchange: ExchangeId,
    pub instrument: InstrumentKey,
    pub kind: T,
}

Normalised Barter MarketEvent<T> wrapping the T data variant in metadata.

Note: T can be an enum such as the DataKind if required.

See crate::subscription for all existing Barter Market event variants.

Examples

• MarketEvent<PublicTrade>
• MarketEvent<OrderBookL1>
• MarketEvent<DataKind>

Fields

time_exchange: DateTime<Utc>

Exchange timestamp of the event — its position on the engine timeline.

A consuming engine treats this as the time the event occurred: the historical/backtest clock derives “current time” from it and replays events in time_exchange order (see rustrade’s EngineClock / TimeExchange).

Contract for aggregated / windowed payloads (candles, OHLCV bars)

For a point-in-time payload (e.g. PublicTrade, OrderBookL1) this is simply the venue event time. For a payload that aggregates a time window (a Candle), time_exchange must be the period END, i.e. the candle’s close_time — never the period start.

Stamping the open instant makes a completed bar enter the engine timeline at the moment its period began, so a strategy would act on a fully-formed bar before it could possibly exist — silent lookahead / repaint bias. This applies to any windowed payload, including a custom T supplied by a consumer driving the engine without this crate’s producers. The library’s own candle producers already stamp close_time here; when wrapping a Candle into a MarketEvent yourself, use its close_time.

time_received: DateTime<Utc>

Local timestamp at which this event was received/decoded. Diagnostic only — the engine clock and replay ordering use time_exchange.

exchange: ExchangeId

instrument: InstrumentKey

kind: T

Implementations

impl<InstrumentKey, T> MarketEvent<InstrumentKey, T>

pub fn map_kind<F, O>(self, op: F) -> MarketEvent<InstrumentKey, O>

where F: FnOnce(T) -> O,

impl<InstrumentKey> MarketEvent<InstrumentKey, DataKind>

pub fn as_public_trade( &self, ) -> Option<MarketEvent<&InstrumentKey, &PublicTrade>>

pub fn as_order_book_l1( &self, ) -> Option<MarketEvent<&InstrumentKey, &OrderBookL1>>

pub fn as_order_book( &self, ) -> Option<MarketEvent<&InstrumentKey, &OrderBookEvent>>

pub fn as_candle(&self) -> Option<MarketEvent<&InstrumentKey, &Candle>>

pub fn as_liquidation( &self, ) -> Option<MarketEvent<&InstrumentKey, &Liquidation>>

pub fn as_option_greeks( &self, ) -> Option<MarketEvent<&InstrumentKey, &OptionGreeks>>

Trait Implementations

impl<InstrumentKey: Clone, T: Clone> Clone for MarketEvent<InstrumentKey, T>

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<InstrumentKey: Debug, T: Debug> Debug for MarketEvent<InstrumentKey, T>

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

Formats the value using the given formatter.

impl<'de, InstrumentKey, T> Deserialize<'de> for MarketEvent<InstrumentKey, T>

where InstrumentKey: Deserialize<'de>, T: Deserialize<'de>,

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<InstrumentKey: Eq, T: Eq> Eq for MarketEvent<InstrumentKey, T>

impl<InstrumentKey> From<(ExchangeId, InstrumentKey, BinanceOrderBookL2Snapshot)> for MarketEvent<InstrumentKey, OrderBookEvent>

fn from( (exchange, instrument, snapshot): (ExchangeId, InstrumentKey, BinanceOrderBookL2Snapshot), ) -> Self

Converts to this type from the input type.

impl<InstrumentKey> From<MarketEvent<InstrumentKey, Candle>> for MarketEvent<InstrumentKey, DataKind>

fn from(value: MarketEvent<InstrumentKey, Candle>) -> Self

Converts to this type from the input type.

impl<InstrumentKey> From<MarketEvent<InstrumentKey, Liquidation>> for MarketEvent<InstrumentKey, DataKind>

fn from(value: MarketEvent<InstrumentKey, Liquidation>) -> Self

Converts to this type from the input type.

impl<InstrumentKey> From<MarketEvent<InstrumentKey, OptionGreeks>> for MarketEvent<InstrumentKey, DataKind>

fn from(value: MarketEvent<InstrumentKey, OptionGreeks>) -> Self

Converts to this type from the input type.

impl<InstrumentKey> From<MarketEvent<InstrumentKey, OrderBookEvent>> for MarketEvent<InstrumentKey, DataKind>

fn from(value: MarketEvent<InstrumentKey, OrderBookEvent>) -> Self

Converts to this type from the input type.

impl<InstrumentKey> From<MarketEvent<InstrumentKey, OrderBookL1>> for MarketEvent<InstrumentKey, DataKind>

fn from(value: MarketEvent<InstrumentKey, OrderBookL1>) -> Self

Converts to this type from the input type.

impl<InstrumentKey> From<MarketEvent<InstrumentKey, PublicTrade>> for MarketEvent<InstrumentKey, DataKind>

fn from(value: MarketEvent<InstrumentKey, PublicTrade>) -> Self

Converts to this type from the input type.

impl<InstrumentKey: Ord, T: Ord> Ord for MarketEvent<InstrumentKey, T>

fn cmp(&self, other: &Self) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

fn clamp_to<R>(self, range: R) -> Self

where Self: Sized, R: ClampBounds<Self>,

🔬This is a nightly-only experimental API. (clamp_to)

Restrict a value to a certain range.

impl<InstrumentKey: PartialEq, T: PartialEq> PartialEq for MarketEvent<InstrumentKey, T>

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl<InstrumentKey: PartialOrd, T: PartialOrd> PartialOrd for MarketEvent<InstrumentKey, T>

fn partial_cmp(&self, other: &Self) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

fn lt(&self, other: &Rhs) -> bool

Tests less than (for self and other) and is used by the < operator.

fn le(&self, other: &Rhs) -> bool

Tests less than or equal to (for self and other) and is used by the <= operator.

fn gt(&self, other: &Rhs) -> bool

Tests greater than (for self and other) and is used by the > operator.

fn ge(&self, other: &Rhs) -> bool

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl<InstrumentKey, T> Serialize for MarketEvent<InstrumentKey, T>

where InstrumentKey: Serialize, T: Serialize,

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl<InstrumentKey: PartialEq, T: PartialEq> StructuralPartialEq for MarketEvent<InstrumentKey, T>