Struct LseOptionCandle 

#[non_exhaustive]
pub struct LseOptionCandle {
    pub contract: LseOptionContract,
    pub candle: Candle,
    pub premium: Decimal,
    pub greeks: OptionGreeks,
}

One minute of trading in one option contract.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

contract: LseOptionContract

candle: Candle

Premium OHLC for the minute, with volume in contracts and trade_count the number of prints.

premium: Decimal

Total notional premium traded in the minute.

greeks: OptionGreeks

Greeks averaged over the minute’s prints, not sampled at its close, with the averaged underlying price in underlying_price.

Implementations

impl LseOptionCandle

pub fn into_market_events<InstrumentKey: Clone>( self, instrument: InstrumentKey, ) -> [MarketEvent<InstrumentKey, DataKind>; 2]

This candle as the market events an engine consumes: the bar, then its averaged greeks.

Both are stamped with the bar’s close_time — the instant its contents, the averages included, became knowable — as time_exchange and time_received, on ExchangeId::LseOptions. Stamping any earlier would hand an engine the minute’s outcome before the minute has ended.

Trait Implementations

impl Clone for LseOptionCandle

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LseOptionCandle

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for LseOptionCandle

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for LseOptionCandle

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for LseOptionCandle

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for LseOptionCandle