Trait MassiveKind 

pub trait MassiveKind: SubscriptionKind {
    type Message: MassiveMessage;

    // Required method
    fn event(message: Self::Message) -> Self::Event;
}

A subscription kind Massive’s WebSocket serves, and the message it is decoded from.

Required Associated Types

type Message: MassiveMessage

The message the kind’s channel publishes.

Required Methods

fn event(message: Self::Message) -> Self::Event

The market event a message amounts to.

Dyn Compatibility

This trait is not dyn compatible.

In older versions of Rust, dyn compatibility was called "object safety".

Implementors

impl MassiveKind for Candles

The aggregate as a candle.

close_time is the wire’s window end, which Massive supplies as the exclusive end of the period (e == s + interval), so it satisfies the Candle::close_time contract as it stands. A forex candle reports no volume, since its v counts quote updates, and no candle reports a trade count, since the message carries none.

type Message = MassiveAggregate

impl MassiveKind for OrderBooksL1

The quote as a top of book, stamped with the quote’s own time.

A zero price is absent

A side with nothing quoted on it can only arrive as a zero price, or no price at all. A zero-priced level would assert someone will trade at zero, and a mid-price averaged against it is wrong in a way nothing downstream can detect. So a zero price maps to None, the rule the other L1 decoders in this crate follow. A missing size at a real price — every forex quote — is a zero amount: the price is still a quote.

type Message = MassiveQuote

impl MassiveKind for PublicTrades

type Message = MassiveTrade

impl MassiveKind for Quotes

The quote as published. Forex quotes carry no sizes, so both amounts are zero there.

A Quote has no way to say a side is empty, so a side with nothing quoted on it — a zero price, or none — arrives as a zero price. Check both prices before using Quote::mid_price or Quote::spread; OrderBooksL1 maps such a side to None instead.

type Message = MassiveQuote