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PublicTrade

Struct PublicTrade 

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pub struct PublicTrade {
    pub id: SmolStr,
    pub price: Decimal,
    pub amount: Decimal,
    pub side: Option<Side>,
}
Expand description

Normalised Barter PublicTrade model.

Uses SmolStr for id to avoid heap allocation for typical trade IDs (up to 23 bytes on 64-bit systems are stored inline). Exceptions that heap-allocate: Bitmex UUIDs (36 bytes), Kraken composite IDs (~34 bytes).

§Side Field

The side field indicates the taker/aggressor side of the trade:

  • Some(Side::Buy): Taker was buying (lifted the ask)
  • Some(Side::Sell): Taker was selling (hit the bid)
  • None: Side information not available from the data source

Crypto exchanges typically provide side info. Equities feeds (e.g., Alpaca IEX/SIP) often do not, as consolidated tape data doesn’t include aggressor information.

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§id: SmolStr§price: Decimal§amount: Decimal§side: Option<Side>

Trait Implementations§

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impl Clone for PublicTrade

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fn clone(&self) -> PublicTrade

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for PublicTrade

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

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for PublicTrade

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl From<PublicTrade> for DataKind

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fn from(value: PublicTrade) -> Self

Converts to this type from the input type.
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impl PartialEq for PublicTrade

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

Tests for self and other values to be equal, and is used by ==.
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fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
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impl PartialOrd for PublicTrade

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

This method returns an ordering between self and other values if one exists. Read more
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fn lt(&self, other: &Rhs) -> bool

Tests less than (for self and other) and is used by the < operator. Read more
1.0.0 (const: unstable) · Source§

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

Tests less than or equal to (for self and other) and is used by the <= operator. Read more
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fn gt(&self, other: &Rhs) -> bool

Tests greater than (for self and other) and is used by the > operator. Read more
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fn ge(&self, other: &Rhs) -> bool

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

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

Serialize this value into the given Serde serializer. Read more
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impl StructuralPartialEq for PublicTrade

Auto Trait Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T> Instrument for T

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fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more
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fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more
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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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impl<T> PolicyExt for T
where T: ?Sized,

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fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow only if self and other return Action::Follow. Read more
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fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow if either self or other returns Action::Follow. Read more
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impl<T> Same for T

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type Output = T

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where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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where S: Into<Dispatch>,

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impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,