Struct MarketObservation 

#[non_exhaustive]
pub struct MarketObservation {
    pub snapshot: MarketSnapshot,
    pub depth: MarketDepth,
    pub bar: Option<MarketBar>,
    pub fresh: bool,
}

One observation of one instrument’s market, as a driver feeds it to a simulated venue through SimulatedVenue::apply_market.

Only snapshot is required. Everything else describes what the feed knows beyond it, and defaults to “nothing more”: no size, no bar, and a live observation. Built with new and the with_ methods.

#[non_exhaustive]: what a feed can tell a venue grows, and each addition arrives as a new field with a default rather than as a new argument every driver must pass.

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.

snapshot: MarketSnapshot

The market as it now stands. See MarketSnapshot.

depth: MarketDepth

How much is on offer at each side of snapshot. See MarketDepth.

bar: Option<MarketBar>

The completed bar this observation carries, from a feed that has bars, and None from every other observation. See MarketBar.

fresh: bool

Whether this observation shows the market trading or quoting: a trade, a quote, or a bar something traded in.

false for an observation that only carries a price forward: a bar reported with zero volume, as a feed that fills gaps produces, or an event that is not a price at all. Such an observation still moves the price the venue holds, but it is not evidence that anyone could trade at it, which is what a venue’s StaleMarketPolicy measures a market’s age from.

Implementations

impl MarketObservation

pub fn new(snapshot: MarketSnapshot) -> Self

A fresh observation of snapshot, with no size information and no bar.

pub fn with_depth(self, depth: MarketDepth) -> Self

This observation, reporting depth as the size on offer.

pub fn with_bar(self, bar: Option<MarketBar>) -> Self

This observation, carrying bar, or no bar for None.

pub fn with_fresh(self, fresh: bool) -> Self

This observation, fresh or not. See fresh.

Trait Implementations

impl Clone for MarketObservation

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for MarketObservation

impl Debug for MarketObservation

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

Formats the value using the given formatter.

impl Eq for MarketObservation

impl PartialEq for MarketObservation

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for MarketObservation