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MarketFeedEvent

rustrade_execution::exchange::mock

Enum MarketFeedEvent 

Source 
#[non_exhaustive]
pub enum MarketFeedEvent {
    Observation {
        instrument: InstrumentNameExchange,
        observation: MarketObservation,
    },
    Lagged {
        missed: u64,
    },
}
Expand description

One input from the market feed of a market-driven MockExchange.

Variants (Non-exhaustive)§

This enum is marked as non-exhaustive
Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.
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Observation

The market of instrument as it now stands. See SimulatedVenue::apply_market.

Fields

§instrument: InstrumentNameExchange
§observation: MarketObservation
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Lagged

The feed fell behind and dropped missed observations before this point.

The venue never sees what they showed, so a price that crossed a resting order only in one of them filled nothing. See MockExchange::new_market_driven for what the driver does.

Fields

§missed: u64

Trait Implementations§

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impl Clone for MarketFeedEvent

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fn clone(&self) -> Self

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

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

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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 Eq for MarketFeedEvent

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impl PartialEq for MarketFeedEvent

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

Equality operator ==. Read more
1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more
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impl StructuralPartialEq for MarketFeedEvent

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