sandbox_quant/market_data/
service.rs

1use crate::domain::instrument::Instrument;
2use crate::domain::market::Market;
3use crate::error::exchange_error::ExchangeError;
4use crate::exchange::facade::ExchangeFacade;
5use crate::execution::price_source::PriceSource;
6use crate::market_data::price_store::PriceStore;
7
8#[derive(Debug, Default)]
9pub struct MarketDataService;
10
11impl MarketDataService {
12    /// Updates the latest known execution price for an instrument.
13    ///
14    /// Example:
15    /// - incoming BTCUSDT tick at `50000.0`
16    /// - stored as the current execution price context for BTCUSDT
17    pub fn apply_price(&self, store: &mut PriceStore, instrument: Instrument, price: f64) {
18        store.set_price(instrument, price);
19    }
20
21    pub fn refresh_price<E: ExchangeFacade<Error = ExchangeError>>(
22        &self,
23        exchange: &E,
24        store: &mut PriceStore,
25        instrument: Instrument,
26        market: Market,
27    ) -> Result<f64, ExchangeError> {
28        let price = exchange.load_last_price(&instrument, market)?;
29        store.set_price(instrument, price);
30        Ok(price)
31    }
32
33    pub fn current_price(&self, store: &impl PriceSource, instrument: &Instrument) -> Option<f64> {
34        store.current_price(instrument)
35    }
36}
sandbox_quant/market_data/service.rs

sandbox_quant/market_data/
service.rs
