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MarketDataService

sandbox_quant::market_data::service

Struct MarketDataService 

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pub struct MarketDataService;

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impl MarketDataService

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pub fn apply_price( &self, store: &mut PriceStore, instrument: Instrument, price: f64, )

Updates the latest known execution price for an instrument.

Example:

  • incoming BTCUSDT tick at 50000.0
  • stored as the current execution price context for BTCUSDT
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pub fn refresh_price<E: ExchangeFacade<Error = ExchangeError>>( &self, exchange: &E, store: &mut PriceStore, instrument: Instrument, market: Market, ) -> Result<f64, ExchangeError>

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pub fn current_price( &self, store: &impl PriceSource, instrument: &Instrument, ) -> Option<f64>

Trait Implementations§

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impl Debug for MarketDataService

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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 Default for MarketDataService

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fn default() -> MarketDataService

Returns the “default value” for a type. Read more

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

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impl<T> From<T> for T

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fn from(t: T) -> T

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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>

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where T: Policy<B, E>, P: Policy<B, E>,

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type Output = T

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

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