[−][src]Struct tdb_core::postprocessing::event::Events

pub struct Events {
    pub cancelled: BTreeMap<u64, Vec<Update>>,
    pub trades: BTreeMap<u64, Vec<Update>>,
    pub created: BTreeMap<u64, Vec<Update>>,
}

Data structure for storing events. Each is a map from time to list of updates happened at or near that discrete time

Fields

cancelled: BTreeMap<u64, Vec<Update>>

cancelled orders

trades: BTreeMap<u64, Vec<Update>>

trade events

created: BTreeMap<u64, Vec<Update>>

created orders

Methods

impl Events[src]

pub fn filter_size(
    &self,
    event_type: EventType,
    from_size: f32,
    to_size: f32
) -> Vec<Update>[src]

Filter order events based on size

Trait Implementations

impl Debug for Events[src]

impl<'a> From<&'a [Update]> for Events[src]

Auto Trait Implementations

impl RefUnwindSafe for Events

impl Send for Events

impl Sync for Events

impl Unpin for Events

impl UnwindSafe for Events

Blanket Implementations

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

impl<T> Borrow<T> for T where
    T: ?Sized, [src]

impl<T> BorrowMut<T> for T where
    T: ?Sized, [src]

impl<T> From<T> for T[src]

impl<T, U> Into<U> for T where
    U: From<T>, [src]

impl<T, U> TryFrom<U> for T where
    U: Into<T>, [src]

type Error = Infallible

The type returned in the event of a conversion error.

impl<T, U> TryInto<U> for T where
    U: TryFrom<T>, [src]

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

The type returned in the event of a conversion error.

impl<V, T> VZip<V> for T where
    V: MultiLane<T>,