Struct StepFeeds 

pub struct StepFeeds {
    pub reference: Option<f64>,
    pub deriv: Option<DerivativesTick>,
    pub orderbook: Option<OrderBook>,
    pub trades: Option<Vec<TradePrint>>,
    pub cross_section: Option<CrossSection>,
}

One bar’s optional side feeds, as a JSON document.

RunRequest carries the whole run’s feeds as parallel arrays, which only works when every bar is known up front. A streaming caller has one bar at a time, so it needs the same information in per-bar shape: this is that shape, and it deserialises from the same field names a RunRequest element uses. Every field is optional — an absent feed is simply not supplied to the bar.

Fields

reference: Option<f64>

Reference-series close for pairwise indicators.

deriv: Option<DerivativesTick>

Derivatives tick for derivatives indicators and funding.

orderbook: Option<OrderBook>

Order-book snapshot for order-book and spread indicators.

trades: Option<Vec<TradePrint>>

Trades that printed within this bar, for trade-flow indicators.

cross_section: Option<CrossSection>

Market cross-section for this bar, for breadth indicators.

Implementations

impl StepFeeds

pub fn as_feeds(&self) -> Feeds<'_>

Borrow this document as the engine’s per-bar Feeds.

Trait Implementations

impl Clone for StepFeeds

fn clone(&self) -> StepFeeds

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for StepFeeds

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

Formats the value using the given formatter.

impl Default for StepFeeds

fn default() -> StepFeeds

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for StepFeeds

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.