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DerivativesTick

wickra_backtest_core::data

Struct DerivativesTick 

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pub struct DerivativesTick {
    pub funding_rate: f64,
    pub mark_price: f64,
    pub index_price: f64,
    pub futures_price: f64,
    pub open_interest: f64,
    pub long_size: f64,
    pub short_size: f64,
    pub taker_buy_volume: f64,
    pub taker_sell_volume: f64,
    pub long_liquidation: f64,
    pub short_liquidation: f64,
    pub timestamp: i64,
}
Expand description

A derivatives (perpetual / futures) tick, fed to derivatives indicators.

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§funding_rate: f64

Funding rate for the interval (finite; may be negative).

§mark_price: f64

Perpetual mark price (strictly positive).

§index_price: f64

Spot / index price the perpetual tracks (strictly positive).

§futures_price: f64

Dated futures mark price (strictly positive).

§open_interest: f64

Open interest (non-negative).

§long_size: f64

Aggregate long size (non-negative).

§short_size: f64

Aggregate short size (non-negative).

§taker_buy_volume: f64

Taker buy volume (non-negative).

§taker_sell_volume: f64

Taker sell volume (non-negative).

§long_liquidation: f64

Long-liquidation volume (non-negative).

§short_liquidation: f64

Short-liquidation volume (non-negative).

§timestamp: i64

Tick timestamp (engine-defined epoch unit).

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impl DerivativesTick

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pub fn to_core(self) -> Result<CoreDerivativesTick>

Convert into a wickra-core derivatives tick, validating the fields.

Trait Implementations§

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impl Clone for DerivativesTick

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fn clone(&self) -> DerivativesTick

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 Copy for DerivativesTick

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impl Debug for DerivativesTick

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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<'de> Deserialize<'de> for DerivativesTick

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl PartialEq for DerivativesTick

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fn eq(&self, other: &DerivativesTick) -> 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 Serialize for DerivativesTick

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more
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impl StructuralPartialEq for DerivativesTick

Auto Trait Implementations§

Blanket Implementations§

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

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

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impl<T> DynClone for T
where T: Clone,

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fn __clone_box(&self, _: Private) -> *mut ()

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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impl<T> Pointable for T

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const ALIGN: usize

The alignment of pointer.
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type Init = T

The type for initializers.
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unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
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unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
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unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more
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unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = !

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, !>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.