Struct Trade

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pub struct Trade {
    pub price: f64,
    pub size: f64,
    pub side: Side,
    pub timestamp: i64,
}

Expand description

A single executed trade with an aggressor side.

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§price: f64

Execution price (strictly positive).

§size: f64

Executed size / quantity (non-negative).

§side: Side

Aggressor side.

§timestamp: i64

Trade timestamp (caller-defined epoch / resolution).

Implementations§

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impl Trade

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pub fn new(price: f64, size: f64, side: Side, timestamp: i64) -> Result<Self>

Construct a trade, validating that price is finite and strictly positive and size is finite and non-negative.

§Errors

Returns Error::InvalidTrade if the price is not a finite positive number, or the size is not a finite non-negative number.

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pub const fn new_unchecked( price: f64, size: f64, side: Side, timestamp: i64, ) -> Self

Construct a trade without validation. The caller asserts that price is finite and positive and size is finite and non-negative.

Trait Implementations§

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impl Clone for Trade

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fn clone(&self) -> Trade

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 Debug for Trade

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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 PartialEq for Trade

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fn eq(&self, other: &Trade) -> bool

Tests for self and other values to be equal, and is used by ==.

1.0.0 (const: unstable) · Source§

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

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impl Copy for Trade

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impl StructuralPartialEq for Trade

Auto Trait Implementations§

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impl UnwindSafe for Trade

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> 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 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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