Struct TradeQuote 

pub struct TradeQuote {
    pub trade: Trade,
    pub mid: f64,
}

A trade paired with the mid-price prevailing at execution.

This is the input for spread- and price-impact measures (effective spread, realized spread, Kyle’s lambda), which relate an executed trade to the quote it traded against.

Fields

trade: Trade

The executed trade.

mid: f64

The mid-price prevailing at execution (strictly positive).

Implementations

impl TradeQuote

pub fn new(trade: Trade, mid: f64) -> Result<Self>

Construct a trade-quote, validating that mid is finite and strictly positive. The trade is assumed already valid.

Errors

Returns Error::InvalidTrade if mid is not a finite positive number.

pub const fn new_unchecked(trade: Trade, mid: f64) -> Self

Construct a trade-quote without validation. The caller asserts that mid is finite and positive.

Trait Implementations

impl Clone for TradeQuote

fn clone(&self) -> TradeQuote

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TradeQuote

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

Formats the value using the given formatter.

impl PartialEq for TradeQuote

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

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

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

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

impl Copy for TradeQuote

impl StructuralPartialEq for TradeQuote