Struct TradeQuote 

#[non_exhaustive]
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.

Construction and the limits of its guarantee

The struct is #[non_exhaustive], so code outside this crate cannot build one from a field literal and must go through new, which validates, or new_unchecked, which is an explicit opt-out for values already known to be sound.

The fields stay public because reading them is by far the common operation and an accessor on each would buy nothing. That does mean a validated value can still be written into an invalid state afterwards, and nothing detects it: the indicators that consume this type rely on the constructor’s guarantee rather than re-checking every bar. Treat a mutation the way you would treat new_unchecked — you are asserting the invariants still hold.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

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 Copy for TradeQuote

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for TradeQuote