#[non_exhaustive]pub enum MarketEvent {
Trade(Tick),
Quote(Level1Quote),
DepthSnapshot {
sequence: u64,
book: OrderBook,
},
DepthDelta {
sequence: u64,
book: OrderBook,
},
OrderSnapshot {
sequence: u64,
orders: Vec<RestingOrder>,
},
Order {
sequence: u64,
event: OrderEvent,
},
}Expand description
Recorded market data. Book sequencing is independent of the replay’s merge sequence.
Variants (Non-exhaustive)§
This enum is marked as non-exhaustive
Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.
Trade(Tick)
One raw fill.
Quote(Level1Quote)
Best bid and ask.
DepthSnapshot
A periodic aggregated book snapshot, also a depth seek anchor.
Fields
DepthDelta
Changed aggregated levels.
Fields
OrderSnapshot
A periodic per-order snapshot in queue order, also a depth seek anchor.
Fields
§
orders: Vec<RestingOrder>Resting orders in queue order.
Order
One sequenced resting order change.
Fields
§
event: OrderEventChange to one resting order.
Trait Implementations§
Source§impl Clone for MarketEvent
impl Clone for MarketEvent
Source§fn clone(&self) -> MarketEvent
fn clone(&self) -> MarketEvent
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for MarketEvent
impl Debug for MarketEvent
Source§impl PartialEq for MarketEvent
impl PartialEq for MarketEvent
impl StructuralPartialEq for MarketEvent
Auto Trait Implementations§
impl Freeze for MarketEvent
impl RefUnwindSafe for MarketEvent
impl Send for MarketEvent
impl Sync for MarketEvent
impl Unpin for MarketEvent
impl UnsafeUnpin for MarketEvent
impl UnwindSafe for MarketEvent
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ
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 moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
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