Struct DepthRequest 

#[non_exhaustive]
pub struct DepthRequest {
    pub symbol: String,
    pub before: Option<DateTime<Utc>>,
    pub since: Option<DateTime<Utc>>,
    pub count: usize,
    pub config: DepthHistoryConfig,
    pub tick_size: f64,
    pub conversion: Option<String>,
}

One page of recorded depth for a symbol, using the same price and time grid as live columns.

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.

symbol: String

Instrument requested.

before: Option<DateTime<Utc>>

Columns opening strictly before this instant: the end of the range is exclusive. None is the initial load and asks for the latest columns.

since: Option<DateTime<Utc>>

Columns opening at or after this instant: the start of the range is inclusive; see HistoryRequest::since. None bounds the range by count alone.

count: usize

Maximum columns wanted.

config: DepthHistoryConfig

Cadence, row grouping and limits of the receiving store.

tick_size: f64

Price of one tick, finite and positive.

conversion: Option<String>

The currency or unit the host chose, in which the prices are wanted; see HistoryRequest::conversion.

Implementations

impl DepthRequest

pub fn new( symbol: impl Into<String>, count: usize, config: DepthHistoryConfig, tick_size: f64, ) -> Self

Requests the latest count columns using config and the instrument’s tick_size.

Trait Implementations

impl Clone for DepthRequest

fn clone(&self) -> DepthRequest

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DepthRequest

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

Formats the value using the given formatter.

impl PartialEq for DepthRequest

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for DepthRequest