Enum DeriveTickerData 

pub enum DeriveTickerData {
    Envelope {
        timestamp: i64,
        instrument_ticker: DeriveTicker,
    },
    SlimEnvelope {
        timestamp: i64,
        instrument_ticker: DeriveTickerSnapshot,
    },
    Ticker(DeriveTicker),
}

Ticker payload shape pushed by the Derive ticker channels.

Variants

Envelope

Full ticker shape with a feed timestamp and nested ticker snapshot.

Fields

timestamp: i64

Feed snapshot timestamp in UNIX milliseconds.

instrument_ticker: DeriveTicker

Full instrument ticker snapshot.

SlimEnvelope

Compact ticker shape with a feed timestamp and nested ticker snapshot.

Fields

timestamp: i64

Feed snapshot timestamp in UNIX milliseconds.

instrument_ticker: DeriveTickerSnapshot

Compact instrument ticker snapshot.

Ticker(DeriveTicker)

Legacy shape where params.data is the ticker object itself.

Implementations

impl DeriveTickerData

pub const fn timestamp(&self) -> i64

Returns the ticker timestamp in UNIX milliseconds.

pub fn instrument_name(&self) -> &Ustr

Returns the ticker instrument name.

pub fn best_ask_price(&self) -> Decimal

Returns the best ask price.

pub fn best_bid_price(&self) -> Decimal

Returns the best bid price.

pub fn best_ask_amount(&self) -> Decimal

Returns the best ask amount.

pub fn best_bid_amount(&self) -> Decimal

Returns the best bid amount.

pub fn mark_price(&self) -> Decimal

Returns the current mark price.

pub fn index_price(&self) -> Decimal

Returns the current index price.

pub fn funding_rate(&self) -> Option<Decimal>

Returns the current funding rate when the ticker carries one.

pub fn option_pricing(&self) -> Option<&DeriveOptionPricing>

Returns option pricing fields when the ticker carries them.

pub fn stats(&self) -> Option<&DeriveAggregateTradingStats>

Returns 24-hour aggregate statistics when the ticker carries them.

pub fn apply_channel_context(&mut self, channel: &str) -> Result<(), String>

Fills compact ticker context that the venue omits from ticker_slim.

Errors

Returns an error if a compact ticker is received on an invalid channel.

pub fn instrument_id(&self) -> Result<InstrumentId>

Returns the Nautilus instrument ID for this Derive symbol.

Errors

Returns an error if the venue symbol is empty or contains only whitespace.

Trait Implementations

impl Clone for DeriveTickerData

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DeriveTickerData

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for DeriveTickerData

fn deserialize<D: Deserializer<'de>>(deserializer: D) -> Result<Self, D::Error>

Deserialize this value from the given Serde deserializer.