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 when a compact ticker is received on an invalid channel.

pub fn instrument_id(&self) -> InstrumentId

Returns the Nautilus instrument ID for this Derive symbol.

Trait Implementations

impl Clone for DeriveTickerData

fn clone(&self) -> DeriveTickerData

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: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.