Struct HyperliquidTwapSliceFill 

pub struct HyperliquidTwapSliceFill {

    pub user: String,
    pub twap_id: u64,
    pub coin: String,
    pub instrument_id: Option<InstrumentId>,
    pub price: Decimal,
    pub size: Decimal,
    pub side: OrderSide,
    pub hash: String,
    pub oid: u64,
    pub tid: u64,
    pub crossed: bool,
    pub fee: Decimal,
    pub fee_token: String,
    pub dir: String,
    pub closed_pnl: Decimal,
    pub is_snapshot: bool,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
}

One slice fill from the Hyperliquid userTwapSliceFills WebSocket channel.

Opt-in custom data (not part of default user execution subscriptions).

Fields

user: String

User address from the subscription envelope.

twap_id: u64

Venue TWAP order identifier.

coin: String

Raw Hyperliquid coin symbol from the fill.

instrument_id: Option<InstrumentId>

Resolved Nautilus instrument ID when the coin is known in cache.

price: Decimal

Fill price.

size: Decimal

Fill size.

side: OrderSide

Fill side.

hash: String

L1 transaction hash.

oid: u64

Venue order id for the slice.

tid: u64

Venue trade id.

crossed: bool

Whether the fill crossed the spread (taker).

fee: Decimal

Fee amount (negative means rebate).

fee_token: String

Token the fee was paid in.

dir: String

Frontend display direction string from the venue.

closed_pnl: Decimal

Closed PnL for the fill.

is_snapshot: bool

Whether this event belongs to a venue snapshot batch.

ts_event: UnixNanos

UNIX timestamp (nanoseconds) when the fill occurred.

ts_init: UnixNanos

UNIX timestamp (nanoseconds) when the instance was initialized.

Implementations

impl HyperliquidTwapSliceFill

pub fn new( user: String, twap_id: u64, coin: String, instrument_id: Option<InstrumentId>, price: Decimal, size: Decimal, side: OrderSide, hash: String, oid: u64, tid: u64, crossed: bool, fee: Decimal, fee_token: String, dir: String, closed_pnl: Decimal, is_snapshot: bool, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Self

Constructor from all fields. Use from Rust; Python init forwards to this.

impl HyperliquidTwapSliceFill

pub fn repr(&self) -> String

Returns a string representation in the same style as Python CustomDataClass (fields and ts_event/ts_init as ISO8601).

Trait Implementations

impl ArrowSchemaProvider for HyperliquidTwapSliceFill

fn get_schema(metadata: Option<HashMap<String, String>>) -> Schema

Returns the Arrow schema for this type with optional metadata.

fn get_schema_map() -> HashMap<String, String>

Returns a map of field names to their Arrow data types.

impl CatalogPathPrefix for HyperliquidTwapSliceFill

fn path_prefix() -> &'static str

Returns the path prefix (directory name) for this data type.

impl Clone for HyperliquidTwapSliceFill

fn clone(&self) -> HyperliquidTwapSliceFill

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl CustomDataSerialize for HyperliquidTwapSliceFill

fn schema(&self) -> Result<Schema>

Returns the Arrow schema for this custom data type.

fn encode_record_batch( &self, items: &[Arc<dyn CustomDataTrait>], ) -> Result<RecordBatch>

Encodes a batch of custom data items to an Arrow RecordBatch.

impl CustomDataTrait for HyperliquidTwapSliceFill

fn type_name(&self) -> &'static str

Returns the type name for the custom data.

fn type_name_static() -> &'static str

Returns the type name used in serialized form (e.g. in the "type" field).

fn as_any(&self) -> &dyn Any

Returns the data as a dyn Any for downcasting.

fn ts_event(&self) -> UnixNanos

Returns the event timestamp (when the data occurred).

fn to_json(&self) -> Result<String>

Serializes the custom data to a JSON string.

fn clone_arc(&self) -> Arc<dyn CustomDataTrait>

Returns a cloned Arc of the custom data.

fn eq_arc(&self, other: &dyn CustomDataTrait) -> bool

Returns whether the custom data is equal to another.

fn from_json(value: Value) -> Result<Arc<dyn CustomDataTrait>>

Deserializes from a JSON value into an Arc’d trait object.

fn to_pyobject(&self, py: Python<'_>) -> PyResult<Py<PyAny>>

Converts the custom data to a Python object.

fn to_json_py(&self) -> Result<String, Error>

Python-facing JSON serialization. Default implementation forwards to to_json. Override if a different behavior is needed for the Python API.

impl Debug for HyperliquidTwapSliceFill

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

Formats the value using the given formatter.

impl DecodeDataFromRecordBatch for HyperliquidTwapSliceFill

fn decode_data_batch( _metadata: &HashMap<String, String>, record_batch: RecordBatch, ) -> Result<Vec<Data>, EncodingError>

Decodes a RecordBatch into raw Data values, using the provided metadata.

impl DerefToPyAny for HyperliquidTwapSliceFill

impl<'de> Deserialize<'de> for HyperliquidTwapSliceFill

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for HyperliquidTwapSliceFill

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

Formats the value using the given formatter.

impl EncodeToRecordBatch for HyperliquidTwapSliceFill

fn encode_batch( metadata: &HashMap<String, String>, data: &[Self], ) -> Result<RecordBatch, ArrowError>

Encodes a batch of values into an Arrow RecordBatch using the provided metadata.

fn metadata(&self) -> HashMap<String, String>

Returns the metadata for this data element.

fn chunk_metadata(chunk: &[Self]) -> HashMap<String, String>

Returns the metadata selected for a chunk.

impl From<HyperliquidTwapSliceFill> for Data

fn from(value: HyperliquidTwapSliceFill) -> Self

Converts to this type from the input type.

impl<'a, 'py> FromPyObject<'a, 'py> for HyperliquidTwapSliceFill

where Self: Clone,

type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error.

fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj.

impl HasTsInit for HyperliquidTwapSliceFill

fn ts_init(&self) -> UnixNanos

Returns the UNIX timestamp (nanoseconds) when the instance was created.

impl<'py> IntoPyObject<'py> for HyperliquidTwapSliceFill

type Target = HyperliquidTwapSliceFill

The Python output type

type Output = Bound<'py, <HyperliquidTwapSliceFill as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PartialEq for HyperliquidTwapSliceFill

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

Equality operator ==.

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

Inequality operator !=.

impl PyClass for HyperliquidTwapSliceFill

const NAME: &str = "HyperliquidTwapSliceFill"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for HyperliquidTwapSliceFill

const MODULE: Option<&str> = ::core::option::Option::None

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// One slice fill from the Hyperliquid `userTwapSliceFills` WebSocket channel. /// /// Opt-in custom data (not part of default user execution subscriptions).

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<HyperliquidTwapSliceFill as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<HyperliquidTwapSliceFill>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForHyperliquidTwapSliceFill

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for HyperliquidTwapSliceFill

const TEXT_SIGNATURE: &'static str = "(user, twap_id, coin, instrument_id, price, size, side, hash, oid, tid, crossed, fee, fee_token, dir, closed_pnl, is_snapshot, ts_event, ts_init)"

impl PyStubType for HyperliquidTwapSliceFill

fn type_output() -> TypeInfo

The type to be used in the output signature, i.e. return type of the Python function or methods.

fn type_input() -> TypeInfo

The type to be used in the input signature, i.e. the arguments of the Python function or methods.

impl PyTypeInfo for HyperliquidTwapSliceFill

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl Serialize for HyperliquidTwapSliceFill

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for HyperliquidTwapSliceFill

impl TryFrom<Data> for HyperliquidTwapSliceFill

type Error = Error

The type returned in the event of a conversion error.

fn try_from(value: Data) -> Result<Self, Self::Error>

Performs the conversion.