Struct Quote Cache &nbsp; Copy item path

impl QuoteCache

pub fn new() -> Self

Create a new quote cache.

pub fn update_bid_price( &mut self, instrument_id: InstrumentId, price: f64, price_precision: u8, size_precision: u8, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Option<QuoteTick>

Update bid price and return a complete quote if available.

pub fn update_ask_price( &mut self, instrument_id: InstrumentId, price: f64, price_precision: u8, size_precision: u8, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Option<QuoteTick>

Update ask price and return a complete quote if available.

pub fn update_bid_size( &mut self, instrument_id: InstrumentId, size: f64, price_precision: u8, size_precision: u8, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Option<QuoteTick>

Update bid size and return a complete quote if available.

pub fn update_bid_size_with_filter( &mut self, instrument_id: InstrumentId, size: f64, price_precision: u8, size_precision: u8, ts_event: UnixNanos, ts_init: UnixNanos, ignore_size_only: bool, ) -> Option<QuoteTick>

Update bid size and return a complete quote if available, with optional filtering.

pub fn update_ask_size( &mut self, instrument_id: InstrumentId, size: f64, price_precision: u8, size_precision: u8, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Option<QuoteTick>

Update ask size and return a complete quote if available.

pub fn update_ask_size_with_filter( &mut self, instrument_id: InstrumentId, size: f64, price_precision: u8, size_precision: u8, ts_event: UnixNanos, ts_init: UnixNanos, ignore_size_only: bool, ) -> Option<QuoteTick>

Update ask size and return a complete quote if available, with optional filtering.

pub fn clear(&mut self)

Clear all cached quotes.

pub fn get_last_quote(&self, instrument_id: &InstrumentId) -> Option<&QuoteTick>

Get the last complete quote for an instrument (if available).

Trait Implementations§

impl Debug for QuoteCache

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

Formats the value using the given formatter. Read more

impl Default for QuoteCache

fn default() -> QuoteCache

Returns the “default value” for a type. Read more

Auto Trait Implementations§

impl UnwindSafe for QuoteCache

Blanket Implementations§

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where T: 'static + ?Sized,

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