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ImbalanceState

nautilus_trading::examples::actors::imbalance::actor

Struct ImbalanceState 

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pub struct ImbalanceState {
    pub update_count: u64,
    pub bid_volume_total: f64,
    pub ask_volume_total: f64,
}
Expand description

Per-instrument imbalance tracking state.

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§update_count: u64

Total number of book delta batches processed.

§bid_volume_total: f64

Cumulative bid-side volume across all updates.

§ask_volume_total: f64

Cumulative ask-side volume across all updates.

Implementations§

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impl ImbalanceState

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pub fn new() -> Self

Creates a new ImbalanceState with zero counts.

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pub fn imbalance(&self) -> f64

Returns the cumulative quoted volume imbalance, or 0.0 if no volume observed.

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impl Debug for ImbalanceState

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

Formats the value using the given formatter. Read more
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impl Default for ImbalanceState

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fn default() -> Self

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

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