rusty_backtest::parallel

Trait MarketDataProvider

Source 
pub trait MarketDataProvider: Send + Sync {
    // Required method
    fn get_events(
        &self,
        symbol: &str,
        start_ns: u64,
        end_ns: u64,
    ) -> SmallVec<[(u64, MarketDataEvent); 256]>;
}
Expand description

Market data provider trait

Required Methods§

Source

fn get_events( &self, symbol: &str, start_ns: u64, end_ns: u64, ) -> SmallVec<[(u64, MarketDataEvent); 256]>

Get market data events for a symbol

Implementors§