Struct TradeRecord

pub struct TradeRecord {
    pub timestamp_exchange: u64,
    pub timestamp_system: u64,
    pub symbol: String,
    pub exchange: String,
    pub price: Decimal,
    pub quantity: Decimal,
    pub side: TradeSide,
    pub trade_id: String,
    pub buyer_order_id: Option<String>,
    pub seller_order_id: Option<String>,
    pub sequence: u64,
}

High-level trade data structure for easier manipulation

Represents a single trade transaction with all relevant metadata. This structure is optimized for serialization and uses SmartString for performance.

Fields

timestamp_exchange: u64

Timestamp when the trade occurred at the exchange (nanoseconds since epoch)

timestamp_system: u64

Timestamp when the trade was processed by our system (nanoseconds since epoch)

symbol: String

Trading pair symbol (e.g., “BTCUSDT”)

exchange: String

Exchange identifier (e.g., “binance”, “coinbase”)

price: Decimal

Trade execution price using high-precision decimal arithmetic

quantity: Decimal

Trade quantity/volume using high-precision decimal arithmetic

side: TradeSide

Side of the trade (buy or sell)

trade_id: String

Unique identifier for this trade from the exchange

buyer_order_id: Option<String>

Optional order ID of the buyer (if available from exchange)

seller_order_id: Option<String>

Optional order ID of the seller (if available from exchange)

sequence: u64

Sequence number for ordering trades chronologically

Trait Implementations

impl Clone for TradeRecord

fn clone(&self) -> TradeRecord

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TradeRecord

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

Formats the value using the given formatter.