Struct Transaction

#[repr(align(64))]
pub struct Transaction {
    pub code: String,
    pub sequential_id: u64,
    pub price: Decimal,
    pub volume: Decimal,
    pub side: OrderSide,
    pub trade_timestamp_ns: u64,
    pub timestamp_ns: u64,
    pub local_time_ns: u64,
    pub best_ask_price: Option<Decimal>,
    pub best_ask_size: Option<Decimal>,
    pub best_bid_price: Option<Decimal>,
    pub best_bid_size: Option<Decimal>,
}

Processed trade transaction with additional information

Fields

code: String

Market code (e.g., “KRW-BTC”)

sequential_id: u64

Sequential ID (unique ID for the trade)

price: Decimal

Trade price

volume: Decimal

Trade volume

side: OrderSide

Trade side (Buy/Sell)

trade_timestamp_ns: u64

Trade timestamp in nanoseconds

timestamp_ns: u64

Message timestamp in nanoseconds

local_time_ns: u64

Local timestamp when processed (nanoseconds)

best_ask_price: Option<Decimal>

Best ask price at the time of trade

best_ask_size: Option<Decimal>

Best ask size at the time of trade

best_bid_price: Option<Decimal>

Best bid price at the time of trade

best_bid_size: Option<Decimal>

Best bid size at the time of trade

Implementations

impl Transaction

pub fn from_trade_message(msg: &TradeMessage, local_time_ns: u64) -> Self

Create a new transaction from a trade message

Trait Implementations

impl Clone for Transaction

fn clone(&self) -> Transaction

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Transaction

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

Formats the value using the given formatter.