Struct MarketTrade

#[repr(align(64))]
pub struct MarketTrade {
    pub timestamp: Instant,
    pub exchange_time_ns: u64,
    pub price: Decimal,
    pub quantity: Decimal,
    pub direction: OrderSide,
    pub instrument_id: InstrumentId,
}

Represents a single executed trade in the market

Cache-aligned structure for optimal memory access patterns in HFT systems. Contains all essential information about a market trade/transaction.

Fields

timestamp: Instant

High-resolution timestamp using quanta.

exchange_time_ns: u64

Exchange-provided timestamp (nanoseconds).

price: Decimal

Trade price.

quantity: Decimal

Trade quantity.

direction: OrderSide

Buy or Sell side.

instrument_id: InstrumentId

Reference to the traded instrument.

Implementations

impl MarketTrade

pub fn new( price: Decimal, quantity: Decimal, direction: OrderSide, instrument_id: InstrumentId, clock: &Clock, exchange_time_ns: u64, ) -> Self

Creates a new trade with current timestamp

pub fn latency(&self) -> Option<u64>

Get the latency between exchange time and local time (in nanoseconds)

pub fn notional_value(&self) -> Decimal

Get the notional value (price * quantity) of this trade

Trait Implementations

impl Clone for MarketTrade

fn clone(&self) -> MarketTrade

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for MarketTrade

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

Formats the value using the given formatter.

impl PartialEq for MarketTrade

fn eq(&self, other: &MarketTrade) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Eq for MarketTrade

impl StructuralPartialEq for MarketTrade