Module market 

Order book, quotes, trades, bars.

Structs

BookState

Local order book rebuilt from Finam’s snapshot + action rows.

RowView

Side-neutral view of a book row (unary and stream rows are different generated types).

Enums

ApplyOutcome

Result of applying rows to a BookState.

RowAction

Row action of a stream update.

Functions

bar_close

Finam gives the bar open time only; close is open + frame length (UTC for week/month).

book_snapshot

Full snapshot event from the local book.

map_bar

Bar -> core candle. Absent prices and volume become 0. close_ts is computed from the open time and the timeframe (month and longer frames follow the calendar), because the bar carries only the open time.

map_quote

Quote -> core quote. Finam sends 0 for a missing side.

map_rest_order_book

Unary OrderBook response -> snapshot.

map_trade

Trade -> market trade. A trade without a side cannot be expressed (core Side is mandatory), so it is dropped by returning None.

rest_rows

Rows of a unary OrderBook answer in the neutral form. Rows with no side or no price are skipped.

stream_rows

Rows of an order book stream message in the neutral form. Rows with no side or no price are skipped.

timeframe_to_pb

Core timeframe -> Finam. M10 has no Finam equivalent (see wire_timeframe).

wire_timeframe

Timeframe asked from Finam for a core timeframe: the same one, except M10, which is built from M5 candles (map::m10).