Enum MarketDataMessage 

pub enum MarketDataMessage {
    QuotesSuccess(SubscribeSuccessPayload),
    Quotes(QuotesData),
    OrderBookSuccess(SubscribeSuccessPayload),
    OrderBook(OrderBookData),
    LastTradesSuccess(SubscribeSuccessPayload),
    LastTrades(LastTradesData),
    LastCandleSuccess(SubscribeSuccessPayload),
    LastCandle(LastCandleData),
    ErrorResponse(MarketDataError),
    Undefined,
}

A frame of the market data channel, told apart by its responseType.

The success variants confirm a subscription. The data variants carry the data. A value of responseType this library does not know reads as MarketDataMessage::Undefined.

Error frames of the documented shape do not arrive as ErrorResponse. The docs show an error as a frame with the responseType of the data (for example OrderBook) and an errors list. Such a frame does not fit the data type, so the parser returns it as IncomingMessage::Unknown with the raw text. The ErrorResponse variant is for a frame that really has responseType = "ErrorResponse".

Examples

use brokapi_bcs_protocol::ws::models::MarketDataMessage;

let frame = r#"{"responseType":"LastTrades","ticker":"SBER","classCode":"TQBR","side":"BUY","price":300.15,"quantity":100}"#;
match serde_json::from_str::<MarketDataMessage>(frame)? {
    MarketDataMessage::LastTrades(t) => assert_eq!(t.quantity, dec!(100.0)),
    other => panic!("unexpected: {other:?}"),
}

Variants

QuotesSuccess(SubscribeSuccessPayload)

The subscription to quotes was accepted.

Quotes(QuotesData)

A quote update.

OrderBookSuccess(SubscribeSuccessPayload)

The subscription to the order book was accepted.

OrderBook(OrderBookData)

An order book update.

LastTradesSuccess(SubscribeSuccessPayload)

The subscription to the trades tape was accepted.

LastTrades(LastTradesData)

One trade of the tape.

LastCandleSuccess(SubscribeSuccessPayload)

The subscription to the last candle was accepted (responseType is CandleStickSuccess).

LastCandle(LastCandleData)

An update of the last candle (responseType is CandleStick).

ErrorResponse(MarketDataError)

An error frame with responseType = "ErrorResponse". See the note on the type.

Undefined

A responseType this library does not know.

Trait Implementations

impl Clone for MarketDataMessage

fn clone(&self) -> MarketDataMessage

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for MarketDataMessage

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for MarketDataMessage

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.