Trait DataSource 

pub trait DataSource {
    // Required method
    fn next_quote(&mut self) -> Option<MarketState>;

    // Provided method
    fn apply_impact(&mut self, _fills: &[FillEvent]) { ... }
}

Required Methods

fn next_quote(&mut self) -> Option<MarketState>

Provided Methods

fn apply_impact(&mut self, _fills: &[FillEvent])

Apply market impact based on fills from the previous step. Default implementation does nothing (no impact).

Dyn Compatibility

This trait is dyn compatible.

In older versions of Rust, dyn compatibility was called "object safety".

Implementors

impl DataSource for ParquetDataSource

impl<P: MarketProcess> DataSource for SimulatedDataSource<P>