Struct brontes_types::db::cex::quotes::CexPriceMap
source · pub struct CexPriceMap {
pub quotes: FastHashMap<CexExchange, FastHashMap<Pair, Vec<CexQuote>>>,
pub most_liquid_ex: FastHashMap<Pair, Vec<CexExchange>>,
}
Fields§
§quotes: FastHashMap<CexExchange, FastHashMap<Pair, Vec<CexQuote>>>
§most_liquid_ex: FastHashMap<Pair, Vec<CexExchange>>
Implementations§
source§impl CexPriceMap
impl CexPriceMap
pub fn new() -> Self
sourcepub fn get_quote_from_most_liquid_exchange(
&self,
pair: &Pair,
timestamp: u64,
max_time_diff: Option<u64>,
) -> Option<FeeAdjustedQuote>
pub fn get_quote_from_most_liquid_exchange( &self, pair: &Pair, timestamp: u64, max_time_diff: Option<u64>, ) -> Option<FeeAdjustedQuote>
Retrieves the quote closest to the specified timestamp for the given pair on the exchange with the highest trading volume in that month.
pub fn get_quote_at( &self, pair: &Pair, exchange: &CexExchange, timestamp: u64, max_time_diff: Option<u64>, ) -> Option<FeeAdjustedQuote>
pub fn get_exchange_quote_at_direct( &self, pair: &Pair, exchange: &CexExchange, timestamp: u64, _max_time_diff: Option<u64>, ) -> Option<FeeAdjustedQuote>
pub fn get_exchange_quote_at_via_intermediary( &self, pair: &Pair, exchange: &CexExchange, timestamp: u64, max_time_diff: Option<u64>, ) -> Option<FeeAdjustedQuote>
sourcepub fn get_vm_quote(
&self,
pair: &Pair,
exchange: &CexExchange,
) -> Option<FeeAdjustedQuote>
pub fn get_vm_quote( &self, pair: &Pair, exchange: &CexExchange, ) -> Option<FeeAdjustedQuote>
Retrieves a volume weighted CEX quote for a specified token pair from a given exchange.
This function looks up the quote for the pair
in the context of the
specified exchange
. The quote is retrieved based on an ordered
Pair
key, which allows us to avoid duplicate entries for the same
pair.
§Parameters
pair
: The pair of tokens for which the quote is requested. The pair wherepair.0
(token0) is the base asset andpair.1
(token1) is the quote asset.exchange
: The exchange from which to retrieve the quote.
§Returns
- Returns
Some(CexQuote)
with the best ask and bid price if a quote is found. - Returns a default
CexQuote
with a 1:1 price ratio if the pair tokens are identical. - If
token0
in the quote differs frompair.0
parameter, the quote’s price is reciprocated to match the requested pair ordering.
sourcepub fn get_vm_quote_via_intermediary(
&self,
pair: &Pair,
exchange: &CexExchange,
) -> Option<FeeAdjustedQuote>
pub fn get_vm_quote_via_intermediary( &self, pair: &Pair, exchange: &CexExchange, ) -> Option<FeeAdjustedQuote>
Retrieves a CEX quote for a given token pair using an intermediary asset.
This method is used when a direct quote for the pair is not available.
It attempts to construct a quote for pair
by finding a path
through a common intermediary asset as provided by the exchange
.
sourcepub fn get_vm_quote_direct_or_via_intermediary(
&self,
pair: &Pair,
exchange: &CexExchange,
) -> Option<FeeAdjustedQuote>
pub fn get_vm_quote_direct_or_via_intermediary( &self, pair: &Pair, exchange: &CexExchange, ) -> Option<FeeAdjustedQuote>
Retrieves a CEX quote for a given token pair directly or via an intermediary
pub fn get_global_vm_quote( &self, exchange_quotes: &[&FeeAdjustedQuote], dex_swap: &NormalizedSwap, ) -> Option<FeeAdjustedQuote>
pub fn get_binance_quote(&self, pair: &Pair) -> Option<FeeAdjustedQuote>
pub fn quote_count(&self) -> usize
pub fn pair_count(&self) -> usize
pub fn total_counts(&self) -> (usize, usize)
Trait Implementations§
source§impl Clone for CexPriceMap
impl Clone for CexPriceMap
source§fn clone(&self) -> CexPriceMap
fn clone(&self) -> CexPriceMap
1.0.0 · source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source
. Read moresource§impl DbRow for CexPriceMap
impl DbRow for CexPriceMap
const COLUMN_NAMES: &'static [&'static str] = _
source§impl Debug for CexPriceMap
impl Debug for CexPriceMap
source§impl Default for CexPriceMap
impl Default for CexPriceMap
source§impl<'de> Deserialize<'de> for CexPriceMap
impl<'de> Deserialize<'de> for CexPriceMap
source§fn deserialize<D>(_deserializer: D) -> Result<Self, D::Error>where
D: Deserializer<'de>,
fn deserialize<D>(_deserializer: D) -> Result<Self, D::Error>where
D: Deserializer<'de>,
source§impl From<CexPriceMap> for CexPriceMapRedefined
impl From<CexPriceMap> for CexPriceMapRedefined
source§fn from(src: CexPriceMap) -> Self
fn from(src: CexPriceMap) -> Self
source§impl Into<CexPriceMap> for CexPriceMapRedefined
impl Into<CexPriceMap> for CexPriceMapRedefined
source§fn into(self) -> CexPriceMap
fn into(self) -> CexPriceMap
source§impl PartialEq for CexPriceMap
impl PartialEq for CexPriceMap
source§impl RedefinedConvert<CexPriceMap> for CexPriceMapRedefined
impl RedefinedConvert<CexPriceMap> for CexPriceMapRedefined
fn from_source(src: CexPriceMap) -> Self
fn to_source(self) -> CexPriceMap
source§impl Serialize for CexPriceMap
impl Serialize for CexPriceMap
impl Eq for CexPriceMap
impl StructuralPartialEq for CexPriceMap
Auto Trait Implementations§
impl Freeze for CexPriceMap
impl RefUnwindSafe for CexPriceMap
impl Send for CexPriceMap
impl Sync for CexPriceMap
impl Unpin for CexPriceMap
impl UnwindSafe for CexPriceMap
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Size: 128 bytes