DpExchange.Core.Types.Quote (DpExchangeCore v0.1.4)

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Normalised price quote, returned by every venue package.

:timestamp is the venue's own — whatever it gave us, used as-is. It is not normalised, not substituted, and never invented: a quote whose freshness we cannot state is a quote we must not return.

Summary

Types

t()

Types

t()

@type t() :: %DpExchange.Core.Types.Quote{
  ask: Decimal.t() | nil,
  bid: Decimal.t() | nil,
  price: Decimal.t(),
  provider: atom() | String.t(),
  symbol: String.t(),
  timestamp: DateTime.t(),
  volume: Decimal.t() | nil
}