sig
module Change :
sig
type t =
Unknown
| Ask_price of Price.t
| Bid_price of Price.t
| Ask_size of Volume.t
| Bid_size of Volume.t
| Ask_price_and_size of Price.t * Volume.t
| Bid_price_and_size of Price.t * Volume.t
val t_of_sexp : Sexplib.Sexp.t -> Tws.Quote.Change.t
val sexp_of_t : Tws.Quote.Change.t -> Sexplib.Sexp.t
end
type t = private {
stamp : Core.Std.Time.t;
ask_price : Price.t;
bid_price : Price.t;
ask_size : Volume.t;
bid_size : Volume.t;
change : Tws.Quote.Change.t;
}
val change : Tws.Quote.t -> Tws.Quote.Change.t
val bid_size : Tws.Quote.t -> Volume.t
val ask_size : Tws.Quote.t -> Volume.t
val bid_price : Tws.Quote.t -> Price.t
val ask_price : Tws.Quote.t -> Price.t
val stamp : Tws.Quote.t -> Core.Std.Time.t
module Fields :
sig
val names : string list
val change :
(Tws.Quote.t, Tws.Quote.Change.t) Fieldslib.Field.readonly_t
val bid_size : (Tws.Quote.t, Volume.t) Fieldslib.Field.readonly_t
val ask_size : (Tws.Quote.t, Volume.t) Fieldslib.Field.readonly_t
val bid_price : (Tws.Quote.t, Price.t) Fieldslib.Field.readonly_t
val ask_price : (Tws.Quote.t, Price.t) Fieldslib.Field.readonly_t
val stamp : (Tws.Quote.t, Core.Std.Time.t) Fieldslib.Field.readonly_t
val fold :
init:'acc__ ->
stamp:('acc__ ->
(Tws.Quote.t, Core.Std.Time.t) Fieldslib.Field.readonly_t ->
'acc__) ->
ask_price:('acc__ ->
(Tws.Quote.t, Price.t) Fieldslib.Field.readonly_t ->
'acc__) ->
bid_price:('acc__ ->
(Tws.Quote.t, Price.t) Fieldslib.Field.readonly_t ->
'acc__) ->
ask_size:('acc__ ->
(Tws.Quote.t, Volume.t) Fieldslib.Field.readonly_t ->
'acc__) ->
bid_size:('acc__ ->
(Tws.Quote.t, Volume.t) Fieldslib.Field.readonly_t ->
'acc__) ->
change:('acc__ ->
(Tws.Quote.t, Tws.Quote.Change.t) Fieldslib.Field.readonly_t ->
'acc__) ->
'acc__
val iter :
stamp:((Tws.Quote.t, Core.Std.Time.t) Fieldslib.Field.readonly_t ->
unit) ->
ask_price:((Tws.Quote.t, Price.t) Fieldslib.Field.readonly_t -> unit) ->
bid_price:((Tws.Quote.t, Price.t) Fieldslib.Field.readonly_t -> unit) ->
ask_size:((Tws.Quote.t, Volume.t) Fieldslib.Field.readonly_t -> unit) ->
bid_size:((Tws.Quote.t, Volume.t) Fieldslib.Field.readonly_t -> unit) ->
change:((Tws.Quote.t, Tws.Quote.Change.t) Fieldslib.Field.readonly_t ->
unit) ->
unit
val for_all :
stamp:((Tws.Quote.t, Core.Std.Time.t) Fieldslib.Field.readonly_t ->
bool) ->
ask_price:((Tws.Quote.t, Price.t) Fieldslib.Field.readonly_t -> bool) ->
bid_price:((Tws.Quote.t, Price.t) Fieldslib.Field.readonly_t -> bool) ->
ask_size:((Tws.Quote.t, Volume.t) Fieldslib.Field.readonly_t -> bool) ->
bid_size:((Tws.Quote.t, Volume.t) Fieldslib.Field.readonly_t -> bool) ->
change:((Tws.Quote.t, Tws.Quote.Change.t) Fieldslib.Field.readonly_t ->
bool) ->
bool
val exists :
stamp:((Tws.Quote.t, Core.Std.Time.t) Fieldslib.Field.readonly_t ->
bool) ->
ask_price:((Tws.Quote.t, Price.t) Fieldslib.Field.readonly_t -> bool) ->
bid_price:((Tws.Quote.t, Price.t) Fieldslib.Field.readonly_t -> bool) ->
ask_size:((Tws.Quote.t, Volume.t) Fieldslib.Field.readonly_t -> bool) ->
bid_size:((Tws.Quote.t, Volume.t) Fieldslib.Field.readonly_t -> bool) ->
change:((Tws.Quote.t, Tws.Quote.Change.t) Fieldslib.Field.readonly_t ->
bool) ->
bool
val to_list :
stamp:((Tws.Quote.t, Core.Std.Time.t) Fieldslib.Field.readonly_t ->
'elem__) ->
ask_price:((Tws.Quote.t, Price.t) Fieldslib.Field.readonly_t ->
'elem__) ->
bid_price:((Tws.Quote.t, Price.t) Fieldslib.Field.readonly_t ->
'elem__) ->
ask_size:((Tws.Quote.t, Volume.t) Fieldslib.Field.readonly_t ->
'elem__) ->
bid_size:((Tws.Quote.t, Volume.t) Fieldslib.Field.readonly_t ->
'elem__) ->
change:((Tws.Quote.t, Tws.Quote.Change.t) Fieldslib.Field.readonly_t ->
'elem__) ->
'elem__ list
val map_poly :
([< `Read ], Tws.Quote.t, 'x0) Fieldslib.Field.user -> 'x0 list
module Direct :
sig
val iter :
Tws.Quote.t ->
stamp:((Tws.Quote.t, Core.Std.Time.t) Fieldslib.Field.readonly_t ->
Tws.Quote.t -> Core.Std.Time.t -> unit) ->
ask_price:((Tws.Quote.t, Price.t) Fieldslib.Field.readonly_t ->
Tws.Quote.t -> Price.t -> unit) ->
bid_price:((Tws.Quote.t, Price.t) Fieldslib.Field.readonly_t ->
Tws.Quote.t -> Price.t -> unit) ->
ask_size:((Tws.Quote.t, Volume.t) Fieldslib.Field.readonly_t ->
Tws.Quote.t -> Volume.t -> unit) ->
bid_size:((Tws.Quote.t, Volume.t) Fieldslib.Field.readonly_t ->
Tws.Quote.t -> Volume.t -> unit) ->
change:((Tws.Quote.t, Tws.Quote.Change.t)
Fieldslib.Field.readonly_t ->
Tws.Quote.t -> Tws.Quote.Change.t -> unit) ->
unit
val fold :
Tws.Quote.t ->
init:'acc__ ->
stamp:('acc__ ->
(Tws.Quote.t, Core.Std.Time.t) Fieldslib.Field.readonly_t ->
Tws.Quote.t -> Core.Std.Time.t -> 'acc__) ->
ask_price:('acc__ ->
(Tws.Quote.t, Price.t) Fieldslib.Field.readonly_t ->
Tws.Quote.t -> Price.t -> 'acc__) ->
bid_price:('acc__ ->
(Tws.Quote.t, Price.t) Fieldslib.Field.readonly_t ->
Tws.Quote.t -> Price.t -> 'acc__) ->
ask_size:('acc__ ->
(Tws.Quote.t, Volume.t) Fieldslib.Field.readonly_t ->
Tws.Quote.t -> Volume.t -> 'acc__) ->
bid_size:('acc__ ->
(Tws.Quote.t, Volume.t) Fieldslib.Field.readonly_t ->
Tws.Quote.t -> Volume.t -> 'acc__) ->
change:('acc__ ->
(Tws.Quote.t, Tws.Quote.Change.t)
Fieldslib.Field.readonly_t ->
Tws.Quote.t -> Tws.Quote.Change.t -> 'acc__) ->
'acc__
end
end
val pp : Format.formatter -> Tws.Quote.t -> unit
val t_of_sexp : Sexplib.Sexp.t -> Tws.Quote.t
val sexp_of_t : Tws.Quote.t -> Sexplib.Sexp.t
end