Struct L2BookDiff 

pub struct L2BookDiff {
    pub timestamp: i64,
    pub timestamp_ns: u32,
    pub sequence: SequenceIdAndNumber,
    pub bids: Vec<(Decimal, Decimal)>,
    pub asks: Vec<(Decimal, Decimal)>,
}

Incremental L2 book update. A size of 0 at a price level means remove.

Fields

timestamp: i64

timestamp_ns: u32

sequence: SequenceIdAndNumber

bids: Vec<(Decimal, Decimal)>

(price, quantity) updates. Quantity 0 = remove level.

asks: Vec<(Decimal, Decimal)>

Trait Implementations

impl Clone for L2BookDiff

fn clone(&self) -> L2BookDiff

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for L2BookDiff

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for L2BookDiff

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for L2BookDiff

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.