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)>,
}

Fields

timestamp: i64

timestamp_ns: u32

sequence: SequenceIdAndNumber

bids: Vec<(Decimal, Decimal)>

Set of (price, level) updates. If zero, the price level has been removed from the book.

asks: Vec<(Decimal, Decimal)>

Set of (price, level) updates. If zero, the price level has been removed from the book.

Implementations

impl L2BookDiff

pub fn timestamp(&self) -> Option<DateTime<Utc>>

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 JsonSchema for L2BookDiff

fn schema_name() -> String

The name of the generated JSON Schema.

fn schema_id() -> Cow<'static, str>

Returns a string that uniquely identifies the schema produced by this type.

fn json_schema(generator: &mut SchemaGenerator) -> Schema

Generates a JSON Schema for this type.

fn is_referenceable() -> bool

Whether JSON Schemas generated for this type should be re-used where possible using the $ref keyword.

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.