Enum L2BookUpdate 

pub enum L2BookUpdate {
    Snapshot(L2BookSnapshot),
    Diff(L2BookDiff),
}

To build a book from a stream of updates, the client should first subscribe to this update stream, which then returns a stream starting with a snapshot and following with diffs.

Diffs should be applied consecutively to the snapshot in order to reconstruct the state of the book.

/// Suppose we receive this snapshot from the server:
let snapshot: L2BookUpdate = serde_json::from_str(r#"{
    "t": "s",
    "ts": 1729700837,
    "tn": 0,
    "sid": 123,
    "sn": 8999,
    "b": [["99.00", "3"], ["98.78", "2"]],
    "a": [["100.00", "1"], ["100.10", "2"]]
}"#)?;

/// It corresponds to the following book:
let mut book = BTreeMap::new();
book.insert(dec!(99.00), 3);
book.insert(dec!(98.78), 2);
book.insert(dec!(100.00), 1);
book.insert(dec!(100.10), 2);

/// Then we receive this update:
let diff: L2BookUpdate = serde_json::from_str(r#"{
    "t": "d",
    "ts": 1729700839,
    "tn": 0,
    "sid": 123,
    "sn": 9000,
    "b": [["99.00", "1"]],
    "a": []
}"#)?;

/// Verify that the sequence number is correct
assert!(diff.sequence().is_next_in_sequence(&snapshot.sequence()));

/// Apply the update to our book
book.insert(dec!(99.00), 1);

// Suppose we then receive this update:
let diff: L2BookUpdate = serde_json::from_str(r#"{
    "t": "d",
    "ts": 1729700841,
    "tn": 0,
    "sid": 123,
    "sn": 9005,
    "b": [],
    "a": [["103.00", "1"]]
}"#)?;

/// We shouldn't apply this update because it's not next in sequence!
assert_eq!(diff.sequence().is_next_in_sequence(&snapshot.sequence()), false);

/// Or if we had received this update:
let diff: L2BookUpdate = serde_json::from_str(r#"{
    "t": "d",
    "ts": 1729700841,
    "tn": 0,
    "sid": 170,
    "sn": 9001,
    "b": [],
    "a": [["103.00", "1"]]
}"#)?;

/// It appears that the sequence id is changed, signalling a new sequence.
/// In this case, we should re-request the snapshot from the server.
assert_eq!(diff.sequence().is_next_in_sequence(&snapshot.sequence()), false);

Variants

Snapshot(L2BookSnapshot)

Diff(L2BookDiff)

Implementations

impl L2BookUpdate

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

pub fn sequence(&self) -> SequenceIdAndNumber

pub fn is_snapshot(&self) -> bool

Trait Implementations

impl Clone for L2BookUpdate

fn clone(&self) -> L2BookUpdate

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for L2BookUpdate

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for L2BookUpdate

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl JsonSchema for L2BookUpdate

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 L2BookUpdate

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

where __S: Serializer,

Serialize this value into the given Serde serializer.