Struct OrderBooksL2 

pub struct OrderBooksL2;

Barter Subscription SubscriptionKind that yields L2 OrderBookEvent market events

Level 2 refers to an OrderBook with orders at each price level aggregated.

Trait Implementations

impl Clone for OrderBooksL2

fn clone(&self) -> OrderBooksL2

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderBooksL2

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

Formats the value using the given formatter.

impl Default for OrderBooksL2

fn default() -> OrderBooksL2

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for OrderBooksL2

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>

where D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for OrderBooksL2

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

Formats the value using the given formatter.

impl<InstrumentKey> ExchangeTransformer<Binance<BinanceServerFuturesUsd>, InstrumentKey, OrderBooksL2> for BinanceFuturesUsdOrderBooksL2Transformer<InstrumentKey>

where InstrumentKey: Clone + PartialEq + Send + Sync,

fn init<'life0, 'async_trait>( instrument_map: Map<InstrumentKey>, initial_snapshots: &'life0 [MarketEvent<InstrumentKey, OrderBookEvent>], __arg2: UnboundedSender<WsMessage>, ) -> Pin<Box<dyn Future<Output = Result<Self, DataError>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Initialise a new Self, also fetching any market data snapshots required for the associated Exchange and SubscriptionKind market stream to function.

impl<InstrumentKey> ExchangeTransformer<Binance<BinanceServerSpot>, InstrumentKey, OrderBooksL2> for BinanceSpotOrderBooksL2Transformer<InstrumentKey>

where InstrumentKey: Clone + PartialEq + Send + Sync,

fn init<'life0, 'async_trait>( instrument_map: Map<InstrumentKey>, initial_snapshots: &'life0 [MarketEvent<InstrumentKey, OrderBookEvent>], __arg2: UnboundedSender<WsMessage>, ) -> Pin<Box<dyn Future<Output = Result<Self, DataError>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Initialise a new Self, also fetching any market data snapshots required for the associated Exchange and SubscriptionKind market stream to function.

impl<InstrumentKey, Server> ExchangeTransformer<Bybit<Server>, InstrumentKey, OrderBooksL2> for BybitOrderBooksL2Transformer<InstrumentKey>

where InstrumentKey: Clone + PartialEq + Send + Sync,

fn init<'life0, 'async_trait>( instrument_map: Map<InstrumentKey>, _: &'life0 [MarketEvent<InstrumentKey, OrderBookEvent>], __arg2: UnboundedSender<WsMessage>, ) -> Pin<Box<dyn Future<Output = Result<Self, DataError>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Initialise a new Self, also fetching any market data snapshots required for the associated Exchange and SubscriptionKind market stream to function.

impl Hash for OrderBooksL2

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl Ord for OrderBooksL2

fn cmp(&self, other: &OrderBooksL2) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

impl PartialEq for OrderBooksL2

fn eq(&self, other: &OrderBooksL2) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl PartialOrd for OrderBooksL2

fn partial_cmp(&self, other: &OrderBooksL2) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

fn lt(&self, other: &Rhs) -> bool

Tests less than (for self and other) and is used by the < operator.

fn le(&self, other: &Rhs) -> bool

Tests less than or equal to (for self and other) and is used by the <= operator.

fn gt(&self, other: &Rhs) -> bool

Tests greater than (for self and other) and is used by the > operator.

fn ge(&self, other: &Rhs) -> bool

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl Serialize for OrderBooksL2

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>

where S: Serializer,

Serialize this value into the given Serde serializer.

impl SnapshotFetcher<Binance<BinanceServerFuturesUsd>, OrderBooksL2> for BinanceFuturesUsdOrderBooksL2SnapshotFetcher

fn fetch_snapshots<Instrument>( subscriptions: &[Subscription<BinanceFuturesUsd, Instrument, OrderBooksL2>], ) -> impl Future<Output = Result<Vec<MarketEvent<Instrument::Key, OrderBookEvent>>, SocketError>> + Send

where Instrument: InstrumentData, Subscription<BinanceFuturesUsd, Instrument, OrderBooksL2>: Identifier<BinanceMarket>,

impl SnapshotFetcher<Binance<BinanceServerSpot>, OrderBooksL2> for BinanceSpotOrderBooksL2SnapshotFetcher

fn fetch_snapshots<Instrument>( subscriptions: &[Subscription<BinanceSpot, Instrument, OrderBooksL2>], ) -> impl Future<Output = Result<Vec<MarketEvent<Instrument::Key, OrderBookEvent>>, SocketError>> + Send

where Instrument: InstrumentData, Subscription<BinanceSpot, Instrument, OrderBooksL2>: Identifier<BinanceMarket>,

impl<Instrument> StreamSelector<Instrument, OrderBooksL2> for BinanceFuturesUsd

where Instrument: InstrumentData,

type SnapFetcher = BinanceFuturesUsdOrderBooksL2SnapshotFetcher

type Stream = ExchangeStream<WebSocketParser, SplitStream<WebSocketStream<MaybeTlsStream<TcpStream>>>, BinanceFuturesUsdOrderBooksL2Transformer<<Instrument as InstrumentData>::Key>>

impl<Instrument> StreamSelector<Instrument, OrderBooksL2> for BinanceSpot

where Instrument: InstrumentData,

type SnapFetcher = BinanceSpotOrderBooksL2SnapshotFetcher

type Stream = ExchangeStream<WebSocketParser, SplitStream<WebSocketStream<MaybeTlsStream<TcpStream>>>, BinanceSpotOrderBooksL2Transformer<<Instrument as InstrumentData>::Key>>

impl<Instrument, Server> StreamSelector<Instrument, OrderBooksL2> for Bybit<Server>

where Instrument: InstrumentData, Server: ExchangeServer + Debug + Send + Sync,

type SnapFetcher = NoInitialSnapshots

type Stream = ExchangeStream<WebSocketParser, SplitStream<WebSocketStream<MaybeTlsStream<TcpStream>>>, BybitOrderBooksL2Transformer<<Instrument as InstrumentData>::Key>>

impl SubscriptionKind for OrderBooksL2

type Event = OrderBookEvent

fn as_str(&self) -> &'static str

impl Copy for OrderBooksL2

impl Eq for OrderBooksL2

impl StructuralPartialEq for OrderBooksL2