Struct OrderBookSide 

pub struct OrderBookSide<Side> {
    pub side: Side,
    /* private fields */
}

Normalised Barter Levels for one Side of the OrderBook.

Fields

side: Side

Implementations

impl OrderBookSide<Bids>

pub fn bids<Iter, L>(levels: Iter) -> Self

where Iter: IntoIterator<Item = L>, L: Into<Level>,

Construct a new OrderBookSide<Bids> from the provided Levels.

pub fn upsert<L>(&mut self, levels: &[L])

where L: Into<Level> + Copy,

Upsert bid Levels into this OrderBookSide<Bids>.

impl OrderBookSide<Asks>

pub fn asks<Iter, L>(levels: Iter) -> Self

where Iter: IntoIterator<Item = L>, L: Into<Level>,

Construct a new OrderBookSide<Asks> from the provided Levels.

pub fn upsert<L>(&mut self, levels: &[L])

where L: Into<Level> + Copy,

Upsert ask Levels into this OrderBookSide<Asks>.

impl<Side> OrderBookSide<Side>

where Side: Display + Debug,

pub fn best(&self) -> Option<&Level>

Get best Level on the OrderBookSide.

pub fn levels(&self) -> &[Level]

Return a reference to the OrderBookSide levels.

pub fn upsert_single<FnOrd>(&mut self, new_level: Level, fn_ord: FnOrd)

where FnOrd: Fn(&Level) -> Ordering,

Upsert a single Level into this OrderBookSide.

Upsert Scenarios

1 Level Already Exists

1a) New value is 0, remove the level 1b) New value is > 0, replace the level

2 Level Does Not Exist

2a) New value is 0, log warn and continue 2b) New value is > 0, insert new level

Trait Implementations

impl<Side: Clone> Clone for OrderBookSide<Side>

fn clone(&self) -> OrderBookSide<Side>

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<Side: Debug> Debug for OrderBookSide<Side>

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

Formats the value using the given formatter.

impl Default for OrderBookSide<Asks>

fn default() -> Self

Returns the “default value” for a type.

impl Default for OrderBookSide<Bids>

fn default() -> Self

Returns the “default value” for a type.

impl<'de, Side> Deserialize<'de> for OrderBookSide<Side>

where Side: Deserialize<'de>,

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<Side: PartialEq> PartialEq for OrderBookSide<Side>

fn eq(&self, other: &OrderBookSide<Side>) -> 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<Side> Serialize for OrderBookSide<Side>

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl<Side: Eq> Eq for OrderBookSide<Side>

impl<Side> StructuralPartialEq for OrderBookSide<Side>