Struct OrderBook

pub struct OrderBook<O>
where
    O: Order,
{
    pub bids: Vec<O>,
    pub asks: Vec<O>,
}

Fields

bids: Vec<O>

asks: Vec<O>

Implementations

impl<O: Order> OrderBook<O>

pub fn update_by_index( &mut self, side: Side, operation: Operation<O>, index: usize, )

Trait Implementations

impl<O> Clone for OrderBook<O>

where O: Order + Clone,

fn clone(&self) -> OrderBook<O>

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<O> Debug for OrderBook<O>

where O: Order + Debug,

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

Formats the value using the given formatter.

impl<O> Default for OrderBook<O>

where O: Order + Default,

fn default() -> OrderBook<O>

Returns the “default value” for a type.

impl<O: Order> TopOfBook for OrderBook<O>

type Price = <O as Order>::Price

type Volume = <O as Order>::Volume

fn bid_price(&self) -> Option<Self::Price>

fn bid_volume(&self) -> Option<Self::Volume>

fn ask_price(&self) -> Option<Self::Price>

fn ask_volume(&self) -> Option<Self::Volume>

fn mid_price( &self, ) -> Option<<<Self::Price as Add>::Output as Div<Self::Price>>::Output>

where Self::Price: Add + From<u8>, <Self::Price as Add>::Output: Div<Self::Price>,

Calculate the mid price from the bid and ask.