Struct OrderBook 

pub struct OrderBook {
    pub symbol: String,
    pub bids: BTreeMap<OrderedFloat<f64>, f64>,
    pub asks: BTreeMap<OrderedFloat<f64>, f64>,
    pub last_u: Option<u64>,
    pub snapshot_id: Option<u64>,
    pub depth: u16,
}

A sorted Binance order book (bids descending by price, asks ascending).

Values are absolute quantities (Binance-style). last_u and snapshot_id reflect the latest applied update and the initializing REST snapshot respectively.

Most users don’t construct OrderBook directly—consume it via the watch::Receiver<OrderBook> returned by [generate_orderbooks].

Fields

symbol: String

bids: BTreeMap<OrderedFloat<f64>, f64>

asks: BTreeMap<OrderedFloat<f64>, f64>

last_u: Option<u64>

snapshot_id: Option<u64>

depth: u16

Implementations

impl OrderBook

pub fn new(symbol: &str) -> Self

pub async fn init_ob(symbol: &str) -> Result<OrderBook, Box<dyn Error>>

pub async fn resync_ob(&mut self) -> Result<(), Box<dyn Error>>

pub async fn get_depth_snapshot( &self, limit: u16, ) -> Result<DepthSnapshot, Box<dyn Error>>

pub fn from_snapshot(&mut self, snap: &DepthSnapshot)

Build a sorted book directly from a REST snapshot.

pub fn apply_update(&mut self, ev: &DepthUpdate)

Apply one WS depth update (absolute quantities)

pub fn continuity_check<'a>( &mut self, du: &'a DepthUpdate, ) -> UpdateDecision<'a>

Trait Implementations

impl Clone for OrderBook

fn clone(&self) -> OrderBook

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderBook

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

Formats the value using the given formatter.