Level1Data

bourse_book::types

Struct Level1Data 

Source 
pub struct Level1Data {
    pub bid_price: Price,
    pub ask_price: Price,
    pub bid_vol: Vol,
    pub ask_vol: Vol,
    pub bid_touch_vol: Vol,
    pub ask_touch_vol: Vol,
    pub bid_touch_orders: OrderCount,
    pub ask_touch_orders: OrderCount,
}
Expand description

Level 1 market data

Fields§

§bid_price: Price

Bid touch price

§ask_price: Price

Ask touch price

§bid_vol: Vol

Bid total volume

§ask_vol: Vol

Ask total volume

§bid_touch_vol: Vol

Bid touch volume

§ask_touch_vol: Vol

Ask touch volume

§bid_touch_orders: OrderCount

Number of bid orders at touch

§ask_touch_orders: OrderCount

Number of ask orders at touch

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