Struct bourse_de::types::Level1Data

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pub struct Level1Data {
    pub bid_price: u32,
    pub ask_price: u32,
    pub bid_vol: u32,
    pub ask_vol: u32,
    pub bid_touch_vol: u32,
    pub ask_touch_vol: u32,
    pub bid_touch_orders: u32,
    pub ask_touch_orders: u32,
}
Expand description

Level 1 market data

Fields§

§bid_price: u32

Bid touch price

§ask_price: u32

Ask touch price

§bid_vol: u32

Bid total volume

§ask_vol: u32

Ask total volume

§bid_touch_vol: u32

Bid touch volume

§ask_touch_vol: u32

Ask touch volume

§bid_touch_orders: u32

Number of bid orders at touch

§ask_touch_orders: u32

Number of ask orders at touch

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