Struct bourse_de::types::Level2Data

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pub struct Level2Data<const N: usize> {
    pub bid_price: u32,
    pub ask_price: u32,
    pub bid_vol: u32,
    pub ask_vol: u32,
    pub bid_price_levels: [(u32, u32); N],
    pub ask_price_levels: [(u32, u32); N],
}
Expand description

Level 2 market data

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§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_price_levels: [(u32, u32); N]

Volume and number of bid orders at price-levels

§ask_price_levels: [(u32, u32); N]

Volume and number of ask orders at price-levels

Auto Trait Implementations§

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impl<const N: usize> Freeze for Level2Data<N>

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impl<const N: usize> RefUnwindSafe for Level2Data<N>

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impl<const N: usize> Send for Level2Data<N>

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impl<const N: usize> Sync for Level2Data<N>

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impl<const N: usize> Unpin for Level2Data<N>

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impl<const N: usize> UnwindSafe for Level2Data<N>

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where T: 'static + ?Sized,

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