Struct L2Snapshot 

pub struct L2Snapshot {
    pub timestamp: u64,
    pub symbol: String,
    pub levels: (Vec<OrderBookLevel>, Vec<OrderBookLevel>),
}

Full L2 order-book snapshot.

Received on the "l2Snapshot" channel.

Fields

timestamp: u64

symbol: String

levels: (Vec<OrderBookLevel>, Vec<OrderBookLevel>)

[[bid_levels], [ask_levels]]

Trait Implementations

impl Clone for L2Snapshot

fn clone(&self) -> L2Snapshot

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for L2Snapshot

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for L2Snapshot

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.