Struct LocalOrderbook 

pub struct LocalOrderbook { /* private fields */ }

Local orderbook maintained from WebSocket updates.

This structure maintains a sorted orderbook from snapshot and delta updates. Bids are sorted by price descending (highest first), asks ascending (lowest first).

Implementations

impl LocalOrderbook

pub fn new(symbol: impl Into<String>) -> Self

Create a new empty orderbook for a symbol.

pub fn symbol(&self) -> &str

Get the symbol this orderbook is for.

pub fn is_initialized(&self) -> bool

Check if the orderbook has been initialized with a snapshot.

pub fn update_id(&self) -> u64

Get the current update ID.

pub fn sequence(&self) -> Option<u64>

Get the sequence number.

pub fn last_update_ts(&self) -> u64

Get the last update timestamp.

pub fn apply_update( &mut self, update: &WsStreamMessage<OrderbookData>, ) -> Result<(), BybitError>

Apply an orderbook update (snapshot or delta).

Update Rules

• Snapshots replace the entire orderbook.
• Deltas are applied incrementally:
  • If size is “0”, the price level is removed.
  • If the price level does not exist, it is inserted.
  • If the price level exists, the size is updated.
• If update_id is 1, treat it as a snapshot.

pub fn best_bid(&self) -> Option<&PriceLevel>

Get the best bid (highest buy price).

pub fn best_ask(&self) -> Option<&PriceLevel>

Get the best ask (lowest sell price).

pub fn spread(&self) -> Option<f64>

Get the bid-ask spread.

pub fn mid_price(&self) -> Option<f64>

Get the mid price (average of best bid and best ask).

pub fn top_bids(&self, n: usize) -> Vec<&PriceLevel>

Get the top N bids (sorted by price descending).

pub fn top_asks(&self, n: usize) -> Vec<&PriceLevel>

Get the top N asks (sorted by price ascending).

pub fn bids(&self) -> impl Iterator<Item = &PriceLevel>

Get all bids (sorted by price descending).

pub fn asks(&self) -> impl Iterator<Item = &PriceLevel>

Get all asks (sorted by price ascending).

pub fn bid_depth(&self) -> f64

Get the total bid depth (sum of all bid sizes).

pub fn ask_depth(&self) -> f64

Get the total ask depth (sum of all ask sizes).

pub fn bid_levels(&self) -> usize

Get the number of bid levels.

pub fn ask_levels(&self) -> usize

Get the number of ask levels.

pub fn clear(&mut self)

Clear the orderbook and reset to uninitialized state.

pub fn imbalance(&self) -> f64

Get orderbook imbalance ratio.

Returns a value between -1 and 1.

• Positive values indicate more bid depth (buying pressure).
• Negative values indicate more ask depth (selling pressure).
• Zero indicates balanced depth.

Trait Implementations

impl Debug for LocalOrderbook

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

Formats the value using the given formatter.