Struct BidAsk 

pub struct BidAsk {
    pub symbol: String,
    pub bid_price: Decimal,
    pub bid_quantity: Decimal,
    pub ask_price: Decimal,
    pub ask_quantity: Decimal,
    pub timestamp: i64,
}

Best bid and ask prices data structure.

Represents the current best bid and ask prices for a trading pair. Uses Decimal for precise financial calculations.

Examples

use ccxt_core::types::BidAsk;
use rust_decimal_macros::dec;

let bid_ask = BidAsk {
    symbol: "BTC/USDT".to_string(),
    bid_price: dec!(50000),
    bid_quantity: dec!(1.5),
    ask_price: dec!(50010),
    ask_quantity: dec!(2.0),
    timestamp: 1637000000000,
};

println!("Spread: {}", bid_ask.spread());

Fields

symbol: String

Trading pair symbol (e.g., “BTC/USDT”).

bid_price: Decimal

Best bid price.

bid_quantity: Decimal

Best bid quantity.

ask_price: Decimal

Best ask price.

ask_quantity: Decimal

Best ask quantity.

timestamp: i64

Data timestamp in milliseconds (Unix timestamp).

Implementations

impl BidAsk

pub fn new( symbol: String, bid_price: Decimal, bid_quantity: Decimal, ask_price: Decimal, ask_quantity: Decimal, timestamp: i64, ) -> BidAsk

Creates a new BidAsk instance.

Arguments

• symbol - Trading pair symbol
• bid_price - Best bid price
• bid_quantity - Best bid quantity
• ask_price - Best ask price
• ask_quantity - Best ask quantity
• timestamp - Data timestamp

pub fn spread(&self) -> Decimal

Calculates the bid-ask spread (absolute value).

Returns

The spread (ask_price - bid_price).

Examples

let bid_ask = BidAsk::new(
    "BTC/USDT".to_string(),
    dec!(50000), dec!(1.5),
    dec!(50010), dec!(2.0),
    1637000000000
);
assert_eq!(bid_ask.spread(), dec!(10));

pub fn spread_percent(&self) -> Decimal

Calculates the bid-ask spread as a percentage.

Returns

The spread percentage, or Decimal::ZERO if bid_price is 0.

Examples

let bid_ask = BidAsk::new(
    "BTC/USDT".to_string(),
    dec!(50000), dec!(1.5),
    dec!(50100), dec!(2.0),
    1637000000000
);
assert_eq!(bid_ask.spread_percent(), dec!(0.2));

pub fn mid_price(&self) -> Decimal

Calculates the mid price (average of bid and ask prices).

Returns

The mid price.

Examples

let bid_ask = BidAsk::new(
    "BTC/USDT".to_string(),
    dec!(50000), dec!(1.5),
    dec!(50100), dec!(2.0),
    1637000000000
);
assert_eq!(bid_ask.mid_price(), dec!(50050));

pub fn bid_value(&self) -> Decimal

Calculates the total bid value (bid_price × bid_quantity).

Returns

The total bid value.

pub fn ask_value(&self) -> Decimal

Calculates the total ask value (ask_price × ask_quantity).

Returns

The total ask value.

pub fn quantity_ratio(&self) -> Decimal

Calculates the bid-to-ask quantity ratio.

Returns

The bid-to-ask quantity ratio (bid_quantity / ask_quantity), or Decimal::ZERO if ask_quantity is 0.

pub fn is_valid(&self) -> bool

Checks if the data is valid.

Returns

Returns true if all prices and quantities are greater than 0 and ask_price >= bid_price.

Trait Implementations

impl Clone for BidAsk

fn clone(&self) -> BidAsk

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BidAsk

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

Formats the value using the given formatter.

impl Default for BidAsk

fn default() -> BidAsk

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for BidAsk

fn deserialize<__D>( __deserializer: __D, ) -> Result<BidAsk, <__D as Deserializer<'de>>::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for BidAsk

fn eq(&self, other: &BidAsk) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for BidAsk

fn serialize<__S>( &self, __serializer: __S, ) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for BidAsk