[−][src]Struct lobster::BookDepth

pub struct BookDepth {
    pub levels: usize,
    pub asks: Vec<BookLevel>,
    pub bids: Vec<BookLevel>,
}

A snapshot of the order book up to a certain depth level. Multiple orders at the same price points are merged into a single BookLevel struct.

Fields

levels: usize

The requested level. This field will always contain the level that was requested, even if some or all levels are empty.

asks: Vec<BookLevel>

A vector of price points with the associated quantity on the ask side.

bids: Vec<BookLevel>

A vector of price points with the associated quantity on the bid side.

Trait Implementations

impl Clone for BookDepth[src]

impl Debug for BookDepth[src]

impl PartialEq<BookDepth> for BookDepth[src]

impl StructuralPartialEq for BookDepth[src]

Auto Trait Implementations

Blanket Implementations

impl<T> Any for T where
    T: 'static + ?Sized, [src]

impl<T> Borrow<T> for T where
    T: ?Sized, [src]

impl<T> BorrowMut<T> for T where
    T: ?Sized, [src]

impl<T> From<T> for T[src]

impl<T, U> Into<U> for T where
    U: From<T>, [src]

impl<T> ToOwned for T where
    T: Clone, [src]

type Owned = T

The resulting type after obtaining ownership.

impl<T, U> TryFrom<U> for T where
    U: Into<T>, [src]

type Error = Infallible

The type returned in the event of a conversion error.

impl<T, U> TryInto<U> for T where
    U: TryFrom<T>, [src]

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.