polyester-sdk 0.1.0-alpha.28

Official Rust SDK for Polyester APIs.
Documentation
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//! Realtime publication models (Go `models/realtime.go` parity).

#[derive(Debug, Clone, PartialEq, Eq)]
pub struct PriceQtyPair {
    pub price_ticks: i64,
    pub qty_scaled: i64,
}

#[derive(Debug, Clone, PartialEq, Eq)]
pub struct OrderBookDeltaUpdate {
    pub symbol_id: u32,
    pub book_seq_start: u64,
    pub book_seq_end: u64,
    pub reset: bool,
    pub bids: Vec<PriceQtyPair>,
    pub asks: Vec<PriceQtyPair>,
}