Struct crypto_message::OrderBookMsg

pub struct OrderBookMsg {
    pub exchange: String,
    pub market_type: MarketType,
    pub symbol: String,
    pub pair: String,
    pub msg_type: MessageType,
    pub timestamp: i64,
    pub snapshot: bool,
    pub asks: Vec<Order>,
    pub bids: Vec<Order>,
    pub seq_id: Option<u64>,
    pub prev_seq_id: Option<u64>,
    pub json: String,
}

Level2 orderbook message.

Fields

exchange: String

The exchange name, unique for each exchage

market_type: MarketType

Market type

symbol: String

Exchange-specific trading symbol or id, recognized by RESTful API

pair: String

Unified pair, base/quote, e.g., BTC/USDT

msg_type: MessageType

Message type

timestamp: i64

Unix timestamp, in milliseconds

snapshot: bool

asks: Vec<Order>

sorted in ascending order by price if snapshot=true, otherwise not sorted

bids: Vec<Order>

sorted in descending order by price if snapshot=true, otherwise not sorted

seq_id: Option<u64>

The sequence ID for this update (not all exchanges provide this information)

prev_seq_id: Option<u64>

The sequence ID for the previous update (not all exchanges provide this information)

json: String

the original JSON message

Implementations

impl OrderBookMsg

pub fn to_csv_string(&self) -> String

Convert to a CSV string.

The exchange, market_type, msg_type, pair and symbol fields are not included to save some disk space.

pub fn from_csv_string(
    exchange: &str,
    market_type: &str,
    msg_type: &str,
    pair: &str,
    symbol: &str,
    s: &str
) -> Self

Convert from a CSV string.

pub fn to_proto(&self) -> Orderbook

Convert to a protobuf message.

pub fn from_proto(
    exchange: &str,
    market_type: &str,
    msg_type: &str,
    pair: &str,
    symbol: &str,
    proto_msg: &Orderbook
) -> Self

Convert from a protobuf message.

Trait Implementations

impl<'de> Deserialize<'de> for OrderBookMsg

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

Deserialize this value from the given Serde deserializer.

impl Ord for OrderBookMsg

fn cmp(&self, other: &Self) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

Restrict a value to a certain interval.

impl PartialEq<OrderBookMsg> for OrderBookMsg

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

This method tests for self and other values to be equal, and is used by ==.

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

This method tests for !=.

impl PartialOrd<OrderBookMsg> for OrderBookMsg

fn partial_cmp(&self, other: &Self) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

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

This method tests less than (for self and other) and is used by the < operator.

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

This method tests less than or equal to (for self and other) and is used by the <= operator.

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

This method tests greater than (for self and other) and is used by the > operator.

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

This method tests greater than or equal to (for self and other) and is used by the >= operator.

impl Serialize for OrderBookMsg

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

Serialize this value into the given Serde serializer.

impl Eq for OrderBookMsg