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 Debug for OrderBookMsg

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

Formats the value using the given formatter.

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 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.