Struct crypto_message::compact::OrderBookMsg

pub struct OrderBookMsg {
    pub exchange: Exchange,
    pub market_type: MarketType,
    pub symbol: u64,
    pub msg_type: MessageType,
    pub timestamp: i64,
    pub snapshot: bool,
    pub asks: Vec<Order>,
    pub bids: Vec<Order>,
}

Level2 orderbook message.

Fields

exchange: Exchange

The exchange name, unique for each exchage

market_type: MarketType

Market type

symbol: u64

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

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

Implementations

impl OrderBookMsg

pub fn from_json(msg: &OrderBookMsg, quantity_choice: QuantityChoice) -> Self

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 Ord for OrderBookMsg

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

This method returns an Ordering between self and other.

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

where Self: Sized,

Compares and returns the maximum of two values.

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

where Self: Sized,

Compares and returns the minimum of two values.

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

where Self: Sized + PartialOrd,

Restrict a value to a certain interval.

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

impl PartialOrd 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