Struct crypto_msg_parser::OrderBookMsg
source · [−]pub struct OrderBookMsg {
pub exchange: String,
pub market_type: MarketType,
pub symbol: String,
pub pair: String,
pub msg_type: MessageType,
pub timestamp: i64,
pub seq_id: Option<u64>,
pub prev_seq_id: Option<u64>,
pub asks: Vec<Order>,
pub bids: Vec<Order>,
pub snapshot: bool,
pub json: String,
}
Expand description
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
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)
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
snapshot: bool
json: String
the original JSON message
Trait Implementations
sourceimpl<'de> Deserialize<'de> for OrderBookMsg
impl<'de> Deserialize<'de> for OrderBookMsg
sourcefn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
__D: Deserializer<'de>,
Deserialize this value from the given Serde deserializer. Read more
sourceimpl Serialize for OrderBookMsg
impl Serialize for OrderBookMsg
Auto Trait Implementations
impl RefUnwindSafe for OrderBookMsg
impl Send for OrderBookMsg
impl Sync for OrderBookMsg
impl Unpin for OrderBookMsg
impl UnwindSafe for OrderBookMsg
Blanket Implementations
sourceimpl<T> BorrowMut<T> for T where
T: ?Sized,
impl<T> BorrowMut<T> for T where
T: ?Sized,
const: unstable · sourcefn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
sourceimpl<T> Instrument for T
impl<T> Instrument for T
sourcefn instrument(self, span: Span) -> Instrumented<Self>
fn instrument(self, span: Span) -> Instrumented<Self>
sourcefn in_current_span(self) -> Instrumented<Self>
fn in_current_span(self) -> Instrumented<Self>
sourceimpl<T> WithSubscriber for T
impl<T> WithSubscriber for T
sourcefn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self> where
S: Into<Dispatch>,
fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self> where
S: Into<Dispatch>,
Attaches the provided Subscriber
to this type, returning a
WithDispatch
wrapper. Read more
sourcefn with_current_subscriber(self) -> WithDispatch<Self>
fn with_current_subscriber(self) -> WithDispatch<Self>
Attaches the current default Subscriber
to this type, returning a
WithDispatch
wrapper. Read more