[−][src]Struct cxmr_orderbook::OrderBook
Exchange Order book.
Fields
last_update: u64
Timestamp of last update.
Methods
impl OrderBook
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pub fn asks(&self) -> &OrderBookSide<u64>
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Returns ask side of the orderbook.
pub fn bids(&self) -> &OrderBookSide<ReverseRate>
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Returns bid side of the orderbook.
pub fn spread(&self) -> Option<f64>
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Calculates bid-ask spread percentage relational to bid rate.
pub fn spread_nth(&self, n: usize) -> Option<f64>
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Calculates bid-ask spread percentage relational to bid rate.
pub fn update<'a, I>(&mut self, events: I) where
I: Iterator<Item = &'a Event>,
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I: Iterator<Item = &'a Event>,
Updates orderbook from events reference.
pub fn consume(&mut self, ev: Events) -> Result<Events, Error>
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Consumes events to update orderbook. Returns events with orderbook events flattened.
pub fn consume_events(&mut self, events: Vec<Event>) -> Vec<Event>
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Consumes events to update orderbook. Returns events with orderbook events flattened.
pub fn consume_event(&mut self, event: Event) -> Vec<Event>
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Consumes event to update orderbook. Returns events with orderbook events flattened.
pub fn update_from_event(&mut self, event: &Event)
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Updates orderbook from a single event.
pub fn update_from_rows(&mut self, events: &[EventData])
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Updates orderbook from data rows.
pub fn update_from_row(&mut self, event: &EventData)
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Updates orderbook from a single event.
Trait Implementations
impl Clone for OrderBook
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impl Debug for OrderBook
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impl Default for OrderBook
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impl<'de> Deserialize<'de> for OrderBook
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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
__D: Deserializer<'de>,
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__D: Deserializer<'de>,
impl<'_> From<&'_ OrderBook> for OrderBook
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impl<'_> From<&'_ OrderBook> for Vec<EventData>
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impl<'_> From<&'_ OrderBook> for Event
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impl<'a> From<&'a [EventData]> for OrderBook
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impl PartialEq<OrderBook> for OrderBook
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impl Serialize for OrderBook
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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error> where
__S: Serializer,
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__S: Serializer,
impl StructuralPartialEq for OrderBook
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Auto Trait Implementations
impl RefUnwindSafe for OrderBook
impl Send for OrderBook
impl Sync for OrderBook
impl Unpin for OrderBook
impl UnwindSafe for OrderBook
Blanket Implementations
impl<T> Any for T where
T: 'static + ?Sized,
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T: 'static + ?Sized,
impl<T> Borrow<T> for T where
T: ?Sized,
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T: ?Sized,
impl<T> BorrowMut<T> for T where
T: ?Sized,
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T: ?Sized,
fn borrow_mut(&mut self) -> &mut T
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impl<T> DeserializeOwned for T where
T: Deserialize<'de>,
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T: Deserialize<'de>,
impl<T> From<T> for T
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impl<T, U> Into<U> for T where
U: From<T>,
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U: From<T>,
impl<T> ToOwned for T where
T: Clone,
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T: Clone,
type Owned = T
The resulting type after obtaining ownership.
fn to_owned(&self) -> T
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fn clone_into(&self, target: &mut T)
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impl<T, U> TryFrom<U> for T where
U: Into<T>,
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U: Into<T>,
type Error = Infallible
The type returned in the event of a conversion error.
fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>
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impl<T, U> TryInto<U> for T where
U: TryFrom<T>,
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U: TryFrom<T>,