Struct OrderBook

pub struct OrderBook {
    pub last_update: u64,
    /* private fields */
}

Exchange Order book.

Fields

last_update: u64

Timestamp of last update.

Implementations

impl OrderBook

pub fn asks(&self) -> &OrderBookSide<u64>

Returns ask side of the orderbook.

pub fn bids(&self) -> &OrderBookSide<ReverseRate>

Returns bid side of the orderbook.

pub fn spread(&self) -> Option<f64>

Calculates bid-ask spread percentage relational to bid rate.

pub fn spread_nth(&self, n: usize) -> Option<f64>

Calculates bid-ask spread percentage relational to bid rate.

pub fn update<'a, I>(&mut self, events: I)

where I: Iterator<Item = &'a Event>,

Updates orderbook from events reference.

pub fn consume(&mut self, ev: Events) -> Result<Events, Error>

Consumes events to update orderbook. Returns events with orderbook events flattened.

pub fn consume_events(&mut self, events: Vec<Event>) -> Vec<Event>

Consumes events to update orderbook. Returns events with orderbook events flattened.

pub fn consume_event(&mut self, event: Event) -> Vec<Event>

Consumes event to update orderbook. Returns events with orderbook events flattened.

pub fn update_from_event(&mut self, event: &Event)

Updates orderbook from a single event.

pub fn update_from_rows(&mut self, events: &[EventData])

Updates orderbook from data rows.

pub fn update_from_row(&mut self, event: &EventData)

Updates orderbook from a single event.

Trait Implementations

impl Clone for OrderBook

fn clone(&self) -> OrderBook

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for OrderBook

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

Formats the value using the given formatter.

impl Default for OrderBook

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for OrderBook

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<'a> From<&'a [EventData]> for OrderBook

fn from(events: &'a [EventData]) -> Self

Converts to this type from the input type.

impl From<&OrderBook> for Event

fn from(book: &OrderBook) -> Event

Converts to this type from the input type.

impl From<&OrderBook> for OrderBook

fn from(book: &OrderBook) -> OrderBook

Converts to this type from the input type.

impl From<&OrderBook> for Vec<EventData>

fn from(book: &OrderBook) -> Vec<EventData>

Converts to this type from the input type.

impl PartialEq for OrderBook

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

Tests for self and other values to be equal, and is used by ==.

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

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

impl Serialize for OrderBook

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for OrderBook