Struct Book 

pub struct Book {
    pub coin: String,
    pub time: u64,
    pub bids: Vec<Level>,
    pub asks: Vec<Level>,
    pub spread: Option<Dec>,
}

l2Book: at most twenty levels a side, best first. There is no sequence number; each read or frame replaces the last.

Fields

coin: String

time: u64

Milliseconds.

bids: Vec<Level>

Highest first.

asks: Vec<Level>

Lowest first.

spread: Option<Dec>

Sent with a bucketed book (nSigFigs): the gap between the best levels.

Implementations

impl Book

pub fn touch(&self) -> (Option<Dec>, Option<Dec>)

The best bid and the best ask.

pub fn mid(&self) -> Option<Dec>

Exactly halfway between the best bid and ask, one place finer than either. None when a side is empty.

Trait Implementations

impl Clone for Book

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Book

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Book

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for Book

impl PartialEq for Book

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for Book

impl TryFrom<Book> for Book

The venue’s book, onto the outcome grid.

type Error = BadBook

The type returned in the event of a conversion error.

fn try_from(book: Book) -> Result<Self, Self::Error>

Performs the conversion.