Struct ObDeltaPoint 

pub struct ObDeltaPoint {
    pub ts_ms: i64,
    pub bid_changes: Vec<(f64, f64)>,
    pub ask_changes: Vec<(f64, f64)>,
}

Incremental order-book delta — variable depth.

A delta carries the levels whose size changed since the previous frame. size == 0.0 means the level was removed; otherwise the level was inserted (new price) or updated (existing price, new size). The consumer composes a live book by applying deltas on top of a snapshot.

Depth is whatever the exchange sent — OrderbookDelta.bids/asks is a full Vec from the connector, never truncated. The on-disk record is a fixed 20-byte header (ts_ms + blob pointer) plus a companion .blob file holding the variable-length level pairs, so no hard level cap leaks into either the channel Event or persistence.

Blob layout (LE): u32 bid_count | bid_count * (f64 price, f64 size) u32 ask_count | ask_count * (f64 price, f64 size)

Fields

ts_ms: i64

bid_changes: Vec<(f64, f64)>

Bid-side changes: (price, new_size). new_size == 0.0 ⇒ remove.

ask_changes: Vec<(f64, f64)>

Ask-side changes: (price, new_size). new_size == 0.0 ⇒ remove.

Implementations

impl ObDeltaPoint

pub fn from_delta(d: &OrderbookDelta) -> Self

Trait Implementations

impl Clone for ObDeltaPoint

fn clone(&self) -> ObDeltaPoint

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl DataPoint for ObDeltaPoint

const RECORD_SIZE: usize = HEADER_SIZE

On-disk record size in bytes. MUST be constant for the type.

fn encode(&self, out: &mut [u8])

Encode self to a fixed-size buffer (little-endian).

fn decode(bytes: &[u8]) -> Option<Self>

Decode from a fixed-size buffer. Returns None on malformed bytes.

fn timestamp_ms(&self) -> i64

Timestamp in milliseconds. Used for warm-start / range queries.

fn from_stream_event(ev: &StreamEvent) -> Option<Self>

Try to extract Self from a raw WS StreamEvent. Returns None if the event doesn’t carry data for this class.

fn encode_blob(&self) -> Option<Vec<u8>>

Variable-length bytes to append to the companion .blob file.

fn decode_blob(header: &[u8], blob: &[u8]) -> Option<Self>

Reconstruct Self from header bytes + blob slice.

fn blob_pointer_offset() -> Option<usize>

Some(offset) if the type uses blob storage; None otherwise.

impl Debug for ObDeltaPoint

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for ObDeltaPoint

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for ObDeltaPoint

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

where __S: Serializer,

Serialize this value into the given Serde serializer.