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CanonicalOrderbookDelta

digdigdig3::core::normalization

Struct CanonicalOrderbookDelta

pub struct CanonicalOrderbookDelta {
    pub symbol: String,
    pub bid_updates: Vec<CanonicalLevel>,
    pub ask_updates: Vec<CanonicalLevel>,
    pub first_update_id: Option<u64>,
    pub last_update_id: Option<u64>,
    pub prev_update_id: Option<u64>,
    pub timestamp_ms: i64,
}

Expand description

Canonical incremental orderbook update.

A level with quantity == Decimal::ZERO means “remove this price level”.

Fields§

§symbol: String§bid_updates: Vec<CanonicalLevel>

Bid-side updates (quantity=0 → remove).

§ask_updates: Vec<CanonicalLevel>

Ask-side updates (quantity=0 → remove).

§first_update_id: Option<u64>§last_update_id: Option<u64>§prev_update_id: Option<u64>§timestamp_ms: i64

UTC milliseconds.

Trait Implementations§

impl Clone for CanonicalOrderbookDelta

fn clone(&self) -> CanonicalOrderbookDelta

Returns a duplicate of the value. Read more

1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more

impl Debug for CanonicalOrderbookDelta

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

Formats the value using the given formatter. Read more

impl PartialEq for CanonicalOrderbookDelta

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

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

1.0.0 (const: unstable) · Source§

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 StructuralPartialEq for CanonicalOrderbookDelta

Auto Trait Implementations§

impl Freeze for CanonicalOrderbookDelta

impl RefUnwindSafe for CanonicalOrderbookDelta

impl Send for CanonicalOrderbookDelta

impl Sync for CanonicalOrderbookDelta

impl Unpin for CanonicalOrderbookDelta

impl UnsafeUnpin for CanonicalOrderbookDelta

impl UnwindSafe for CanonicalOrderbookDelta

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> PolicyExt for T
where T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow only if self and other return Action::Follow. Read more

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow if either self or other returns Action::Follow. Read more

impl<T> Same for T

type Output = T

Should always be Self

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T
where 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>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

fn vzip(self) -> V

impl<T> WithSubscriber for T

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

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more