Struct BookDelta 

pub struct BookDelta {
    pub symbol: String,
    pub side: BookSide,
    pub price: Decimal,
    pub quantity: Decimal,
    pub sequence: Option<u64>,
}

Incremental order book update.

Fields

symbol: String

side: BookSide

price: Decimal

Price level to update. quantity == 0 means remove.

quantity: Decimal

sequence: Option<u64>

Implementations

impl BookDelta

pub fn new( symbol: impl Into<String>, side: BookSide, price: Decimal, quantity: Decimal, ) -> Self

pub fn with_sequence(self, seq: u64) -> Self

Trait Implementations

impl Clone for BookDelta

fn clone(&self) -> BookDelta

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BookDelta

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

Formats the value using the given formatter.