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

Symbol this delta applies to.

side: BookSide

Side of the book (bid or ask).

price: Decimal

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

quantity: Decimal

New resting quantity at this price. Zero removes the level.

sequence: Option<u64>

Optional exchange-assigned sequence number for gap detection.

Implementations

impl BookDelta

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

Construct a delta without a sequence number.

Use BookDelta::with_sequence to attach the exchange sequence number when available; sequenced deltas enable gap detection.

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

Attach an exchange sequence number to this delta.

pub fn is_delete(&self) -> bool

Returns true if this delta signals a level deletion (quantity == 0).

Exchanges signal the removal of a price level by sending a delta with zero quantity. Checking is_delete() is clearer than comparing with Decimal::ZERO at every call site.

pub fn is_add(&self) -> bool

Returns true if this delta adds or updates a price level (quantity > 0).

The logical complement of is_delete.

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.

impl<'de> Deserialize<'de> for BookDelta

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for BookDelta

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

Formats the value using the given formatter.

impl Serialize for BookDelta

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

where __S: Serializer,

Serialize this value into the given Serde serializer.