Struct OrderBookUpdate 

#[non_exhaustive]
pub struct OrderBookUpdate {
    pub symbol: String,
    pub bids: Vec<BookLevel>,
    pub asks: Vec<BookLevel>,
    pub exchange: Option<i32>,
    pub time: i64,
}

A depth-of-book update: both sides, best level first.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

symbol: String

Symbol or pair this book belongs to.

bids: Vec<BookLevel>

Bid levels, highest price first.

asks: Vec<BookLevel>

Ask levels, lowest price first.

exchange: Option<i32>

Exchange identifier, where the venue reports one.

time: i64

Update timestamp (milliseconds).

Implementations

impl OrderBookUpdate

pub fn best_bid(&self) -> Option<BookLevel>

Best (highest) bid level.

pub fn best_ask(&self) -> Option<BookLevel>

Best (lowest) ask level.

pub fn spread(&self) -> Option<f64>

Difference between best ask and best bid.

pub fn mid(&self) -> Option<f64>

Midpoint of the top of book.

pub fn depth(&self) -> (f64, f64)

Total size resting on each side, as (bid_depth, ask_depth).

Trait Implementations

impl Clone for OrderBookUpdate

fn clone(&self) -> OrderBookUpdate

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderBookUpdate

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

Formats the value using the given formatter.

impl Default for OrderBookUpdate

fn default() -> OrderBookUpdate

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for OrderBookUpdate

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for OrderBookUpdate

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for OrderBookUpdate

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for OrderBookUpdate