Struct VolumeAtPrice 

pub struct VolumeAtPrice {
    pub price: f64,
    pub volume: i64,
    pub volume_at_bid: Option<i64>,
    pub volume_at_ask: Option<i64>,
}

Volume at a specific price level

Fields

price: f64

Price level

volume: i64

Total volume at this price

volume_at_bid: Option<i64>

Volume traded at bid

volume_at_ask: Option<i64>

Volume traded at ask

Implementations

impl VolumeAtPrice

pub fn imbalance(&self) -> Option<i64>

Get buy/sell imbalance at this price level Positive = more buying, Negative = more selling

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

Get percentage of volume that was buying

Trait Implementations

impl Clone for VolumeAtPrice

fn clone(&self) -> VolumeAtPrice

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VolumeAtPrice

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

Formats the value using the given formatter.

impl Default for VolumeAtPrice

fn default() -> VolumeAtPrice

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for VolumeAtPrice

fn deserialize<__D>( __deserializer: __D, ) -> Result<VolumeAtPrice, <__D as Deserializer<'de>>::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for VolumeAtPrice

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

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

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 Serialize for VolumeAtPrice

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for VolumeAtPrice