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DepthUpdate

fyers_rs::models::ws

Struct DepthUpdate 

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pub struct DepthUpdate {
Show 32 fields
    pub event_type: String,
    pub symbol: String,
    pub bid_price1: f64,
    pub bid_price2: f64,
    pub bid_price3: f64,
    pub bid_price4: f64,
    pub bid_price5: f64,
    pub ask_price1: f64,
    pub ask_price2: f64,
    pub ask_price3: f64,
    pub ask_price4: f64,
    pub ask_price5: f64,
    pub bid_size1: i64,
    pub bid_size2: i64,
    pub bid_size3: i64,
    pub bid_size4: i64,
    pub bid_size5: i64,
    pub ask_size1: i64,
    pub ask_size2: i64,
    pub ask_size3: i64,
    pub ask_size4: i64,
    pub ask_size5: i64,
    pub bid_order1: i64,
    pub bid_order2: i64,
    pub bid_order3: i64,
    pub bid_order4: i64,
    pub bid_order5: i64,
    pub ask_order1: i64,
    pub ask_order2: i64,
    pub ask_order3: i64,
    pub ask_order4: i64,
    pub ask_order5: i64,

}
Expand description

Depth-update event (5-level L2 order book).

On the binary wire this is emitted for per-scrip payloads whose topic name starts with dp|.... In the legacy JSON shape the source object’s type field equals "dp". Depth feeds require depth subscriptions (DataSubscriptionKind::DepthUpdate) and aren’t emitted for index symbols.

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§event_type: String§symbol: String§bid_price1: f64§bid_price2: f64§bid_price3: f64§bid_price4: f64§bid_price5: f64§ask_price1: f64§ask_price2: f64§ask_price3: f64§ask_price4: f64§ask_price5: f64§bid_size1: i64§bid_size2: i64§bid_size3: i64§bid_size4: i64§bid_size5: i64§ask_size1: i64§ask_size2: i64§ask_size3: i64§ask_size4: i64§ask_size5: i64§bid_order1: i64§bid_order2: i64§bid_order3: i64§bid_order4: i64§bid_order5: i64§ask_order1: i64§ask_order2: i64§ask_order3: i64§ask_order4: i64§ask_order5: i64

Trait Implementations§

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impl Clone for DepthUpdate

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fn clone(&self) -> DepthUpdate

Returns a duplicate of the value. Read more
1.0.0 · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for DepthUpdate

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

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for DepthUpdate

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

Deserialize this value from the given Serde deserializer. Read more
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impl PartialEq for DepthUpdate

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

Tests for self and other values to be equal, and is used by ==.
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fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
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impl Serialize for DepthUpdate

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

Serialize this value into the given Serde serializer. Read more
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impl StructuralPartialEq for DepthUpdate

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Gets the TypeId of self. Read more
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unsafe fn clone_to_uninit(&self, dest: *mut u8)

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