Struct MarketDepthL2 

pub struct MarketDepthL2 {
    pub position: i32,
    pub market_maker: String,
    pub operation: i32,
    pub side: i32,
    pub price: f64,
    pub size: f64,
    pub smart_depth: bool,
}

Returns the order book.

Fields

position: i32

The order book’s row being updated

market_maker: String

The exchange holding the order if isSmartDepth is True, otherwise the MPID of the market maker

operation: i32

How to refresh the row: 0 - insert (insert this new order into the row identified by ‘position’)· 1 - update (update the existing order in the row identified by ‘position’)· 2 - delete (delete the existing order at the row identified by ‘position’).

side: i32

0 for ask, 1 for bid

price: f64

The order’s price.

size: f64

The order’s size.

smart_depth: bool

Flag indicating if this is smart depth response (aggregate data from multiple exchanges, v974+)

Trait Implementations

impl Debug for MarketDepthL2

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

Formats the value using the given formatter.

impl Default for MarketDepthL2

fn default() -> MarketDepthL2

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for MarketDepthL2

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for MarketDepthL2

fn eq(&self, other: &MarketDepthL2) -> 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 MarketDepthL2

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 MarketDepthL2