Struct LocalOrderbook 

pub struct LocalOrderbook {
    pub orderbook_id: String,
    /* private fields */
}

Local orderbook state

Fields

orderbook_id: String

Orderbook identifier

Implementations

impl LocalOrderbook

pub fn new(orderbook_id: String) -> Self

Create a new empty orderbook

pub fn apply_snapshot(&mut self, update: &BookUpdateData)

Apply a snapshot (full orderbook state)

pub fn apply_delta( &mut self, update: &BookUpdateData, ) -> Result<(), WebSocketError>

Apply a delta update

Returns an error if a sequence gap is detected.

pub fn apply_update( &mut self, update: &BookUpdateData, ) -> Result<(), WebSocketError>

Apply an update (snapshot or delta)

pub fn get_bids(&self) -> Vec<PriceLevel>

Get all bid levels sorted by price (descending - highest first)

pub fn get_asks(&self) -> Vec<PriceLevel>

Get all ask levels sorted by price (ascending - lowest first)

pub fn get_top_bids(&self, n: usize) -> Vec<PriceLevel>

Get top N bid levels (highest prices first)

pub fn get_top_asks(&self, n: usize) -> Vec<PriceLevel>

Get top N ask levels (lowest prices first)

pub fn best_bid(&self) -> Option<(String, String)>

Get the best bid (highest bid price) as (price_string, size_string)

pub fn best_ask(&self) -> Option<(String, String)>

Get the best ask (lowest ask price) as (price_string, size_string)

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

Get the spread as a string (best_ask - best_bid) Uses Decimal for precise calculation to preserve backend precision.

pub fn midpoint(&self) -> Option<String>

Get the midpoint price as a string Uses Decimal for precise calculation to preserve backend precision.

pub fn bid_size_at(&self, price: &str) -> Option<String>

Get size at a specific bid price

pub fn ask_size_at(&self, price: &str) -> Option<String>

Get size at a specific ask price

pub fn total_bid_depth(&self) -> Decimal

Get total bid depth (sum of all bid sizes) Uses Decimal for precise calculation to preserve backend precision.

pub fn total_ask_depth(&self) -> Decimal

Get total ask depth (sum of all ask sizes) Uses Decimal for precise calculation to preserve backend precision.

pub fn bid_count(&self) -> usize

Number of bid levels

pub fn ask_count(&self) -> usize

Number of ask levels

pub fn has_snapshot(&self) -> bool

Whether the orderbook has received its initial snapshot

pub fn expected_sequence(&self) -> u64

Current expected sequence number

pub fn last_timestamp(&self) -> Option<&str>

Last update timestamp

pub fn clear(&mut self)

Clear the orderbook state (for resync)

Trait Implementations

impl Clone for LocalOrderbook

fn clone(&self) -> LocalOrderbook

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LocalOrderbook

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

Formats the value using the given formatter.