Struct BookDepth

pub struct BookDepth {
    pub levels: usize,
    pub asks: Vec<BookLevel>,
    pub bids: Vec<BookLevel>,
}

A snapshot of the order book up to a certain depth level. Multiple orders at the same price points are merged into a single BookLevel struct.

Fields

levels: usize

The requested level. This field will always contain the level that was requested, even if some or all levels are empty.

asks: Vec<BookLevel>

A vector of price points with the associated quantity on the ask side.

bids: Vec<BookLevel>

A vector of price points with the associated quantity on the bid side.

Trait Implementations

impl Clone for BookDepth

fn clone(&self) -> BookDepth

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for BookDepth

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

Formats the value using the given formatter.

impl PartialEq for BookDepth

fn eq(&self, other: &BookDepth) -> 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 StructuralPartialEq for BookDepth