Struct DepthStatistics 

pub struct DepthStatistics { /* private fields */ }

Represents the depth statistics of the order book

Implementations

impl DepthStatistics

pub fn is_empty(&self) -> bool

Check if the statistics are empty

pub fn n_analyzed_levels(&self) -> usize

Get the number of analyzed price levels

pub fn total_value(&self) -> Notional

Get the total value of all analyzed price levels

pub fn total_size(&self) -> Quantity

Get the total size of all analyzed price levels

pub fn average_level_size(&self) -> f64

Get the average size of all analyzed price levels

pub fn min_level_size(&self) -> Quantity

Get the smallest size of all analyzed price levels

pub fn max_level_size(&self) -> Quantity

Get the largest size of all analyzed price levels

pub fn std_dev_level_size(&self) -> f64

Get the standard deviation of the size of all analyzed price levels

pub fn vwap(&self) -> f64

Get the volume-weighted average price of all analyzed price levels

Trait Implementations

impl Clone for DepthStatistics

fn clone(&self) -> DepthStatistics

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DepthStatistics

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for DepthStatistics

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for DepthStatistics

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

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 DepthStatistics