Struct Level1 

pub struct Level1 { /* private fields */ }

Represents the level 1 market data of the order book

Implementations

impl Level1

pub fn last_trade_price(&self) -> Option<Price>

Get the last trade price, None if no trade has occurred yet

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

Get the best bid price and size, if exists

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

Get the best ask price and size, if exists

pub fn best_bid_price(&self) -> Option<Price>

Get the best bid price, if exists

pub fn best_ask_price(&self) -> Option<Price>

Get the best ask price, if exists

pub fn best_bid_size(&self) -> Option<Quantity>

Get the best bid size, if exists

pub fn best_ask_size(&self) -> Option<Quantity>

Get the best ask size, if exists

pub fn spread(&self) -> Option<u64>

Get the spread (difference between best bid and best ask)

pub fn mid_price(&self) -> Option<f64>

Get the mid price (average of best bid and best ask)

pub fn micro_price(&self) -> Option<f64>

Calculate the micro price, which weights the best bid and ask by the opposite side’s liquidity

Trait Implementations

impl Clone for Level1

fn clone(&self) -> Level1

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Level1

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Level1

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for Level1

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

Formats the value using the given formatter.

impl From<&OrderBook> for Level1

fn from(book: &OrderBook) -> Self

Converts to this type from the input type.

impl PartialEq for Level1

fn eq(&self, other: &Level1) -> 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 Level1

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl Eq for Level1

impl StructuralPartialEq for Level1