Struct PeggedBook 

pub struct PeggedBook { /* private fields */ }

Pegged order book that manages pegged orders and peg levels

Implementations

impl PeggedBook

pub fn new() -> Self

Create a new pegged order book

pub fn orders(&self) -> &HashMap<OrderId, RestingPeggedOrder>

Get the pegged orders indexed by order ID

pub fn bid_levels(&self) -> &[PegLevel; 3]

Get the pegged bid side levels

pub fn ask_levels(&self) -> &[PegLevel; 3]

Get the pegged ask side levels

pub fn expiration_queue(&self) -> &BinaryHeap<Reverse<(Timestamp, OrderId)>>

Get the queue of pegged order IDs to be expired

Trait Implementations

impl Clone for PeggedBook

fn clone(&self) -> PeggedBook

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PeggedBook

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

Formats the value using the given formatter.

impl Default for PeggedBook

fn default() -> PeggedBook

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for PeggedBook

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for PeggedBook

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

where __S: Serializer,

Serialize this value into the given Serde serializer.