Struct OrderBookDepth10 

#[repr(C)]
pub struct OrderBookDepth10 {
    pub instrument_id: InstrumentId,
    pub bids: [BookOrder; 10],
    pub asks: [BookOrder; 10],
    pub bid_counts: [u32; 10],
    pub ask_counts: [u32; 10],
    pub flags: u8,
    pub sequence: u64,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
}

Represents an aggregated order book update with a fixed depth of 10 levels per side.

This structure is specifically designed for scenarios where a snapshot of the top 10 bid and ask levels in an order book is needed. It differs from OrderBookDelta or OrderBookDeltas in its fixed-depth nature and is optimized for cases where a full depth representation is not required or practical.

Note: This type is not compatible with OrderBookDelta or OrderBookDeltas due to its specialized structure and limited depth use case.

Fields

instrument_id: InstrumentId

The instrument ID for the book.

bids: [BookOrder; 10]

The bid orders for the depth update.

asks: [BookOrder; 10]

The ask orders for the depth update.

bid_counts: [u32; 10]

The count of bid orders per level for the depth update.

ask_counts: [u32; 10]

The count of ask orders per level for the depth update.

flags: u8

The record flags bit field, indicating event end and data information.

sequence: u64

The message sequence number assigned at the venue.

ts_event: UnixNanos

UNIX timestamp (nanoseconds) when the book event occurred.

ts_init: UnixNanos

UNIX timestamp (nanoseconds) when the instance was created.

Implementations

impl OrderBookDepth10

pub fn new( instrument_id: InstrumentId, bids: [BookOrder; 10], asks: [BookOrder; 10], bid_counts: [u32; 10], ask_counts: [u32; 10], flags: u8, sequence: u64, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Self

Creates a new OrderBookDepth10 instance.

pub fn get_metadata( instrument_id: &InstrumentId, price_precision: u8, size_precision: u8, ) -> HashMap<String, String>

Returns the metadata for the type, for use with serialization formats.

pub fn get_fields() -> IndexMap<String, String>

Returns the field map for the type, for use with Arrow schemas.

Trait Implementations

impl CatalogPathPrefix for OrderBookDepth10

fn path_prefix() -> &'static str

Returns the path prefix (directory name) for this data type.

impl Clone for OrderBookDepth10

fn clone(&self) -> OrderBookDepth10

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for OrderBookDepth10

impl Debug for OrderBookDepth10

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OrderBookDepth10

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for OrderBookDepth10

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

Formats the value using the given formatter.

impl Eq for OrderBookDepth10

impl From<OrderBookDepth10> for Data

fn from(value: OrderBookDepth10) -> Self

Converts to this type from the input type.

impl HasTsInit for OrderBookDepth10

fn ts_init(&self) -> UnixNanos

Returns the UNIX timestamp (nanoseconds) when the instance was created.

impl Hash for OrderBookDepth10

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl PartialEq for OrderBookDepth10

fn eq(&self, other: &OrderBookDepth10) -> 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 Serializable for OrderBookDepth10

fn from_json_bytes(data: &[u8]) -> Result<Self, Error>

Deserialize an object from JSON encoded bytes.

fn to_json_bytes(&self) -> Result<Bytes, Error>

Serialize an object to JSON encoded bytes.

impl Serialize for OrderBookDepth10

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 OrderBookDepth10

impl TryFrom<Data> for OrderBookDepth10

type Error = ()

The type returned in the event of a conversion error.

fn try_from(value: Data) -> Result<Self, Self::Error>

Performs the conversion.