Struct OrderBook 

pub struct OrderBook {
    pub instrument: Option<InstrumentName>,
    pub time: Option<String>,
    pub price: Option<f64>,
    pub bucket_width: Option<f64>,
    pub buckets: Option<Vec<OrderBookBucket>>,
}

OrderBook : The representation of an instrument’s order book at a point in time

Fields

instrument: Option<InstrumentName>

time: Option<String>

A date and time value using either RFC3339 or UNIX time representation. The RFC 3339 representation is a string conforming to https://tools.ietf.org/rfc/rfc3339.txt. The Unix representation is a string representing the number of seconds since the Unix Epoch (January 1st, 1970 at UTC). The value is a fractional number, where the fractional part represents a fraction of a second (up to nine decimal places).

price: Option<f64>

The price (midpoint) for the order book’s instrument at the time of the order book snapshot

bucket_width: Option<f64>

The price width for each bucket. Each bucket covers the price range from the bucket’s price to the bucket’s price + bucketWidth.

buckets: Option<Vec<OrderBookBucket>>

The partitioned order book, divided into buckets using a default bucket width. These buckets are only provided for price ranges which actually contain order or position data.

Implementations

impl OrderBook

pub fn new() -> OrderBook

The representation of an instrument’s order book at a point in time

Trait Implementations

impl Clone for OrderBook

fn clone(&self) -> OrderBook

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderBook

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

Formats the value using the given formatter.

impl Default for OrderBook

fn default() -> OrderBook

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for OrderBook

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for OrderBook

fn eq(&self, other: &OrderBook) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for OrderBook

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 OrderBook