Struct obrewin_data_structures::market::UnsizedOrderbook

pub struct UnsizedOrderbook { /* private fields */ }

Represents unsized orderbook.

Trait Implementations

impl Clone for UnsizedOrderbook

fn clone(&self) -> UnsizedOrderbook

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Default for UnsizedOrderbook

fn default() -> UnsizedOrderbook

Returns the “default value” for a type.

impl Orderbook for UnsizedOrderbook

fn iter_ask<'s>(&'s self) -> WrappedIterator<'s, (&'s Price, &'s Quantity)>

Return an iterator that yields asks from the best to the worst.

fn iter_bid<'s>(&'s self) -> WrappedIterator<'s, (&'s Price, &'s Quantity)>

Return an iterator that yields bids from the best to the worst.

fn apply_delta(&mut self, price: Price, quantity: Quantity, is_ask: bool)

Apply delta on current orderbook. This method does not guarantee that the modified state is valid.

fn best_ask<'s>( &'s self, ) -> (&'s Price, &'s Quantity, WrappedIterator<'s, (&'s Price, &'s Quantity)>)

Return first ask price, first ask quantity, and iterator of remaining ask levels. If there is no ask, return Price::MIN as price and Quantity::ZERO as quantity. You can safely drop iterator if there is no needs.

fn best_bid<'s>( &'s self, ) -> (&'s Price, &'s Quantity, WrappedIterator<'s, (&'s Price, &'s Quantity)>)

Return first bid price, first bid quantity, and iterator of remaining bid levels. If there is no bid, return Price::MAX as price and Quantity::ZERO as quantity. You can safely drop iterator if there is no needs.

fn validate(&self) -> bool

Validate if current state of this orderbook is valid.