openlimits_coinbase/model/websocket/
level2.rs

1use serde::Deserialize;
2use super::Level2SnapshotRecord;
3use super::Level2UpdateRecord;
4
5/// This enum represents the level 2
6#[derive(Deserialize, Debug, Clone, PartialEq)]
7pub enum Level2 {
8    Snapshot {
9        product_id: String,
10        bids: Vec<Level2SnapshotRecord>,
11        asks: Vec<Level2SnapshotRecord>,
12    },
13    L2update {
14        product_id: String,
15        changes: Vec<Level2UpdateRecord>,
16    },
17}