[−][src]Struct orderbook::ob::OrderBook

pub struct OrderBook {
    pub book: Vec<VecDeque<(f64, Uuid)>>,
    // some fields omitted
}

main OrderBook structure

Fields

book: Vec<VecDeque<(f64, Uuid)>>

Methods

`impl OrderBook`[src]

`pub fn new() -> Self`[src]

creates new orderbook

`pub fn bid(&self) -> Option<f64>`[src]

get current bid

`pub fn ask(&self) -> Option<f64>`[src]

get current ask

`pub fn __match(&self) -> Option<f64>`[src]

get last match

`pub fn bids(&self, sz: usize) -> Vec<f64>`[src]

get size of top sz bids (includes empty)

`pub fn asks(&self, sz: usize) -> Vec<f64>`[src]

get size of low sz bids (includes empty)

`pub fn reload( &mut self, bids: Vec<BookRecord>, asks: Vec<BookRecord> ) -> Result<(), Error>`[src]

reload OrderBook from full bids and asks L3

`pub fn open(&mut self, side: Side, rec: BookRecord) -> Result<(), Error>`[src]

open order

`pub fn _match(&mut self, price: f64, size: f64, id: Uuid) -> Result<(), Error>`[src]

match order

`pub fn done(&mut self, price: f64, id: Uuid) -> Result<(), Error>`[src]

done order

`pub fn change( &mut self, price: f64, new_size: f64, id: Uuid ) -> Result<(), Error>`[src]

change order

`pub fn open_test(&mut self, side: Side, price: f64) -> Result<(), Error>`[src]

open test order

`pub fn done_test(&mut self, price: f64) -> Result<(), Error>`[src]

done test order

`pub fn test_order(&mut self, side: Side, price: f64) -> Result<(), Error>`[src]

test is test order works

Trait Implementations

`impl Display for OrderBook`[src]

`fn fmt(&self, f: &mut Formatter) -> Result`[src]

Auto Trait Implementations

`impl Send for OrderBook`

`impl Sync for OrderBook`

`impl Unpin for OrderBook`

`impl UnwindSafe for OrderBook`

`impl RefUnwindSafe for OrderBook`

Blanket Implementations

`impl<T, U> Into for T where U: From<T>,` [src]

`fn into(self) -> U`[src]

`impl<T> From<T> for T`[src]

`fn from(t: T) -> T`[src]

`impl<T> ToString for T where T: Display + ?Sized,` [src]

`default fn to_string(&self) -> String`[src]

`impl<T, U> TryFrom for T where U: Into<T>,` [src]

`type Error = Infallible`

The type returned in the event of a conversion error.

`fn try_from(value: U) -> Result<T, <T as TryFrom>::Error>`[src]

`impl<T, U> TryInto for T where U: TryFrom<T>,` [src]

`type Error = >::Error`

The type returned in the event of a conversion error.

[−][src]Struct orderbook::ob::OrderBook

Fields

Methods

impl OrderBook[src]

pub fn new() -> Self[src]

pub fn bid(&self) -> Option<f64>[src]

pub fn ask(&self) -> Option<f64>[src]

pub fn __match(&self) -> Option<f64>[src]

pub fn bids(&self, sz: usize) -> Vec<f64>[src]

pub fn asks(&self, sz: usize) -> Vec<f64>[src]

pub fn reload( &mut self, bids: Vec<BookRecord>, asks: Vec<BookRecord>) -> Result<(), Error>[src]

pub fn open(&mut self, side: Side, rec: BookRecord) -> Result<(), Error>[src]

pub fn _match(&mut self, price: f64, size: f64, id: Uuid) -> Result<(), Error>[src]

pub fn done(&mut self, price: f64, id: Uuid) -> Result<(), Error>[src]

pub fn change( &mut self, price: f64, new_size: f64, id: Uuid) -> Result<(), Error>[src]

pub fn open_test(&mut self, side: Side, price: f64) -> Result<(), Error>[src]

pub fn done_test(&mut self, price: f64) -> Result<(), Error>[src]

pub fn test_order(&mut self, side: Side, price: f64) -> Result<(), Error>[src]

Trait Implementations

impl Display for OrderBook[src]

fn fmt(&self, f: &mut Formatter) -> Result[src]

Auto Trait Implementations

impl Send for OrderBook

impl Sync for OrderBook

impl Unpin for OrderBook

impl UnwindSafe for OrderBook

impl RefUnwindSafe for OrderBook

Blanket Implementations

impl<T, U> Into<U> for T where U: From<T>, [src]

fn into(self) -> U[src]

impl<T> From<T> for T[src]

fn from(t: T) -> T[src]

impl<T> ToString for T where T: Display + ?Sized, [src]

default fn to_string(&self) -> String[src]

impl<T, U> TryFrom<U> for T where U: Into<T>, [src]

type Error = Infallible

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>[src]

impl<T, U> TryInto<U> for T where U: TryFrom<T>, [src]

type Error = <U as TryFrom<T>>::Error

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>[src]

impl<T> Borrow<T> for T where T: ?Sized, [src]

fn borrow(&self) -> &T[src]

impl<T> BorrowMut<T> for T where T: ?Sized, [src]

fn borrow_mut(&mut self) -> &mut T[src]

impl<T> Any for T where T: 'static + ?Sized, [src]

fn type_id(&self) -> TypeId[src]

impl<V, T> VZip<V> for T where V: MultiLane<T>,

fn vzip(self) -> V

`impl OrderBook`[src]

`pub fn new() -> Self`[src]

`pub fn bid(&self) -> Option<f64>`[src]

`pub fn ask(&self) -> Option<f64>`[src]

`pub fn __match(&self) -> Option<f64>`[src]

`pub fn bids(&self, sz: usize) -> Vec<f64>`[src]

`pub fn asks(&self, sz: usize) -> Vec<f64>`[src]

`pub fn reload( &mut self, bids: Vec<BookRecord>, asks: Vec<BookRecord> ) -> Result<(), Error>`[src]

`pub fn open(&mut self, side: Side, rec: BookRecord) -> Result<(), Error>`[src]

`pub fn _match(&mut self, price: f64, size: f64, id: Uuid) -> Result<(), Error>`[src]

`pub fn done(&mut self, price: f64, id: Uuid) -> Result<(), Error>`[src]

`pub fn change( &mut self, price: f64, new_size: f64, id: Uuid ) -> Result<(), Error>`[src]

`pub fn open_test(&mut self, side: Side, price: f64) -> Result<(), Error>`[src]

`pub fn done_test(&mut self, price: f64) -> Result<(), Error>`[src]

`pub fn test_order(&mut self, side: Side, price: f64) -> Result<(), Error>`[src]

`impl Display for OrderBook`[src]

`fn fmt(&self, f: &mut Formatter) -> Result`[src]

`impl Send for OrderBook`

`impl Sync for OrderBook`

`impl Unpin for OrderBook`

`impl UnwindSafe for OrderBook`

`impl RefUnwindSafe for OrderBook`

`impl<T, U> Into<U> for T where U: From<T>,` [src]

`fn into(self) -> U`[src]

`impl<T> From<T> for T`[src]

`fn from(t: T) -> T`[src]

`impl<T> ToString for T where T: Display + ?Sized,` [src]

`default fn to_string(&self) -> String`[src]

`impl<T, U> TryFrom<U> for T where U: Into<T>,` [src]

`type Error = Infallible`

`fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>`[src]

`impl<T, U> TryInto<U> for T where U: TryFrom<T>,` [src]

`type Error = <U as TryFrom<T>>::Error`

`fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>`[src]

`impl<T> Borrow<T> for T where T: ?Sized,` [src]

`fn borrow(&self) -> &T`[src]

`impl<T> BorrowMut<T> for T where T: ?Sized,` [src]

`fn borrow_mut(&mut self) -> &mut T`[src]

`impl<T> Any for T where T: 'static + ?Sized,` [src]

`fn type_id(&self) -> TypeId`[src]

`impl<V, T> VZip<V> for T where V: MultiLane<T>,`

`fn vzip(self) -> V`