Struct OrderBookState 

pub struct OrderBookState { /* private fields */ }

Local L2 order book for a Spot symbol.

Built from a REST depth snapshot plus the <symbol>@depth diff stream. Snapshots and diffs may be fed in any order; the state machine handles buffering, draining stale events, bridging, and live-chain verification internally.

Implementations

impl OrderBookState

pub fn new() -> Self

pub fn apply_snapshot(&mut self, snapshot: OrderBook) -> ApplyOutcome

Feed a REST depth snapshot into the state machine.

pub fn apply_diff(&mut self, diff: DepthUpdateMsg) -> ApplyOutcome

Feed a live diff event into the state machine.

pub fn is_synced(&self) -> bool

pub fn last_update_id(&self) -> Option<i64>

pub fn bids(&self) -> Option<&BTreeMap<Decimal, Decimal>>

pub fn asks(&self) -> Option<&BTreeMap<Decimal, Decimal>>

pub fn best_bid(&self) -> Option<(Decimal, Decimal)>

pub fn best_ask(&self) -> Option<(Decimal, Decimal)>

Trait Implementations

impl Debug for OrderBookState

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

Formats the value using the given formatter.

impl Default for OrderBookState

fn default() -> OrderBookState

Returns the “default value” for a type.