Struct Orderbook 

pub struct Orderbook {
    pub symbol: String,
    pub bids: Vec<OrderbookLevel>,
    pub asks: Vec<OrderbookLevel>,
    pub ts: Timestamp,
    pub update_id: i64,
    pub seq: i64,
    pub cts: Option<Timestamp>,
}

Fields

symbol: String

Symbol name

bids: Vec<OrderbookLevel>

Bid, buy side. Sorted by price in descending order

asks: Vec<OrderbookLevel>

Ask, sell side. Sorted by price in ascending order

ts: Timestamp

The timestamp (ms) that the system generates the data

update_id: i64

Update ID, is a sequence. Occasionally, you’ll receive “u”=1, which is a snapshot data due to the restart of the service. So please overwrite your local orderbook

seq: i64

Cross sequence. You can use this field to compare different levels orderbook data, and for the smaller seq, then it means the data is generated earlier

cts: Option<Timestamp>

Cross timestamp (ms). Spot only

Trait Implementations

impl Debug for Orderbook

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

Formats the value using the given formatter.

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for Orderbook