Struct OrderBookState 

pub struct OrderBookState { /* private fields */ }

Local order book, reconstructed from a depth snapshot and a stream of diffs.

All internal bookkeeping (buffered diffs, sync state, book contents) is private. Feed data in with apply_snapshot, apply_diff or apply, in any order, and inspect the book with bids, asks, best_bid and best_ask once is_synced is true.

Implementations

impl OrderBookState

pub fn new() -> Self

Create an empty state machine with no book yet.

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

Feed a REST depth snapshot (Client::get_orderbook).

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

Feed a live diff from the orderbook.{depth}.{symbol} WebSocket topic.

If the book is not synced yet, the diff is buffered. Otherwise it must extend the live book by exactly one update_id; anything else (a stale diff or a gap) is reported via ApplyOutcome::Ignored / ApplyOutcome::ResyncRequired.

pub fn apply(&mut self, msg: OrderbookMsg) -> ApplyOutcome

Feed any message from the orderbook.{depth}.{symbol} WebSocket topic, dispatching to apply_snapshot or apply_diff as appropriate.

pub fn is_synced(&self) -> bool

true once a snapshot has been applied and the book is live.

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

The update_id of the last applied snapshot or diff, once synced.

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

The live bid side (price -> size, ascending by price), once synced.

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

The live ask side (price -> size, ascending by price), once synced.

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

The highest bid (price, size), once synced.

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

The lowest ask (price, size), once synced.

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.