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OrderbookDataMsg

Struct OrderbookDataMsg 

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pub struct OrderbookDataMsg {
    pub symbol: String,
    pub bids: Vec<OrderbookLevel>,
    pub asks: Vec<OrderbookLevel>,
    pub update_id: i64,
    pub seq: i64,
}

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§symbol: String

Symbol name

§bids: Vec<OrderbookLevel>

Bid, buy side. For snapshot, sorted by price in descending order. For delta, size 0 means delete the price level

§asks: Vec<OrderbookLevel>

Ask, sell side. For snapshot, sorted by price in ascending order. For delta, size 0 means delete the price level

§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 websocket 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

Trait Implementations§

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impl Debug for OrderbookDataMsg

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

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for OrderbookDataMsg

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl PartialEq for OrderbookDataMsg

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fn eq(&self, other: &OrderbookDataMsg) -> bool

Tests for self and other values to be equal, and is used by ==.
1.0.0 (const: unstable) · Source§

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

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

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