phoenix_sdk_core::orderbook

Struct Orderbook

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pub struct Orderbook<K: Ord + OrderbookKey + Copy, V: OrderbookValue + Copy> {
    pub raw_base_units_per_base_lot: f64,
    pub quote_units_per_raw_base_unit_per_tick: f64,
    pub bids: BTreeMap<K, V>,
    pub asks: BTreeMap<K, V>,
}

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§raw_base_units_per_base_lot: f64§quote_units_per_raw_base_unit_per_tick: f64§bids: BTreeMap<K, V>§asks: BTreeMap<K, V>

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impl Orderbook<FIFOOrderId, PhoenixOrder>

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pub fn from_market( market: &dyn Market<Pubkey, FIFOOrderId, FIFORestingOrder, OrderPacket>, raw_base_units_per_base_lot: f64, quote_units_per_raw_base_unit_per_tick: f64, ) -> Self

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impl<K: Ord + OrderbookKey + Copy, V: OrderbookValue + Copy> Orderbook<K, V>

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pub fn get_bids(&self) -> Vec<(K, V)>

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pub fn get_asks(&self) -> Vec<(K, V)>

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pub fn print_ladder(&self, levels: usize, precision: usize)

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pub fn update_orders(&mut self, side: Side, orders: Vec<(K, V)>)

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pub fn process_book_update(&mut self, side: Side, price: K, lots_remaining: V)

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pub fn process_trade(&mut self, side: Side, price: K, lots_remaining: V)

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pub fn vwap(&self, levels: usize) -> f64

Trait Implementations§

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impl<K: Clone + Ord + OrderbookKey + Copy, V: Clone + OrderbookValue + Copy> Clone for Orderbook<K, V>

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fn clone(&self) -> Orderbook<K, V>

Returns a copy of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl<K: Debug + Ord + OrderbookKey + Copy, V: Debug + OrderbookValue + Copy> Debug for Orderbook<K, V>

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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<K: Default + Ord + OrderbookKey + Copy, V: Default + OrderbookValue + Copy> Default for Orderbook<K, V>

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fn default() -> Orderbook<K, V>

Returns the “default value” for a type. Read more

Auto Trait Implementations§

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impl<K, V> Freeze for Orderbook<K, V>

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impl<K, V> RefUnwindSafe for Orderbook<K, V>
where K: RefUnwindSafe, V: RefUnwindSafe,

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impl<K, V> Send for Orderbook<K, V>
where K: Send, V: Send,

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impl<K, V> Sync for Orderbook<K, V>
where K: Sync, V: Sync,

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impl<K, V> Unpin for Orderbook<K, V>

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impl<K, V> UnwindSafe for Orderbook<K, V>
where K: RefUnwindSafe, V: RefUnwindSafe,

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🔬This is a nightly-only experimental API. (clone_to_uninit)
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