Struct phoenix_sdk::orderbook::Orderbook

pub struct Orderbook<K, V>where
    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, Global>,
    pub asks: BTreeMap<K, V, Global>,
}

Fields§

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

Implementations§

impl Orderbook<FIFOOrderId, PhoenixOrder>

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 ) -> Orderbook<FIFOOrderId, PhoenixOrder>

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

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

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

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

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

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

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

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

Trait Implementations§

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

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

Returns a copy of the value. Read more

1.0.0 · source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more

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

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

Formats the value using the given formatter. Read more

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

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

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

Auto Trait Implementations§

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

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

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

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

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

Blanket Implementations§

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