Skip to main content

polyester/models/
realtime.rs

1//! Realtime publication models (Go `models/realtime.go` parity).
2
3#[derive(Debug, Clone, PartialEq, Eq)]
4pub struct PriceQtyPair {
5    pub price_ticks: i64,
6    pub qty_scaled: i64,
7}
8
9#[derive(Debug, Clone, PartialEq, Eq)]
10pub struct OrderBookDeltaUpdate {
11    pub symbol_id: u32,
12    pub book_seq_start: u64,
13    pub book_seq_end: u64,
14    pub reset: bool,
15    pub bids: Vec<PriceQtyPair>,
16    pub asks: Vec<PriceQtyPair>,
17}