pub struct OrderBookDeltaView<'a> {
pub symbol_id: u32,
pub book_seq_start: u64,
pub book_seq_end: u64,
pub bids: RepeatedView<'a, PriceLevelView<'a>>,
pub asks: RepeatedView<'a, PriceLevelView<'a>>,
pub reset: bool,
pub ts: MessageFieldView<TimestampView<'a>>,
pub __buffa_unknown_fields: UnknownFieldsView<'a>,
}Expand description
OrderBookDelta is an incremental update to the orderbook state. Uses scaled integers (binary protobuf) for realtime streaming performance.
Semantics:
- For each side, each [price_ticks] entry is a SET at that price:
- qty_scaled > 0 => set/replace that level quantity
- qty_scaled == 0 => delete that level
- reset=true indicates the book should be cleared before applying any levels.
Clients are expected to initialize from GetOrderBook (snapshot) and then apply deltas in order. If a gap is detected, clients should refetch a snapshot.
Fields§
§symbol_id: u32Numeric symbol identifier.
Field 1: symbol_id
book_seq_start: u64Monotonic book sequence range covered by this update. When reset=true, book_seq_start may be 0.
Field 2: book_seq_start
book_seq_end: u64Monotonic book sequence at the end of this update’s range. Consumers can retain it as the last applied sequence and ignore updates that do not advance it.
Field 3: book_seq_end
bids: RepeatedView<'a, PriceLevelView<'a>>Bid-side updates (SET semantics at price_ticks).
Field 4: bids
asks: RepeatedView<'a, PriceLevelView<'a>>Ask-side updates (SET semantics at price_ticks).
Field 5: asks
reset: boolIf true, consumers should clear their local book state before applying updates.
Field 6: reset
ts: MessageFieldView<TimestampView<'a>>Timestamp associated with this update (best-effort).
Field 7: ts
__buffa_unknown_fields: UnknownFieldsView<'a>Trait Implementations§
Source§impl<'a> Clone for OrderBookDeltaView<'a>
impl<'a> Clone for OrderBookDeltaView<'a>
Source§fn clone(&self) -> OrderBookDeltaView<'a>
fn clone(&self) -> OrderBookDeltaView<'a>
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read moreSource§impl<'a> Debug for OrderBookDeltaView<'a>
impl<'a> Debug for OrderBookDeltaView<'a>
Source§impl<'a> Default for OrderBookDeltaView<'a>
impl<'a> Default for OrderBookDeltaView<'a>
Source§fn default() -> OrderBookDeltaView<'a>
fn default() -> OrderBookDeltaView<'a>
Source§impl<'v> DefaultViewInstance for OrderBookDeltaView<'v>
impl<'v> DefaultViewInstance for OrderBookDeltaView<'v>
Source§fn default_view_instance<'a>() -> &'a Selfwhere
Self: 'a,
fn default_view_instance<'a>() -> &'a Selfwhere
Self: 'a,
Source§impl<'a> MessageName for OrderBookDeltaView<'a>
impl<'a> MessageName for OrderBookDeltaView<'a>
Source§const PACKAGE: &'static str = "orderbook.v1"
const PACKAGE: &'static str = "orderbook.v1"
Source§const NAME: &'static str = "OrderBookDelta"
const NAME: &'static str = "OrderBookDelta"
. between nesting levels. Read moreSource§impl<'a> MessageView<'a> for OrderBookDeltaView<'a>
impl<'a> MessageView<'a> for OrderBookDeltaView<'a>
Source§type Owned = OrderBookDelta
type Owned = OrderBookDelta
Source§fn decode_view(buf: &'a [u8]) -> Result<Self, DecodeError>
fn decode_view(buf: &'a [u8]) -> Result<Self, DecodeError>
Source§fn decode_view_with_ctx(
buf: &'a [u8],
ctx: DecodeContext<'_>,
) -> Result<Self, DecodeError>
fn decode_view_with_ctx( buf: &'a [u8], ctx: DecodeContext<'_>, ) -> Result<Self, DecodeError>
Source§fn merge_view_field(
&mut self,
tag: Tag,
cur: &'a [u8],
before_tag: &'a [u8],
ctx: DecodeContext<'_>,
) -> Result<&'a [u8], DecodeError>
fn merge_view_field( &mut self, tag: Tag, cur: &'a [u8], before_tag: &'a [u8], ctx: DecodeContext<'_>, ) -> Result<&'a [u8], DecodeError>
Source§fn to_owned_message(&self) -> Result<OrderBookDelta, DecodeError>
fn to_owned_message(&self) -> Result<OrderBookDelta, DecodeError>
Source§fn to_owned_from_source(
&self,
__buffa_src: Option<&Bytes>,
) -> Result<OrderBookDelta, DecodeError>
fn to_owned_from_source( &self, __buffa_src: Option<&Bytes>, ) -> Result<OrderBookDelta, DecodeError>
bytes::Bytes-typed fields from source instead of copying. Read moreSource§fn decode_view_ctx(
buf: &'a [u8],
ctx: DecodeContext<'_>,
) -> Result<Self, DecodeError>where
Self: Default,
fn decode_view_ctx(
buf: &'a [u8],
ctx: DecodeContext<'_>,
) -> Result<Self, DecodeError>where
Self: Default,
DecodeContext
(remaining recursion depth and unknown-field allowance), driving the
provided tag loop over merge_view_field. Read moreSource§fn merge_into_view(
&mut self,
buf: &'a [u8],
ctx: DecodeContext<'_>,
) -> Result<(), DecodeError>
fn merge_into_view( &mut self, buf: &'a [u8], ctx: DecodeContext<'_>, ) -> Result<(), DecodeError>
buf into this view (proto merge semantics):
repeated fields append, singular fields last-wins, singular message
fields merge recursively. Read moreSource§impl<'__a> Serialize for OrderBookDeltaView<'__a>
Serializes this view as protobuf JSON.
impl<'__a> Serialize for OrderBookDeltaView<'__a>
Serializes this view as protobuf JSON.
Implicit-presence fields with default values are omitted, required
fields are always emitted, explicit-presence (optional) fields are
emitted only when set, bytes fields are base64-encoded, and enum
values are their proto name strings.
This impl uses serialize_map(None) because the number of emitted
fields depends on default-omission rules; serializers that require
known map lengths (e.g. bincode) will return a runtime error.
Use the owned message type for those formats.
Source§impl<'a> ViewEncode<'a> for OrderBookDeltaView<'a>
impl<'a> ViewEncode<'a> for OrderBookDeltaView<'a>
Source§fn compute_size(&self, __cache: &mut SizeCache) -> u32
fn compute_size(&self, __cache: &mut SizeCache) -> u32
Source§fn write_to(&self, __cache: &mut SizeCache, buf: &mut impl BufMut)
fn write_to(&self, __cache: &mut SizeCache, buf: &mut impl BufMut)
cache (populated by a prior
compute_size call on the same cache). Read moreSource§fn encode(&self, buf: &mut impl BufMut)
fn encode(&self, buf: &mut impl BufMut)
Source§fn encode_with_cache(&self, cache: &mut SizeCache, buf: &mut impl BufMut)
fn encode_with_cache(&self, cache: &mut SizeCache, buf: &mut impl BufMut)
SizeCache, for
reuse across many encodes in a hot loop. Clears the cache first.Source§fn encoded_len(&self) -> u32
fn encoded_len(&self) -> u32
Source§fn encode_length_delimited(&self, buf: &mut impl BufMut)
fn encode_length_delimited(&self, buf: &mut impl BufMut)
Source§fn encode_to_bytes(&self) -> Bytes
fn encode_to_bytes(&self) -> Bytes
bytes::Bytes.Source§impl ViewReborrow for OrderBookDeltaView<'static>
impl ViewReborrow for OrderBookDeltaView<'static>
Source§type Reborrowed<'b> = OrderBookDeltaView<'b>
type Reborrowed<'b> = OrderBookDeltaView<'b>
'b.Source§fn reborrow<'b>(this: &'b Self) -> &'b Self::Reborrowed<'b>
fn reborrow<'b>(this: &'b Self) -> &'b Self::Reborrowed<'b>
&'b Self (= &'b FooView<'static>) to
&'b Self::Reborrowed<'b> (= &'b FooView<'b>). The canonical body
is just this; the compiler accepts it via standard lifetime
variance for covariant view types. Read more