Struct OrderBookDelta 

pub struct OrderBookDelta {
    pub symbol_id: u32,
    pub book_seq_start: u64,
    pub book_seq_end: u64,
    pub bids: Vec<PriceLevel>,
    pub asks: Vec<PriceLevel>,
    pub reset: bool,
    pub ts: MessageField<Timestamp>,
    /* private fields */
}

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: u32

Numeric symbol identifier.

Field 1: symbol_id

book_seq_start: u64

Monotonic book sequence range covered by this update. When reset=true, book_seq_start may be 0.

Field 2: book_seq_start

book_seq_end: u64

Monotonic 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: Vec<PriceLevel>

Bid-side updates (SET semantics at price_ticks).

Field 4: bids

asks: Vec<PriceLevel>

Ask-side updates (SET semantics at price_ticks).

Field 5: asks

reset: bool

If true, consumers should clear their local book state before applying updates.

Field 6: reset

ts: MessageField<Timestamp>

Timestamp associated with this update (best-effort).

Field 7: ts

Implementations

impl OrderBookDelta

pub const TYPE_URL: &'static str = "type.googleapis.com/orderbook.v1.OrderBookDelta"

Protobuf type URL for this message, for use with Any::pack and Any::unpack_if.

Format: type.googleapis.com/<fully.qualified.TypeName>

Trait Implementations

impl Clone for OrderBookDelta

fn clone(&self) -> OrderBookDelta

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderBookDelta

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

Formats the value using the given formatter.

impl Default for OrderBookDelta

fn default() -> OrderBookDelta

Returns the “default value” for a type.

impl DefaultInstance for OrderBookDelta

fn default_instance() -> &'static Self

Return a reference to the single default instance of this type.

impl<'de> Deserialize<'de> for OrderBookDelta

where OrderBookDelta: Default,

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl ExtensionSet for OrderBookDelta

const PROTO_FQN: &'static str = "orderbook.v1.OrderBookDelta"

Fully-qualified proto type name of this message (no leading dot), e.g. "google.protobuf.FieldOptions".

fn unknown_fields(&self) -> &UnknownFields

Immutable access to the extendee’s unknown-field storage.

fn unknown_fields_mut(&mut self) -> &mut UnknownFields

Mutable access to the extendee’s unknown-field storage.

fn extension<C>(&self, ext: &Extension<C>) -> <C as ExtensionCodec>::Output

where C: ExtensionCodec,

Read an extension value.

fn set_extension<C>( &mut self, ext: &Extension<C>, value: <C as ExtensionCodec>::Value, )

where C: ExtensionCodec,

Write an extension value, replacing any prior occurrences.

fn has_extension<C>(&self, ext: &Extension<C>) -> bool

where C: ExtensionCodec,

Returns true if any record at the extension’s field number is present.

fn clear_extension<C>(&mut self, ext: &Extension<C>)

where C: ExtensionCodec,

Remove all records at the extension’s field number.

fn extension_or_default<C>( &self, ext: &Extension<C>, ) -> <C as ExtensionCodec>::Value

where C: ExtensionCodec<Output = Option<<C as ExtensionCodec>::Value>>, <C as ExtensionCodec>::Value: Default,

Read a singular extension value, returning the proto2 [default = ...] value if absent, or the type’s Default if no proto default was declared.

impl HasMessageView for OrderBookDelta

type View<'a> = OrderBookDeltaView<'a>

The zero-copy view of Self, borrowing from a buffer with lifetime 'a.

type ViewHandle = OrderBookDeltaOwnedView

The generated 'static owned-view handle for Self (FooOwnedView).

fn decode_view(buf: &[u8]) -> Result<Self::View<'_>, DecodeError>

Decode a borrowed View from a byte slice.

fn decode_view_with_options<'a>( buf: &'a [u8], opts: &DecodeOptions, ) -> Result<Self::View<'a>, DecodeError>

Decode a borrowed View under custom DecodeOptions (recursion limit, max message size, unknown-field limit).

fn decode_view_handle(bytes: Bytes) -> Result<Self::ViewHandle, DecodeError>

Decode a ViewHandle from a Bytes buffer.

fn decode_view_handle_with_options( bytes: Bytes, opts: &DecodeOptions, ) -> Result<Self::ViewHandle, DecodeError>

Decode a ViewHandle with custom DecodeOptions (recursion limit, max message size).

impl Message for OrderBookDelta

fn compute_size(&self, __cache: &mut SizeCache) -> u32

Returns the total encoded size in bytes.

The result is a u32; the protobuf specification requires all messages to fit within 2 GiB (2,147,483,647 bytes), so a compliant message will never overflow this type.

fn write_to(&self, __cache: &mut SizeCache, buf: &mut impl BufMut)

Write this message’s encoded bytes to a buffer, consuming nested-message sizes from cache (populated by a prior compute_size call on the same cache).

fn merge_field( &mut self, tag: Tag, buf: &mut impl Buf, ctx: DecodeContext<'_>, ) -> Result<(), DecodeError>

Processes a single already-decoded tag and its associated field data from buf.

fn clear(&mut self)

Clear all fields to their default values.

fn encode(&self, buf: &mut impl BufMut)

Compute size, then write. This is the primary encoding API.

fn encode_with_cache(&self, cache: &mut SizeCache, buf: &mut impl BufMut)

Encode using a caller-supplied SizeCache, for reuse across many encodes in a hot loop. Clears the cache first.

fn encoded_len(&self) -> u32

Compute the encoded byte size of this message.

fn encode_length_delimited(&self, buf: &mut impl BufMut)

Encode this message as a length-delimited byte sequence.

fn encode_to_vec(&self) -> Vec<u8>

Encode this message to a new Vec<u8>.

fn encode_to_bytes(&self) -> Bytes

Encode this message to a new bytes::Bytes.

fn decode(buf: &mut impl Buf) -> Result<Self, DecodeError>

where Self: Sized,

Decode a message from a buffer.

fn decode_from_slice(data: &[u8]) -> Result<Self, DecodeError>

where Self: Sized,

Decode a message from a byte slice.

fn decode_length_delimited(buf: &mut impl Buf) -> Result<Self, DecodeError>

where Self: Sized,

Decode a length-delimited message from a buffer.

fn merge_to_limit( &mut self, buf: &mut impl Buf, ctx: DecodeContext<'_>, limit: usize, ) -> Result<(), DecodeError>

Merge fields from a buffer until buf.remaining() reaches limit.

fn merge_group( &mut self, buf: &mut impl Buf, ctx: DecodeContext<'_>, field_number: u32, ) -> Result<(), DecodeError>

Merges a group-encoded message from buf, reading fields until an EndGroup tag with the given field_number is encountered.

fn merge( &mut self, buf: &mut impl Buf, ctx: DecodeContext<'_>, ) -> Result<(), DecodeError>

Merge fields from a buffer into this message.

fn merge_from_slice(&mut self, data: &[u8]) -> Result<(), DecodeError>

Merge fields from a byte slice into this message.

fn merge_length_delimited( &mut self, buf: &mut impl Buf, ctx: DecodeContext<'_>, ) -> Result<(), DecodeError>

Merge fields from a length-delimited sub-message payload into this message.

impl MessageName for OrderBookDelta

const PACKAGE: &'static str = "orderbook.v1"

The protobuf package the message is declared in.

const NAME: &'static str = "OrderBookDelta"

The unqualified message name, with . between nesting levels.

const FULL_NAME: &'static str = "orderbook.v1.OrderBookDelta"

The fully-qualified protobuf type name with no leading dot.

const TYPE_URL: &'static str = "type.googleapis.com/orderbook.v1.OrderBookDelta"

The google.protobuf.Any.type_url form for this message.

impl PartialEq for OrderBookDelta

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

Equality operator ==.

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

Inequality operator !=.

impl ProtoElemJson for OrderBookDelta

fn serialize_proto_json<S: Serializer>( v: &Self, s: S, ) -> Result<S::Ok, S::Error>

Serialize this value with proto3 JSON semantics.

fn deserialize_proto_json<'de, D: Deserializer<'de>>( d: D, ) -> Result<Self, D::Error>

Deserialize a value with proto3 JSON semantics.

impl Serialize for OrderBookDelta

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for OrderBookDelta