Struct BookAnalytics

Source

pub struct BookAnalytics {
    pub token_id: String,
    pub timestamp: DateTime<Utc>,
    pub bid_count: usize,
    pub ask_count: usize,
    pub total_bid_size: Decimal,
    pub total_ask_size: Decimal,
    pub spread: Option<Decimal>,
    pub spread_pct: Option<Decimal>,
    pub mid_price: Option<Decimal>,
    pub volatility: Option<Decimal>,
}

Expand description

Order book analytics and statistics Provides a summary view of the book’s health and characteristics

Fields§

§token_id: String§timestamp: DateTime<Utc>§bid_count: usize§ask_count: usize§total_bid_size: Decimal§total_ask_size: Decimal§spread: Option<Decimal>§spread_pct: Option<Decimal>§mid_price: Option<Decimal>§volatility: Option<Decimal>

BookAnalytics

Struct BookAnalytics Copy item path

Fields§

Trait Implementations§

impl Clone for BookAnalytics

fn clone(&self) -> BookAnalytics

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

impl Debug for BookAnalytics

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

Auto Trait Implementations§

impl Freeze for BookAnalytics

impl RefUnwindSafe for BookAnalytics

impl Send for BookAnalytics

impl Sync for BookAnalytics

impl Unpin for BookAnalytics

impl UnwindSafe for BookAnalytics

Blanket Implementations§

impl<T> Any for Twhere T: 'static + ?Sized,

fn type_id(&self) -> TypeId

impl<T> Borrow<T> for Twhere T: ?Sized,

fn borrow(&self) -> &T

impl<T> BorrowMut<T> for Twhere T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

impl<T> CloneToUninit for Twhere T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

impl<T> From<T> for T

fn from(t: T) -> T

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

fn in_current_span(self) -> Instrumented<Self>

impl<T, U> Into<U> for Twhere U: From<T>,

fn into(self) -> U

impl<T> IntoEither for T

fn into_either(self, into_left: bool) -> Either<Self, Self>

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>where F: FnOnce(&Self) -> bool,

impl<T> PolicyExt for Twhere T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>where T: Policy<B, E>, P: Policy<B, E>,

fn or<P, B, E>(self, other: P) -> Or<T, P>where T: Policy<B, E>, P: Policy<B, E>,

impl<T> Same for T

type Output = T

impl<T> ToOwned for Twhere T: Clone,

type Owned = T

fn to_owned(&self) -> T

fn clone_into(&self, target: &mut T)

impl<T, U> TryFrom<U> for Twhere U: Into<T>,

type Error = Infallible

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

impl<T, U> TryInto<U> for Twhere U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

impl<V, T> VZip<V> for Twhere V: MultiLane<T>,

fn vzip(self) -> V

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>where S: Into<Dispatch>,

fn with_current_subscriber(self) -> WithDispatch<Self>

Struct BookAnalytics

impl<T> Any for T
where T: 'static + ?Sized,

impl<T> Borrow<T> for T
where T: ?Sized,

impl<T> BorrowMut<T> for T
where T: ?Sized,

impl<T> CloneToUninit for T
where T: Clone,

impl<T, U> Into<U> for T
where U: From<T>,

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

impl<T> PolicyExt for T
where T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

impl<T> ToOwned for T
where T: Clone,

impl<T, U> TryFrom<U> for T
where U: Into<T>,

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,