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OrderBook

polyfill_rs::types

Struct OrderBook 

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pub struct OrderBook {
    pub token_id: String,
    pub timestamp: DateTime<Utc>,
    pub bids: Vec<BookLevel>,
    pub asks: Vec<BookLevel>,
    pub sequence: u64,
    pub last_delta_sequence: u64,
    pub last_snapshot_timestamp_ms: u64,
}
Expand description

Full order book state

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§token_id: String

Token ID

§timestamp: DateTime<Utc>

Timestamp

§bids: Vec<BookLevel>

Bid orders

§asks: Vec<BookLevel>

Ask orders

§sequence: u64

Legacy/incremental delta sequence number.

This is kept for compatibility. For snapshots produced by this client, it is equivalent to Self::last_delta_sequence. WebSocket snapshot timestamps are exposed separately in Self::last_snapshot_timestamp_ms.

§last_delta_sequence: u64

Last accepted legacy/incremental delta sequence number.

§last_snapshot_timestamp_ms: u64

Last accepted full-book snapshot timestamp in milliseconds.

Trait Implementations§

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impl Clone for OrderBook

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fn clone(&self) -> OrderBook

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for OrderBook

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

Formats the value using the given formatter. Read more
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impl Decoder<OrderBook> for RawOrderBookResponse

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fn decode(&self) -> Result<OrderBook>

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impl<'de> Deserialize<'de> for OrderBook

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fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for OrderBook

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

Serialize this value into the given Serde serializer. Read more

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🔬This is a nightly-only experimental API. (clone_to_uninit)
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