Struct PriceLevelSnapshot 

pub struct PriceLevelSnapshot {
    pub price: u64,
    pub visible_quantity: u64,
    pub hidden_quantity: u64,
    pub order_count: usize,
    pub orders: Vec<Arc<OrderType<()>>>,
}

A snapshot of a price level in the order book. This struct provides a summary of the state of a specific price level at a given point in time, including the price, visible and hidden quantities, order count, and a vector of the orders at that level.

Fields

price: u64

The price of this level.

visible_quantity: u64

Total visible quantity at this level. This represents the sum of the visible quantities of all orders at this price level.

hidden_quantity: u64

Total hidden quantity at this level. This represents the sum of the hidden quantities of all orders at this price level.

order_count: usize

Number of orders at this level.

orders: Vec<Arc<OrderType<()>>>

Orders at this level. This is a vector of Arc<OrderType<()>> representing each individual order at this price level.

Implementations

impl PriceLevelSnapshot

pub fn new(price: u64) -> Self

Create a new empty snapshot

pub fn total_quantity(&self) -> u64

Get the total quantity (visible + hidden) at this price level

pub fn iter_orders(&self) -> impl Iterator<Item = &Arc<OrderType<()>>>

Get an iterator over the orders in this snapshot

Trait Implementations

impl Clone for PriceLevelSnapshot

fn clone(&self) -> PriceLevelSnapshot

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PriceLevelSnapshot

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

Formats the value using the given formatter.

impl Default for PriceLevelSnapshot

fn default() -> PriceLevelSnapshot

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for PriceLevelSnapshot

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>

where D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for PriceLevelSnapshot

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

Formats the value using the given formatter.

impl FromStr for PriceLevelSnapshot

type Err = PriceLevelError

The associated error which can be returned from parsing.

fn from_str(s: &str) -> Result<Self, Self::Err>

Parses a string s to return a value of this type.

impl Serialize for PriceLevelSnapshot

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>

where S: Serializer,

Serialize this value into the given Serde serializer.