Module models 

Structs

Candlestick

OHLCV candlestick, normalized across all exchanges. Prices are decimals (0.0 to 1.0). Timestamp is the period START (not end). Serialized over the wire as RFC3339 (DateTime) for API consistency.

CryptoPrice

Fill

A single fill (trade execution) from a user’s order.

FixedPrice

Fixed-point price representation. 1 tick = 0.0001 (scale factor 10,000). Eliminates f64 comparison issues (no PRICE_EPSILON), enables Ord (no NaN), and uses integer arithmetic (1-5ns vs 20-100ns for f64 ops).

Market

Unified prediction market model.

MarketTrade

Normalized public market trade, suitable for “tape” UIs.

Order

Orderbook

OrderbookSnapshot

A point-in-time L2 orderbook snapshot, used for historical orderbook data.

OutcomeToken

Position

PriceLevel

PriceLevelChange

A single price level change. Absolute replacement semantics: size > 0 = set level to this size, size == 0 = remove level.

PricePoint

PublicTrade

RestPriceLevel

SportResult

Real-time sports score/state from the Polymarket Sports WebSocket. Serializes as snake_case for end-users; aliases accept the upstream camelCase.

Enums

CryptoPriceSource

LiquidityRole

MarketStatus

Normalized market status across all exchanges.

MarketType

Market type classification.

OrderSide

OrderStatus

OrderType

Order time-in-force / execution type.

PriceHistoryInterval

PriceLevelSide

Bid or ask side. Serializes as “bid”/“ask” on the wire.

Functions

apply_ask_level

See apply_bid_level. Same semantics, ascending ordering.

apply_bid_level

Apply a price-level delta to a bid-sorted list with replace-or-insert semantics (matches the behaviour of a sorted associative map):

insert_ask

Insert a price level into an ask-sorted (ascending) list. Binary-search + Vec::insert; same complexity profile as insert_bid.

insert_bid

Insert a price level into a bid-sorted (descending) list. Binary-search for the insert position (O(log n)), then Vec::insert (O(n) memcpy shift on average). Net O(log n + n) per op vs the old push+sort’s O(n log n). Equal-price entries go AFTER existing entries.

sort_asks

Sort price levels in ascending order (lowest price first) – ask side ordering. Uses integer comparison via FixedPrice::Ord (no partial_cmp/NaN handling).

sort_bids

Sort price levels in descending order (highest price first) – bid side ordering. Uses integer comparison via FixedPrice::Ord (no partial_cmp/NaN handling).

Type Aliases

ChangeVec

Stack-allocated change list. Kalshi = 1 change, Polymarket typically 1-3. Falls back to heap only if > 4 changes in a single update (rare).