Enum WsUpdate 

pub enum WsUpdate {
    Snapshot {
        market_id: String,
        asset_id: String,
        book: Arc<Orderbook>,
        exchange_ts: Option<u64>,
        local_ts: Instant,
        local_ts_ms: u64,
        seq: u64,
    },
    Delta {
        market_id: String,
        asset_id: String,
        changes: ChangeVec,
        exchange_ts: Option<u64>,
        local_ts: Instant,
        local_ts_ms: u64,
        seq: u64,
    },
    Clear {
        market_id: String,
        asset_id: String,
        reason: InvalidationReason,
        local_ts: Instant,
        local_ts_ms: u64,
        seq: u64,
    },
    Trade {
        trade: ActivityTrade,
        local_ts: Instant,
        local_ts_ms: u64,
    },
    Fill {
        fill: ActivityFill,
        local_ts: Instant,
        local_ts_ms: u64,
    },
}

Every per-market event the WebSocket surface emits. Closed tagged union; no untyped escape hatch in the stable enum. If an exchange grows a payload we want to surface in raw form, add a separate raw_events() stream rather than another WsUpdate variant — keeps consumer match exhaustiveness honest.

Variants

Snapshot

Full orderbook snapshot. Caller should replace any cached book keyed by (market_id, asset_id). market_id is the parent market on every exchange; asset_id is the per-outcome identifier (Polymarket token, Kalshi ticker, Opinion numeric market id). Emitted on initial subscribe and after any BookInvalidated / Clear recovery path.

Fields

market_id: String

asset_id: String

book: Arc<Orderbook>

exchange_ts: Option<u64>

local_ts: Instant

local_ts_ms: u64

seq: u64

Delta

Incremental change to an existing book. Apply in-place, or discard if the caller has seen a matching Clear / BookInvalidated without a follow-up Snapshot yet.

Fields

market_id: String

asset_id: String

changes: ChangeVec

exchange_ts: Option<u64>

local_ts: Instant

local_ts_ms: u64

seq: u64

Clear

Book invalidation on the same stream as Snapshot / Delta, so a consumer can say “seq N was Clear, drop anything with seq ≤ N, wait for the next Snapshot” without merging with the session stream. Mirrors SessionEvent::BookInvalidated, which stays as the connection-level signal for global observability.

Fields

market_id: String

asset_id: String

reason: InvalidationReason

local_ts: Instant

local_ts_ms: u64

seq: u64

Trade

A public trade (any counterparty). Not tied to a local order.

Fields

trade: ActivityTrade

local_ts: Instant

local_ts_ms: u64

Fill

A fill on one of the authenticated user’s orders.

Fields

fill: ActivityFill

local_ts: Instant

local_ts_ms: u64

Implementations

impl WsUpdate

pub fn local_ts(&self) -> Instant

Uniform accessor for the ingest-side monotonic timestamp. Use for metrics and cross-update ordering; for per-market sequencing prefer the seq field on Snapshot / Delta.

pub fn local_ts_ms(&self) -> u64

Wall-clock millis paired with local_ts. Use for serialization and any cross-process correlation; not monotonic.

pub fn market_id(&self) -> Option<&str>

Market ID for events scoped to a single market.

pub fn asset_id(&self) -> Option<&str>

Asset ID for book-scoped events. Returns None for activity events (Trade / Fill) where the asset is carried on the inner payload.

Trait Implementations

impl Clone for WsUpdate

fn clone(&self) -> WsUpdate

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for WsUpdate

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

Formats the value using the given formatter.

impl Serialize for WsUpdate

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

where __S: Serializer,

Serialize this value into the given Serde serializer.