Struct Orderbook 

pub struct Orderbook {
    pub asset_id: String,
    pub bids: Vec<PriceLevel>,
    pub asks: Vec<PriceLevel>,
    pub last_update_id: Option<u64>,
    pub timestamp: Option<DateTime<Utc>>,
    pub hash: Option<String>,
}

Full-depth L2 orderbook for one asset.

Fields

asset_id: String

The orderable asset — Kalshi market ticker or Polymarket CTF token id (e.g. "KXBTCD-25APR1517").

bids: Vec<PriceLevel>

Bid levels, sorted descending by price.

asks: Vec<PriceLevel>

Ask levels, sorted ascending by price.

last_update_id: Option<u64>

Monotonic sequence id from upstream; null when not provided.

timestamp: Option<DateTime<Utc>>

Upstream snapshot time in UTC (e.g. "2026-04-25T12:00:00Z").

hash: Option<String>

Polymarket book-state hash for replay integrity; null on Kalshi.

Implementations

impl Orderbook

pub fn best_bid(&self) -> Option<f64>

pub fn best_ask(&self) -> Option<f64>

pub fn mid_price(&self) -> Option<f64>

pub fn spread(&self) -> Option<f64>

pub fn has_data(&self) -> bool

pub fn sort(&mut self)

Sort bids descending and asks ascending by price

pub fn from_rest_response( bids: &[RestPriceLevel], asks: &[RestPriceLevel], asset_id: impl Into<String>, ) -> Self

Trait Implementations

impl Clone for Orderbook

fn clone(&self) -> Orderbook

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Orderbook

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

Formats the value using the given formatter.

impl Default for Orderbook

fn default() -> Orderbook

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for Orderbook

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for Orderbook

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

where __S: Serializer,

Serialize this value into the given Serde serializer.