Struct OrderbookStats 

pub struct OrderbookStats {
    pub exchange_ts: Option<DateTime<Utc>>,
    pub openpx_ts: DateTime<Utc>,
    pub asset_id: String,
    pub best_bid: Option<f64>,
    pub best_ask: Option<f64>,
    pub mid: Option<f64>,
    pub spread_bps: Option<f64>,
    pub weighted_mid: Option<f64>,
    pub imbalance: Option<f64>,
    pub bid_depth: f64,
    pub ask_depth: f64,
}

Top-of-book snapshot stats for one asset.

Fields

exchange_ts: Option<DateTime<Utc>>

Upstream snapshot time in UTC; null when not provided.

openpx_ts: DateTime<Utc>

Wall-clock time OpenPX served the response (UTC).

asset_id: String

Orderable asset id (e.g. "KXBTCD-25APR1517").

best_bid: Option<f64>

Best bid as YES probability (e.g. 0.61).

best_ask: Option<f64>

Best ask as YES probability (e.g. 0.63).

mid: Option<f64>

Mid price as YES probability (e.g. 0.62).

spread_bps: Option<f64>

Spread in basis points relative to mid (e.g. 400.0).

weighted_mid: Option<f64>

Size-weighted mid using the top-10 levels (e.g. 0.62).

imbalance: Option<f64>

Top-10 imbalance in [-1, 1] (positive = bid-heavy) (e.g. 0.12).

bid_depth: f64

Total resting bid size in contracts (e.g. 1000.0).

ask_depth: f64

Total resting ask size in contracts (e.g. 1000.0).

Trait Implementations

impl Clone for OrderbookStats

fn clone(&self) -> OrderbookStats

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderbookStats

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OrderbookStats

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for OrderbookStats

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

where __S: Serializer,

Serialize this value into the given Serde serializer.