pub struct FastExecData {
pub category: String,
pub symbol: String,
pub exec_id: String,
pub exec_price: f64,
pub exec_qty: f64,
pub order_id: String,
pub order_link_id: String,
pub side: String,
pub exec_time: u64,
pub seq: u64,
}Expand description
Represents essential data about a single trade execution for high-frequency updates.
This struct provides a minimal set of fields for low-latency trade processing.
§Bybit API Reference
Part of the execution WebSocket stream (https://bybit-exchange.github.io/docs/v5/websocket/private/execution).
§Perpetual Futures Context
Fast execution data is optimized for bots requiring minimal latency, such as high-frequency trading strategies.
Fields§
§category: StringThe category of the execution (e.g., “linear”).
Specifies the contract type. Bots must handle different categories due to varying margin rules.
symbol: StringThe trading pair symbol (e.g., “BTCUSDT”).
Identifies the market for the execution. Bots filter by symbol to process relevant trades.
exec_id: StringThe unique identifier for the execution.
Used to track individual trades. Bots use this to match executions with orders.
exec_price: f64The price at which the trade was executed.
The actual price of the filled order. Bots use this to update position entry prices.
exec_qty: f64The quantity executed in the trade.
The volume of the trade. Bots use this to update position sizes and track fills.
order_id: StringThe ID of the order associated with the execution.
Links the execution to the original order. Bots use this to track order status.
order_link_id: StringThe user-defined ID for the order.
Allows bots to assign custom identifiers for internal tracking.
side: StringThe side of the order (“Buy” or “Sell”).
Indicates the direction of the trade. Bots use this to update position direction.
exec_time: u64The timestamp when the execution occurred (in milliseconds).
Indicates the exact time of the trade. Bots use this for precise timing.
seq: u64The sequence number for the execution.
Used to ensure executions are processed in order. Bots validate sequence numbers to avoid missing updates.
Trait Implementations§
Source§impl Clone for FastExecData
impl Clone for FastExecData
Source§fn clone(&self) -> FastExecData
fn clone(&self) -> FastExecData
1.0.0 · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read more