Struct OrderBook 

pub struct OrderBook {
    pub symbol: String,
    pub asks: Vec<Ask>,
    pub bids: Vec<Bid>,
    pub timestamp: u64,
    pub update_id: u64,
}

Represents the order book for a trading pair.

Contains the current bid and ask levels, along with metadata like the update ID. Bots use this to analyze market depth and liquidity in perpetual futures.

Fields

symbol: String

The trading pair symbol (e.g., “BTCUSDT”).

Confirms the trading pair for the order book. Bots should verify this matches the requested symbol.

asks: Vec<Ask>

A list of ask (sell) orders.

Contains the current ask prices and quantities. Bots use this to assess selling pressure and determine resistance levels in perpetual futures.

bids: Vec<Bid>

A list of bid (buy) orders.

Contains the current bid prices and quantities. Bots use this to assess buying support and determine support levels in perpetual futures.

timestamp: u64

The timestamp of the order book snapshot (Unix timestamp in milliseconds).

Indicates when the order book data was captured. Bots should use this to ensure the data is recent, as stale order book data can lead to poor trading decisions.

update_id: u64

The update ID of the order book.

A unique identifier for the order book snapshot. Bots can use this to track updates and ensure they’re processing the latest data, especially in WebSocket streams.

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<'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.