Struct OrderBookUpdate 

pub struct OrderBookUpdate {
    pub topic: String,
    pub event_type: String,
    pub timestamp: u64,
    pub data: WsOrderBook,
    pub cts: u64,
}

Structure for WebSocket order book update events.

Contains real-time updates to the order book for a trading pair, including bids, asks, and sequence numbers. Bots use this for market depth analysis and liquidity monitoring in perpetual futures trading.

Fields

topic: String

The WebSocket topic for the event (e.g., “orderbook.50.BTCUSDT”).

Specifies the data stream for the order book update, including depth and symbol. Bots use this to verify the correct market and depth level.

event_type: String

The event type (e.g., “snapshot”, “delta”).

Indicates whether the update is a full snapshot or incremental delta. Bots use this to initialize or update their order book state.

timestamp: u64

The timestamp of the event in milliseconds.

Indicates when the order book update was generated. Bots use this to ensure data freshness and align with other market data.

data: WsOrderBook

The order book data.

Contains the bids, asks, and sequence numbers for the order book. Bots use this to update their internal order book representation.

cts: u64

The creation timestamp in milliseconds.

Indicates when the order book update was created by Bybit’s server. Bots use this to measure latency and ensure data consistency.

Trait Implementations

impl Clone for OrderBookUpdate

fn clone(&self) -> OrderBookUpdate

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderBookUpdate

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OrderBookUpdate

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for OrderBookUpdate

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

where __S: Serializer,

Serialize this value into the given Serde serializer.