WsOrderBook

Struct WsOrderBook 

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pub struct WsOrderBook {
    pub symbol: String,
    pub asks: Vec<Ask>,
    pub bids: Vec<Bid>,
    pub update_id: u64,
    pub seq: u64,
}
Expand description

Structure for WebSocket order book data.

Contains the bids, asks, and sequence numbers for a trading pair’s order book. Bots use this to maintain an up-to-date view of market depth and liquidity.

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§symbol: String

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

Identifies the perpetual futures contract for the order book. Bots use this to verify the correct market.

§asks: Vec<Ask>

A list of ask prices and quantities.

Contains the current ask levels in the order book, sorted by price. Bots use this to assess selling pressure and liquidity on the ask side.

§bids: Vec<Bid>

A list of bid prices and quantities.

Contains the current bid levels in the order book, sorted by price. Bots use this to assess buying pressure and liquidity on the bid side.

§update_id: u64

The update ID for the order book.

A unique identifier for the order book update. Bots use this to ensure updates are processed in the correct order.

§seq: u64

The sequence number for the update.

A monotonically increasing number for ordering updates. Bots use this to detect missing or out-of-order updates and maintain order book consistency.

Trait Implementations§

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impl Clone for WsOrderBook

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fn clone(&self) -> WsOrderBook

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for WsOrderBook

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

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for WsOrderBook

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for WsOrderBook

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

Serialize this value into the given Serde serializer. Read more

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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