bybit/models/
order_book.rs

1use crate::prelude::*;
2
3/// Represents the order book for a trading pair.
4///
5/// 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.
6#[derive(Serialize, Deserialize, Clone, Debug)]
7pub struct OrderBook {
8    /// The trading pair symbol (e.g., "BTCUSDT").
9    ///
10    /// Confirms the trading pair for the order book. Bots should verify this matches the requested symbol.
11    #[serde(rename = "s")]
12    pub symbol: String,
13
14    /// A list of ask (sell) orders.
15    ///
16    /// Contains the current ask prices and quantities. Bots use this to assess selling pressure and determine resistance levels in perpetual futures.
17    #[serde(rename = "a")]
18    pub asks: Vec<Ask>,
19
20    /// A list of bid (buy) orders.
21    ///
22    /// Contains the current bid prices and quantities. Bots use this to assess buying support and determine support levels in perpetual futures.
23    #[serde(rename = "b")]
24    pub bids: Vec<Bid>,
25
26    /// The timestamp of the order book snapshot (Unix timestamp in milliseconds).
27    ///
28    /// 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.
29    #[serde(rename = "ts")]
30    pub timestamp: u64,
31
32    /// The update ID of the order book.
33    ///
34    /// 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.
35    #[serde(rename = "u")]
36    pub update_id: u64,
37}
bybit/models/order_book.rs

bybit/models/
order_book.rs
