bybit/models/
order_book_update.rs

1use crate::prelude::*;
2
3/// Structure for WebSocket order book update events.
4///
5/// 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.
6#[derive(Serialize, Deserialize, Debug, Clone)]
7#[serde(rename_all = "camelCase")]
8pub struct OrderBookUpdate {
9    /// The WebSocket topic for the event (e.g., "orderbook.50.BTCUSDT").
10    ///
11    /// Specifies the data stream for the order book update, including depth and symbol. Bots use this to verify the correct market and depth level.
12    #[serde(rename = "topic")]
13    pub topic: String,
14
15    /// The event type (e.g., "snapshot", "delta").
16    ///
17    /// Indicates whether the update is a full snapshot or incremental delta. Bots use this to initialize or update their order book state.
18    #[serde(rename = "type")]
19    pub event_type: String,
20
21    /// The timestamp of the event in milliseconds.
22    ///
23    /// Indicates when the order book update was generated. Bots use this to ensure data freshness and align with other market data.
24    #[serde(rename = "ts")]
25    pub timestamp: u64,
26
27    /// The order book data.
28    ///
29    /// Contains the bids, asks, and sequence numbers for the order book. Bots use this to update their internal order book representation.
30    pub data: WsOrderBook,
31
32    /// The creation timestamp in milliseconds.
33    ///
34    /// Indicates when the order book update was created by Bybit’s server. Bots use this to measure latency and ensure data consistency.
35    pub cts: u64,
36}
bybit/models/order_book_update.rs

bybit/models/
order_book_update.rs
