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PriceLimitUpdate

Struct PriceLimitUpdate 

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pub struct PriceLimitUpdate {
    pub topic: String,
    pub timestamp: u64,
    pub data: PriceLimitData,
}
Expand description

Represents a WebSocket price limit update event.

Contains real-time updates to order price limits for trading symbols. Push frequency: 300ms.

§Bybit API Reference

Topic: priceLimit.{symbol} (e.g., priceLimit.BTCUSDT)

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§topic: String

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

Specifies the data stream for the price limit update. Bots use this to determine which symbol the update belongs to.

§timestamp: u64

The timestamp of the event in milliseconds.

Indicates when the price limit update was generated by the system. Bots use this to ensure data freshness and time-based analysis.

§data: PriceLimitData

The price limit data.

Contains the current buy and sell price limits for the symbol.

Implementations§

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impl PriceLimitUpdate

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pub fn symbol_from_topic(&self) -> Option<&str>

Extracts the symbol from the topic.

Parses the WebSocket topic to extract the trading symbol. Example: “priceLimit.BTCUSDT” -> “BTCUSDT”

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pub fn is_consistent(&self) -> bool

Returns true if the symbol in the topic matches the symbol in the data.

Validates data consistency between the topic and the embedded data.

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pub fn timestamp_datetime(&self) -> DateTime<Utc>

Returns the timestamp as a chrono DateTime.

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pub fn age_ms(&self) -> u64

Returns the age of the update in milliseconds.

Calculates how old this update is relative to the current time.

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pub fn is_stale(&self) -> bool

Returns true if the update is stale (older than 1 second).

Since price limit updates are pushed every 300ms, data older than 1 second might be considered stale for real-time trading decisions.

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pub fn buy_limit(&self) -> f64

Returns the buy limit from the embedded data.

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pub fn sell_limit(&self) -> f64

Returns the sell limit from the embedded data.

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pub fn price_range(&self) -> f64

Returns the price range between buy and sell limits.

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pub fn mid_price(&self) -> f64

Returns the mid price between buy and sell limits.

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pub fn price_range_percentage(&self) -> f64

Returns the price range as a percentage of the mid price.

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pub fn is_buy_price_allowed(&self, price: f64) -> bool

Checks if a buy price is within the allowed limit.

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pub fn is_sell_price_allowed(&self, price: f64) -> bool

Checks if a sell price is within the allowed limit.

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pub fn buy_slippage_limit(&self, reference_price: f64) -> f64

Returns the maximum allowable slippage for buy orders.

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pub fn sell_slippage_limit(&self, reference_price: f64) -> f64

Returns the maximum allowable slippage for sell orders.

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pub fn to_display_string(&self) -> String

Returns a string representation of the update.

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pub fn is_valid_for_trading(&self) -> bool

Validates the update for trading use.

Returns true if:

  1. The topic and data symbols are consistent
  2. The price limits are valid (positive values)
  3. The update is not stale (≤ 1 second old)
  4. The sell limit is greater than the buy limit (normal market)
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pub fn latency_ms(&self, other_timestamp: u64) -> i64

Returns the update latency in milliseconds.

For comparing with other market data timestamps.

Trait Implementations§

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impl Clone for PriceLimitUpdate

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fn clone(&self) -> PriceLimitUpdate

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 PriceLimitUpdate

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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 PriceLimitUpdate

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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 PriceLimitUpdate

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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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