Struct OrderBookSnapshot 

pub struct OrderBookSnapshot {
    pub symbol: String,
    pub bids: Vec<Bid>,
    pub asks: Vec<Ask>,
    pub update_id: u64,
    pub seq: u64,
    pub timestamp: u64,
}

Structure for persisting order book snapshots.

Fields

symbol: String

Trading symbol

bids: Vec<Bid>

Bid levels

asks: Vec<Ask>

Ask levels

update_id: u64

Update ID

seq: u64

Sequence number

timestamp: u64

Timestamp when snapshot was taken

Implementations

impl OrderBookSnapshot

pub fn from_order_book(order_book: &WsOrderBook) -> Self

Creates a new OrderBookSnapshot from a WsOrderBook.

pub fn age_ms(&self) -> u64

Returns the age of the snapshot in milliseconds.

pub fn is_stale(&self, max_age_ms: u64) -> bool

Returns true if the snapshot is stale.

pub fn to_order_book(&self) -> WsOrderBook

Converts the snapshot back to a WsOrderBook.

Trait Implementations

impl Clone for OrderBookSnapshot

fn clone(&self) -> OrderBookSnapshot

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderBookSnapshot

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OrderBookSnapshot

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for OrderBookSnapshot

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

where __S: Serializer,

Serialize this value into the given Serde serializer.