Struct PriceLimitData 

pub struct PriceLimitData {
    pub symbol: String,
    pub buy_lmt: f64,
    pub sell_lmt: f64,
}

Represents the order price limits for a single trading symbol in a WebSocket update.

Contains the highest bid price (buyLmt) and lowest ask price (sellLmt) for a given symbol. These limits define the order price boundaries for derivative or spot trading and are important for risk management and order validation.

Bybit API Reference

The Bybit WebSocket API (https://bybit-exchange.github.io/docs/v5/websocket/public/order-price-limit) provides real-time order price limit updates with a push frequency of 300ms.

Fields

symbol: String

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

Identifies the specific instrument for which the price limits apply. Trading bots should verify this matches the requested symbol to ensure data integrity.

buy_lmt: f64

The highest bid price allowed (buy limit) as a string.

Represents the maximum price at which buy orders can be placed. Orders with prices above this limit will be rejected. Trading bots must ensure buy order prices do not exceed this limit.

sell_lmt: f64

The lowest ask price allowed (sell limit) as a string.

Represents the minimum price at which sell orders can be placed. Orders with prices below this limit will be rejected. Trading bots must ensure sell order prices are not below this limit.

Implementations

impl PriceLimitData

pub fn new(symbol: &str, buy_lmt: f64, sell_lmt: f64) -> Self

Constructs a new PriceLimitData with specified parameters.

pub fn is_buy_limit_valid(&self) -> bool

Returns true if the buy limit is valid (positive value).

pub fn is_sell_limit_valid(&self) -> bool

Returns true if the sell limit is valid (positive value).

pub fn is_valid(&self) -> bool

Returns true if both price limits are valid.

pub fn price_range(&self) -> f64

Returns the price range between buy and sell limits.

Calculated as sell_lmt - buy_lmt. A positive value indicates normal market conditions where sell limit is higher than buy limit. A negative value would indicate abnormal market conditions.

pub fn mid_price(&self) -> f64

Returns the mid price between buy and sell limits.

Calculated as (buy_lmt + sell_lmt) / 2.0. This represents the theoretical fair value within the allowed trading range.

pub fn price_range_percentage(&self) -> f64

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

Useful for understanding the relative width of the allowed trading range. Calculated as price_range() / mid_price() * 100.0.

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

Checks if a buy price is within the allowed limit.

Returns true if price <= buy_lmt, meaning the buy order price is acceptable.

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

Checks if a sell price is within the allowed limit.

Returns true if price >= sell_lmt, meaning the sell order price is acceptable.

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

Returns the maximum allowable slippage for buy orders.

Calculated as (buy_lmt - reference_price) / reference_price where reference_price is typically the current market price or the price a bot intends to use.

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

Returns the maximum allowable slippage for sell orders.

Calculated as (reference_price - sell_lmt) / reference_price where reference_price is typically the current market price or the price a bot intends to use.

pub fn limits(&self) -> (f64, f64)

Returns the price limits as a tuple (buy_limit, sell_limit).

pub fn to_display_string(&self) -> String

Returns a string representation of the price limits.

pub fn expiry_timestamp(&self) -> Option<DateTime<Utc>>

Returns the timestamp from the symbol, if it contains expiry information.

For futures contracts with expiry dates in the symbol (e.g., “BTC-26DEC25”), this attempts to extract and parse the expiry date.

pub fn is_perpetual(&self) -> bool

Returns true if this is a perpetual contract (no expiry).

pub fn is_futures(&self) -> bool

Returns true if this is a futures contract (has expiry).

Trait Implementations

impl Clone for PriceLimitData

fn clone(&self) -> PriceLimitData

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PriceLimitData

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for PriceLimitData

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for PriceLimitData

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

where __S: Serializer,

Serialize this value into the given Serde serializer.