Struct OrderBookUpdate 

#[non_exhaustive]
pub struct OrderBookUpdate {
    pub asks: Vec<BookLevel>,
    pub bids: Vec<BookLevel>,
    pub checksum: i64,
    pub prev_seq_id: i64,
    pub seq_id: i64,
    pub ts: NumberString,
    pub extra: ExtraFields,
}

An order book push from books, books5, or tick-by-tick book channels.

OKX docs: https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-order-book-channel

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

asks: Vec<BookLevel>

Ask levels sorted from best (lowest) price to worst.

bids: Vec<BookLevel>

Bid levels sorted from best (highest) price to worst.

checksum: i64

CRC32 checksum of the top-25 bid/ask levels for integrity verification.

prev_seq_id: i64

Sequence ID of the previous message; used to detect gaps.

Only applicable to books, books-l2-tbt, and books50-l2-tbt.

seq_id: i64

Sequence ID of the current message; monotonically increasing.

ts: NumberString

Order book generation time (Unix milliseconds).

extra: ExtraFields

Unrecognized fields retained for forward compatibility.

Trait Implementations

impl Clone for OrderBookUpdate

fn clone(&self) -> OrderBookUpdate

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderBookUpdate

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

Formats the value using the given formatter.

impl Default for OrderBookUpdate

fn default() -> OrderBookUpdate

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for OrderBookUpdate

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.