Struct L2Snapshot 

pub struct L2Snapshot {
    pub symbol_id: u32,
    pub bids: Vec<(Price, Quantity)>,
    pub asks: Vec<(Price, Quantity)>,
    pub timestamp: u64,
}

Level 2 market data snapshot.

Fields

symbol_id: u32

Symbol ID.

bids: Vec<(Price, Quantity)>

Bid levels (price, quantity).

asks: Vec<(Price, Quantity)>

Ask levels (price, quantity).

timestamp: u64

Timestamp.

Implementations

impl L2Snapshot

pub fn from_book(book: &OrderBook, depth: usize, timestamp: u64) -> Self

Create from order book.

Trait Implementations

impl Clone for L2Snapshot

fn clone(&self) -> L2Snapshot

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for L2Snapshot

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for L2Snapshot

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for L2Snapshot

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

where __S: Serializer,

Serialize this value into the given Serde serializer.