Struct PriceLevel 

pub struct PriceLevel {
    pub price: Price,
    pub orders: Vec<u64>,
    pub total_quantity: Quantity,
    pub order_count: u32,
}

Price level in the order book.

Fields

price: Price

Price at this level.

orders: Vec<u64>

Orders at this level (in time priority).

total_quantity: Quantity

Total quantity at this level.

order_count: u32

Number of orders.

Implementations

impl PriceLevel

pub fn new(price: Price) -> Self

Create a new price level.

pub fn add_order(&mut self, order_id: u64, quantity: Quantity)

Add an order to this level.

pub fn remove_order(&mut self, order_id: u64, quantity: Quantity) -> bool

Remove an order from this level.

pub fn is_empty(&self) -> bool

Check if level is empty.

Trait Implementations

impl Clone for PriceLevel

fn clone(&self) -> PriceLevel

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PriceLevel

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for PriceLevel

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for PriceLevel

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

where __S: Serializer,

Serialize this value into the given Serde serializer.