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OrderBooksL1

rustrade_data::subscription::book

Struct OrderBooksL1 

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pub struct OrderBooksL1;
Expand description

Barter Subscription SubscriptionKind that yields OrderBookL1 market events.

Level 1 refers to the best non-aggregated bid and ask Level on each side of the OrderBook.

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impl Clone for OrderBooksL1

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fn clone(&self) -> Self

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Copy for OrderBooksL1

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impl Debug for OrderBooksL1

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

Formats the value using the given formatter. Read more
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impl Default for OrderBooksL1

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl<'de> Deserialize<'de> for OrderBooksL1

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fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Display for OrderBooksL1

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

Formats the value using the given formatter. Read more
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impl Eq for OrderBooksL1

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impl Hash for OrderBooksL1

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fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher. Read more
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fn hash_slice<H>(data: &[Self], state: &mut H)
where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher. Read more
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impl MassiveKind for OrderBooksL1

The quote as a top of book, stamped with the quote’s own time.

§A zero price is absent

A side with nothing quoted on it can only arrive as a zero price, or no price at all. A zero-priced level would assert someone will trade at zero, and a mid-price averaged against it is wrong in a way nothing downstream can detect. So a zero price maps to None, the rule the other L1 decoders in this crate follow. A missing size at a real price — every forex quote — is a zero amount: the price is still a quote.

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type Message = MassiveQuote

The message the kind’s channel publishes.
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fn event(quote: MassiveQuote) -> OrderBookL1

The market event a message amounts to.
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impl Ord for OrderBooksL1

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fn cmp(&self, other: &Self) -> Ordering

This method returns an Ordering between self and other. Read more
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fn max(self, other: Self) -> Self
where Self: Sized,

Compares and returns the maximum of two values. Read more
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fn min(self, other: Self) -> Self
where Self: Sized,

Compares and returns the minimum of two values. Read more
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fn clamp(self, min: Self, max: Self) -> Self
where Self: Sized,

Restrict a value to a certain interval. Read more
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fn clamp_to<R>(self, range: R) -> Self
where Self: Sized, R: ClampBounds<Self>,

🔬This is a nightly-only experimental API. (clamp_to)
Restrict a value to a certain range. Read more
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impl PartialEq for OrderBooksL1

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fn eq(&self, other: &Self) -> bool

Equality operator ==. Read more
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fn ne(&self, other: &Rhs) -> bool

Inequality operator !=. Read more
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impl PartialOrd for OrderBooksL1

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fn partial_cmp(&self, other: &Self) -> Option<Ordering>

This method returns an ordering between self and other values if one exists. Read more
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fn lt(&self, other: &Rhs) -> bool

Tests less than (for self and other) and is used by the < operator. Read more
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fn le(&self, other: &Rhs) -> bool

Tests less than or equal to (for self and other) and is used by the <= operator. Read more
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fn gt(&self, other: &Rhs) -> bool

Tests greater than (for self and other) and is used by the > operator. Read more
1.0.0 (const: unstable) · Source§

fn ge(&self, other: &Rhs) -> bool

Tests greater than or equal to (for self and other) and is used by the >= operator. Read more
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impl Serialize for OrderBooksL1

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fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

Serialize this value into the given Serde serializer. Read more
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impl<Instrument> StreamSelector<Instrument, OrderBooksL1> for BinanceSpot
where Instrument: InstrumentData,

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type SnapFetcher = NoInitialSnapshots

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type Stream = ExchangeStream<WebSocketSerdeParser, SplitStream<WebSocketStream<MaybeTlsStream<TcpStream>>>, StatelessTransformer<Binance<BinanceServerSpot>, <Instrument as InstrumentData>::Key, OrderBooksL1, BinanceOrderBookL1>>

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impl<Instrument> StreamSelector<Instrument, OrderBooksL1> for BinanceFuturesUsd
where Instrument: InstrumentData,

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type SnapFetcher = NoInitialSnapshots

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type Stream = ExchangeStream<WebSocketSerdeParser, SplitStream<WebSocketStream<MaybeTlsStream<TcpStream>>>, StatelessTransformer<Binance<BinanceServerFuturesUsd>, <Instrument as InstrumentData>::Key, OrderBooksL1, BinanceOrderBookL1>>

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impl<Instrument, Server> StreamSelector<Instrument, OrderBooksL1> for Bybit<Server>
where Instrument: InstrumentData, Server: ExchangeServer + Debug + Send + Sync,

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type SnapFetcher = NoInitialSnapshots

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type Stream = ExchangeStream<WebSocketSerdeParser, SplitStream<WebSocketStream<MaybeTlsStream<TcpStream>>>, StatelessTransformer<Bybit<Server>, <Instrument as InstrumentData>::Key, OrderBooksL1, BybitPayload<BybitOrderBookInner>>>

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impl<Instrument> StreamSelector<Instrument, OrderBooksL1> for Kraken
where Instrument: InstrumentData,

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type SnapFetcher = NoInitialSnapshots

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type Stream = ExchangeStream<WebSocketSerdeParser, SplitStream<WebSocketStream<MaybeTlsStream<TcpStream>>>, StatelessTransformer<Kraken, <Instrument as InstrumentData>::Key, OrderBooksL1, KrakenMessage<KrakenData<KrakenTicker>>>>

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impl<Instrument, Server> StreamSelector<Instrument, OrderBooksL1> for Alpaca<Server>
where Instrument: InstrumentData, Server: ExchangeServer + Debug + Send + Sync,

The same quotes as Quotes, as a top of book. See the OrderBookL1 conversion in quote for how a quote maps onto one.

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type SnapFetcher = NoInitialSnapshots

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type Stream = SharedStream<AlpacaAttachment, AlpacaQuoteTransformer<Alpaca<Server>, <Instrument as InstrumentData>::Key, OrderBooksL1>>

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impl<Instrument, Server> StreamSelector<Instrument, OrderBooksL1> for Massive<Server>
where Instrument: InstrumentData, Server: MassiveServer + Debug + Send + Sync,

The quotes channel, as a top of book. See OrderBooksL1’s MassiveKind implementation for how a quote maps onto one.

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type SnapFetcher = NoInitialSnapshots

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type Stream = SharedStream<MassiveAttachment, MassiveTransformer<Massive<Server>, <Instrument as InstrumentData>::Key, OrderBooksL1>>

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impl<Instrument, Server> StreamSelector<Instrument, OrderBooksL1> for Lse<Server>
where Instrument: InstrumentData, Server: LseQuoteServer + Debug + Send + Sync,

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type SnapFetcher = NoInitialSnapshots

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type Stream = SharedStream<LseAttachment, LseTransformer<Lse<Server>, <Instrument as InstrumentData>::Key, OrderBooksL1>>

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impl StructuralPartialEq for OrderBooksL1

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impl SubscriptionKind for OrderBooksL1

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type Event = OrderBookL1

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fn as_str(&self) -> &'static str

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fn compare(&self, key: &K) -> Ordering

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