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OrderBooksL2

rustrade_data::subscription::book

Struct OrderBooksL2 

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pub struct OrderBooksL2;
Expand description

Barter Subscription SubscriptionKind that yields L2 OrderBookEvent market events

Level 2 refers to an OrderBook with orders at each price level aggregated.

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impl Clone for OrderBooksL2

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fn clone(&self) -> Self

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Copy for OrderBooksL2

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impl Debug for OrderBooksL2

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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 OrderBooksL2

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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 OrderBooksL2

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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 OrderBooksL2

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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 OrderBooksL2

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impl<InstrumentKey> ExchangeTransformer<Binance<BinanceServerFuturesUsd>, InstrumentKey, OrderBooksL2> for BinanceFuturesUsdOrderBooksL2Transformer<InstrumentKey>
where InstrumentKey: Clone + PartialEq + Send + Sync,

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async fn init( instrument_map: Map<InstrumentKey>, initial_snapshots: &[MarketEvent<InstrumentKey, OrderBookEvent>], _: UnboundedSender<WsMessage>, ) -> Result<Self, DataError>

Initialise a new Self, also fetching any market data snapshots required for the associated Exchange and SubscriptionKind market stream to function. Read more
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impl<InstrumentKey> ExchangeTransformer<Binance<BinanceServerSpot>, InstrumentKey, OrderBooksL2> for BinanceSpotOrderBooksL2Transformer<InstrumentKey>
where InstrumentKey: Clone + PartialEq + Send + Sync,

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async fn init( instrument_map: Map<InstrumentKey>, initial_snapshots: &[MarketEvent<InstrumentKey, OrderBookEvent>], _: UnboundedSender<WsMessage>, ) -> Result<Self, DataError>

Initialise a new Self, also fetching any market data snapshots required for the associated Exchange and SubscriptionKind market stream to function. Read more
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impl<InstrumentKey, Server> ExchangeTransformer<Bybit<Server>, InstrumentKey, OrderBooksL2> for BybitOrderBooksL2Transformer<InstrumentKey>
where InstrumentKey: Clone + PartialEq + Send + Sync, Server: Send,

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async fn init( instrument_map: Map<InstrumentKey>, _: &[MarketEvent<InstrumentKey, OrderBookEvent>], _: UnboundedSender<WsMessage>, ) -> Result<Self, DataError>

Initialise a new Self, also fetching any market data snapshots required for the associated Exchange and SubscriptionKind market stream to function. Read more
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impl Hash for OrderBooksL2

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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 Ord for OrderBooksL2

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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 OrderBooksL2

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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 OrderBooksL2

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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
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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 OrderBooksL2

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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 SnapshotFetcher<Binance<BinanceServerFuturesUsd>, OrderBooksL2> for BinanceFuturesUsdOrderBooksL2SnapshotFetcher

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fn fetch_snapshots<Instrument>( subscriptions: &[Subscription<BinanceFuturesUsd, Instrument, OrderBooksL2>], ) -> impl Future<Output = Result<Vec<MarketEvent<Instrument::Key, OrderBookEvent>>, SocketError>> + Send
where Instrument: InstrumentData, Subscription<BinanceFuturesUsd, Instrument, OrderBooksL2>: Identifier<BinanceMarket>,

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impl SnapshotFetcher<Binance<BinanceServerSpot>, OrderBooksL2> for BinanceSpotOrderBooksL2SnapshotFetcher

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fn fetch_snapshots<Instrument>( subscriptions: &[Subscription<BinanceSpot, Instrument, OrderBooksL2>], ) -> impl Future<Output = Result<Vec<MarketEvent<Instrument::Key, OrderBookEvent>>, SocketError>> + Send
where Instrument: InstrumentData, Subscription<BinanceSpot, Instrument, OrderBooksL2>: Identifier<BinanceMarket>,

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impl<Instrument> StreamSelector<Instrument, OrderBooksL2> for BinanceFuturesUsd
where Instrument: InstrumentData,

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type SnapFetcher = BinanceFuturesUsdOrderBooksL2SnapshotFetcher

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type Stream = ExchangeStream<WebSocketSerdeParser, SplitStream<WebSocketStream<MaybeTlsStream<TcpStream>>>, BinanceFuturesUsdOrderBooksL2Transformer<<Instrument as InstrumentData>::Key>>

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impl<Instrument> StreamSelector<Instrument, OrderBooksL2> for BinanceSpot
where Instrument: InstrumentData,

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type SnapFetcher = BinanceSpotOrderBooksL2SnapshotFetcher

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type Stream = ExchangeStream<WebSocketSerdeParser, SplitStream<WebSocketStream<MaybeTlsStream<TcpStream>>>, BinanceSpotOrderBooksL2Transformer<<Instrument as InstrumentData>::Key>>

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impl<Instrument, Server> StreamSelector<Instrument, OrderBooksL2> 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>>>, BybitOrderBooksL2Transformer<<Instrument as InstrumentData>::Key>>

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impl<Instrument> StreamSelector<Instrument, OrderBooksL2> for Hyperliquid
where Instrument: InstrumentData,

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type SnapFetcher = NoInitialSnapshots

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type Stream = ExchangeStream<WebSocketSerdeParser, SplitStream<WebSocketStream<MaybeTlsStream<TcpStream>>>, StatelessTransformer<Hyperliquid, <Instrument as InstrumentData>::Key, OrderBooksL2, HyperliquidL2Book>>

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impl<Instrument> StreamSelector<Instrument, OrderBooksL2> for HyperliquidSpot
where Instrument: InstrumentData,

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type SnapFetcher = NoInitialSnapshots

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type Stream = ExchangeStream<WebSocketSerdeParser, SplitStream<WebSocketStream<MaybeTlsStream<TcpStream>>>, StatelessTransformer<HyperliquidSpot, <Instrument as InstrumentData>::Key, OrderBooksL2, HyperliquidL2Book>>

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impl StructuralPartialEq for OrderBooksL2

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impl SubscriptionKind for OrderBooksL2

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type Event = OrderBookEvent

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

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🔬This is a nightly-only experimental API. (clone_to_uninit)
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Compare self to key and return their ordering.
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