Struct OrderBookTimes 

pub struct OrderBookTimes {
    pub time_engine: Option<DateTime<Utc>>,
    pub time_exchange: Option<DateTime<Utc>>,
    pub time_received: DateTime<Utc>,
}

Venue + local timestamps for an OrderBook revision.

Serves double duty as both the constructor argument (OrderBook::new/OrderBook::from_sides) and the stored field, so update/snapshot are one-line copies. The named fields prevent transposition of the two same-typed Option<DateTime<Utc>> times.

Each timestamp carries exactly one honest meaning; staleness policy is left to the consumer (compose over the accessors).

Fields

time_engine: Option<DateTime<Utc>>

Matching-engine time ("T" on Binance futures). None when the venue doesn’t supply it (Binance spot, IBKR, …). Latency/engine audit — not a liveness signal.

time_exchange: Option<DateTime<Utc>>

Venue event/broadcast time ("E" on Binance, ts on Bybit). None when the venue supplies none (IBKR; Binance spot REST seed). Feed-lag-aware liveness where present.

time_received: DateTime<Utc>

Local ingestion wall-clock — ALWAYS present once a revision is applied. Universal liveness floor; use when time_exchange is None (e.g. IBKR).

NOTE: a default/pre-population book (OrderBook::default, used as the manager placeholder before the first event) carries the epoch (1970) here — desirable for a liveness floor (reads as stale → consumer fail-closes until the first revision), but it is NOT a real ingestion time.

Trait Implementations

impl Clone for OrderBookTimes

fn clone(&self) -> OrderBookTimes

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for OrderBookTimes

impl Debug for OrderBookTimes

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

Formats the value using the given formatter.

impl Default for OrderBookTimes

fn default() -> OrderBookTimes

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for OrderBookTimes

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for OrderBookTimes

impl PartialEq for OrderBookTimes

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for OrderBookTimes

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for OrderBookTimes