Struct MarketSummary

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pub struct MarketSummary {Show 17 fields
    pub pair: String,
    pub peg_target: f64,
    pub best_bid: Option<f64>,
    pub best_ask: Option<f64>,
    pub mid_price: Option<f64>,
    pub spread: Option<f64>,
    pub volume_24h: Option<f64>,
    pub execution_10k_buy: Option<ExecutionEstimate>,
    pub execution_10k_sell: Option<ExecutionEstimate>,
    pub asks: Vec<OrderBookLevel>,
    pub bids: Vec<OrderBookLevel>,
    pub ask_outliers: usize,
    pub bid_outliers: usize,
    pub ask_depth: f64,
    pub bid_depth: f64,
    pub checks: Vec<HealthCheck>,
    pub healthy: bool,
}

Expand description

Aggregated market summary with order book snapshot and health results.

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§pair: String

Pair label (e.g., “PUSD/USDT”).

§peg_target: f64

Peg target.

§best_bid: Option<f64>

Best bid (raw, no outlier filtering).

§best_ask: Option<f64>

Best ask.

§mid_price: Option<f64>

Mid price.

§spread: Option<f64>

Spread.

§volume_24h: Option<f64>

24h volume in quote (e.g. USDT) if available.

§execution_10k_buy: Option<ExecutionEstimate>

Execution estimate for 10k USDT buy (slippage).

§execution_10k_sell: Option<ExecutionEstimate>

Execution estimate for 10k USDT sell (slippage).

§asks: Vec<OrderBookLevel>

Asks within peg range (for display).

§bids: Vec<OrderBookLevel>

Bids within peg range.

§ask_outliers: usize

Count of ask levels excluded as outliers.

§bid_outliers: usize

Count of bid levels excluded as outliers.

§ask_depth: f64

Ask depth (quote) within range.

§bid_depth: f64

Bid depth (quote) within range.

§checks: Vec<HealthCheck>

Health check results.

§healthy: bool

Overall healthy (no failures).

Implementations§

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impl MarketSummary

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pub fn from_order_book( book: &OrderBook, peg_target: f64, thresholds: &HealthThresholds, volume_24h: Option<f64>, ) -> Self

Build summary from order book with given peg and thresholds. Optionally includes 24h volume (from venue ticker) and execution estimates for 10k USDT.

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pub fn format_text(&self, venue_or_chain: Option<&str>) -> String

Format as human-readable text report. When venue_or_chain is provided, it is displayed in the header (e.g. binance, ethereum).

Trait Implementations§

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impl Clone for MarketSummary

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fn clone(&self) -> MarketSummary

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 Debug for MarketSummary

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

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impl UnwindSafe for MarketSummary

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

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impl<T> From<T> for T

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fn from(t: T) -> T

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