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OrderBook

scope::market::types

Struct OrderBook 

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pub struct OrderBook {
    pub pair: String,
    pub bids: Vec<OrderBookLevel>,
    pub asks: Vec<OrderBookLevel>,
}
Expand description

Full order book snapshot with bids and asks.

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§pair: String

Trading pair label (e.g., “PUSD/USDT”).

§bids: Vec<OrderBookLevel>

Bids sorted by price descending (best bid first).

§asks: Vec<OrderBookLevel>

Asks sorted by price ascending (best ask first).

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impl OrderBook

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pub fn best_bid(&self) -> Option<f64>

Best bid price, or None if empty.

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pub fn best_ask(&self) -> Option<f64>

Best ask price, or None if empty.

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pub fn mid_price(&self) -> Option<f64>

Mid price between best bid and ask.

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pub fn spread(&self) -> Option<f64>

Spread (ask - bid).

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pub fn bid_depth(&self) -> f64

Total bid depth in quote terms (sum of price × quantity).

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pub fn ask_depth(&self) -> f64

Total ask depth in quote terms.

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pub fn estimate_buy_execution( &self, notional_usdt: f64, ) -> Option<ExecutionEstimate>

Estimate slippage for buying a given USDT notional by walking the ask side. Returns (vwap, slippage_bps) if fillable, or None if insufficient liquidity.

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pub fn estimate_sell_execution( &self, notional_usdt: f64, ) -> Option<ExecutionEstimate>

Estimate slippage for selling (hitting bids) a given USDT notional.

Trait Implementations§

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impl Clone for OrderBook

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fn clone(&self) -> OrderBook

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 OrderBook

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

Formats the value using the given formatter. Read more

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