Struct Update

#[repr(C)]
pub struct Update {
    pub ts: u64,
    pub seq: u32,
    pub is_trade: bool,
    pub is_bid: bool,
    pub price: f32,
    pub size: f32,
}

Represents an L2 orderbook update

Fields

ts: u64

time stamp

seq: u32

sequence number

is_trade: bool

is the update for a trade

is_bid: bool

is the update on the bid or ask side

price: f32

price of the order

size: f32

size of the order

Implementations

impl Update

pub fn serialize_raw_to_buffer(&self, buf: &mut dyn Write) -> Result<(), Error>

Serialize to raw

pub fn serialize_raw(&self) -> Vec<u8>

👎Deprecated

Serialize to raw

pub fn from_raw(buf: &[u8]) -> Result<Self, Error>

Deserialize from raw

pub fn serialize_to_buffer( &self, buf: &mut dyn Write, ref_ts: u64, ref_seq: u32, )

Serialize to bytearray

pub fn as_json(&self) -> String

Convert to json string

pub fn to_csv(&self) -> String

Convert to csv string

Trait Implementations

impl Clone for Update

fn clone(&self) -> Update

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Update

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Update

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Ord for Update

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

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

impl PartialEq for Update

fn eq(&self, other: &Update) -> 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 PartialOrd for Update

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

This method returns an ordering between self and other values if one exists.

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

Tests less than (for self and other) and is used by the < operator.

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

Tests less than or equal to (for self and other) and is used by the <= operator.

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

Tests greater than (for self and other) and is used by the > operator.

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

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

impl Serialize for Update

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl Copy for Update

impl Eq for Update

impl StructuralPartialEq for Update