Struct LocalOrderBook 

pub struct LocalOrderBook { /* private fields */ }

Local view of an order book backed by sorted price levels.

Implementations

impl LocalOrderBook

pub fn new() -> Self

Create an empty order book.

pub fn load_snapshot( &mut self, bids: &[(Price, Quantity)], asks: &[(Price, Quantity)], )

Reset the book with explicit bid/ask snapshots.

pub fn add_order(&mut self, side: Side, price: Price, quantity: Quantity)

Insert or update a price level by accumulating quantity.

pub fn apply_delta(&mut self, side: Side, price: Price, quantity: Quantity)

Overwrite a price level with the provided absolute quantity (removing when zero).

pub fn apply_deltas( &mut self, bids: &[(Price, Quantity)], asks: &[(Price, Quantity)], )

Apply a batch of bid/ask deltas atomically.

pub fn remove_order(&mut self, side: Side, price: Price, quantity: Quantity)

Remove quantity from a price level, deleting the level when depleted.

pub fn clear_level(&mut self, side: Side, price: Price)

Remove an entire price level regardless of resting quantity.

pub fn best_bid(&self) -> Option<(Price, Quantity)>

Best bid price/quantity currently stored.

pub fn best_ask(&self) -> Option<(Price, Quantity)>

Best ask price/quantity currently stored.

pub fn bids(&self) -> impl Iterator<Item = (Price, Quantity)> + '_

Iterate bids in descending price order.

pub fn asks(&self) -> impl Iterator<Item = (Price, Quantity)> + '_

Iterate asks in ascending price order.

pub fn take_liquidity( &mut self, aggressive_side: Side, quantity: Quantity, ) -> Vec<(Price, Quantity)>

Consume liquidity from the opposite side of an aggressive order.

pub fn is_empty(&self) -> bool

Returns true when either side of the book currently holds levels.

pub fn checksum(&self, depth: usize) -> u32

Compute a CRC32 checksum for the top N levels (Bybit/Binance compatibility).

pub fn bid_levels(&self, depth: usize) -> Vec<(Price, Quantity)>

Helper for generating owned bid levels up to the desired depth.

pub fn ask_levels(&self, depth: usize) -> Vec<(Price, Quantity)>

Helper for generating owned ask levels up to the desired depth.

pub fn volume_at_level(&self, side: Side, price: Price) -> Quantity

Returns the total resting quantity at an exact price level.

Trait Implementations

impl Clone for LocalOrderBook

fn clone(&self) -> LocalOrderBook

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LocalOrderBook

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

Formats the value using the given formatter.

impl Default for LocalOrderBook

fn default() -> LocalOrderBook

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for LocalOrderBook

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for LocalOrderBook

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

where __S: Serializer,

Serialize this value into the given Serde serializer.