Struct OrderBook 

pub struct OrderBook {
    pub symbol: Symbol,
    pub bids: Vec<OrderBookLevel>,
    pub asks: Vec<OrderBookLevel>,
    pub timestamp: DateTime<Utc>,
    pub exchange_checksum: Option<u32>,
    pub local_checksum: Option<u32>,
}

Snapshot of the order book depth.

Fields

symbol: Symbol

bids: Vec<OrderBookLevel>

asks: Vec<OrderBookLevel>

timestamp: DateTime<Utc>

exchange_checksum: Option<u32>

local_checksum: Option<u32>

Implementations

impl OrderBook

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

Returns the best bid if available.

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

Returns the best ask if available.

pub fn imbalance(&self, depth: usize) -> Option<Decimal>

Calculates bid/ask imbalance for the top depth levels.

pub fn computed_checksum(&self, depth: Option<usize>) -> u32

Compute a checksum for the current order book using up to depth levels (or full depth when None).

Trait Implementations

impl Clone for OrderBook

fn clone(&self) -> OrderBook

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderBook

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OrderBook

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for OrderBook

fn eq(&self, other: &OrderBook) -> 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 OrderBook

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 OrderBook