Struct OrderBook 

pub struct OrderBook {
    pub symbol: String,
    pub bids: Vec<OrderBookEntry>,
    pub asks: Vec<OrderBookEntry>,
    pub timestamp: DateTime<Utc>,
}

Order book (market depth).

Fields

symbol: String

Trading symbol.

bids: Vec<OrderBookEntry>

Bid levels (buyers), sorted from highest to lowest price.

asks: Vec<OrderBookEntry>

Ask levels (sellers), sorted from lowest to highest price.

timestamp: DateTime<Utc>

Timestamp.

Implementations

impl OrderBook

pub fn empty(symbol: impl Into<String>) -> Self

Creates an empty order book.

pub fn with_levels( symbol: impl Into<String>, bids: Vec<OrderBookEntry>, asks: Vec<OrderBookEntry>, ) -> Self

Creates an order book with the given levels.

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

Returns the best bid (highest buy price).

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

Returns the best ask (lowest sell price).

pub fn best_bid_price(&self) -> Option<Decimal>

Returns the best bid price.

pub fn best_ask_price(&self) -> Option<Decimal>

Returns the best ask price.

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

Returns the spread.

pub fn bid_depth(&self, levels: usize) -> u64

Returns the total bid depth up to the given level count.

pub fn ask_depth(&self, levels: usize) -> u64

Returns the total ask depth up to the given level count.

pub fn is_empty(&self) -> bool

Returns true if the order book is empty.

pub fn bid_levels(&self) -> usize

Returns the number of bid levels.

pub fn ask_levels(&self) -> usize

Returns the number of ask levels.

Trait Implementations

impl Clone for OrderBook

fn clone(&self) -> Self

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: &Self) -> bool

Equality operator ==.

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

Inequality operator !=.

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