Struct Spread 

pub struct Spread {
    pub best_ask: Liq,
    pub best_bid: Liq,
    /* private fields */
}

Spread of depth with convininent calcs. Very suitable for a depth after depth_util::drop_worth

Fields

best_ask: Liq

best_bid: Liq

Implementations

impl Spread

pub fn new(best_ask: Liq, best_bid: Liq) -> Self

pub fn from_depth(depth: &Depth) -> Option<Self>

pub fn delta_abs(&self) -> Price

pub fn delta_rel(&self) -> f64

Trait Implementations

impl Clone for Spread

fn clone(&self) -> Spread

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Spread

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Spread

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for Spread

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl TryFrom<&Depth> for Spread

type Error = SpreadError

The type returned in the event of a conversion error.

fn try_from(depth: &Depth) -> Result<Self, SpreadError>

Performs the conversion.

impl Copy for Spread