Struct OrderBook 

pub struct OrderBook {
    pub bids: Vec<Level>,
    pub asks: Vec<Level>,
}

An order-book snapshot (best level first on each side), fed to order-book indicators.

Fields

bids: Vec<Level>

Bid levels, best (highest price) first.

asks: Vec<Level>

Ask levels, best (lowest price) first.

Implementations

impl OrderBook

pub fn to_core(&self) -> Result<OrderBook, BacktestError>

Convert into a wickra-core order book, validating the level and ordering invariants (non-empty, sorted, uncrossed).

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<(), Error>

Formats the value using the given formatter.

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

fn deserialize<__D>( __deserializer: __D, ) -> Result<OrderBook, <__D as Deserializer<'de>>::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for OrderBook

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for OrderBook

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for OrderBook