Struct Level 

#[non_exhaustive]
pub struct Level {
    pub price: f64,
    pub size: f64,
}

A single order-book price level: a resting quantity at a price.

Construction and the limits of its guarantee

The struct is #[non_exhaustive], so code outside this crate cannot build one from a field literal and must go through new, which validates, or new_unchecked, which is an explicit opt-out for values already known to be sound.

The fields stay public because reading them is by far the common operation and an accessor on each would buy nothing. That does mean a validated value can still be written into an invalid state afterwards, and nothing detects it: the indicators that consume this type rely on the constructor’s guarantee rather than re-checking every bar. Treat a mutation the way you would treat new_unchecked — you are asserting the invariants still hold.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

price: f64

Price of the level (strictly positive).

size: f64

Resting size / quantity at this price (non-negative).

Implementations

impl Level

pub fn new(price: f64, size: f64) -> Result<Self>

Construct a level, validating that price is finite and strictly positive and size is finite and non-negative.

Errors

Returns Error::InvalidOrderBook if the price is not a finite positive number, or the size is not a finite non-negative number.

pub const fn new_unchecked(price: f64, size: f64) -> Self

Construct a level without validation. The caller asserts that price is finite and positive and size is finite and non-negative.

Trait Implementations

impl Clone for Level

fn clone(&self) -> Level

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for Level

impl Debug for Level

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

Formats the value using the given formatter.

impl PartialEq for Level

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for Level