Struct OrderBook 

#[non_exhaustive]
pub struct OrderBook {
    pub bids: Vec<Level>,
    pub asks: Vec<Level>,
}

An order-book depth snapshot.

Bids are stored best-first (strictly descending price); asks are stored best-first (strictly ascending price). A valid book is non-empty on both sides and uncrossed (best_bid < best_ask).

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.

bids: Vec<Level>

Bid levels, best (highest price) first.

asks: Vec<Level>

Ask levels, best (lowest price) first.

Implementations

impl OrderBook

pub fn new(bids: Vec<Level>, asks: Vec<Level>) -> Result<Self>

Construct an order book, validating the level and ordering invariants.

Errors

Returns Error::InvalidOrderBook if either side is empty, any level has a non-finite/non-positive price or non-finite/negative size, the bids are not strictly descending in price, the asks are not strictly ascending in price, or the book is crossed/locked (best_bid >= best_ask).

pub const fn new_unchecked(bids: Vec<Level>, asks: Vec<Level>) -> Self

Construct an order book without validation. The caller asserts that all level and ordering invariants hold.

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

The best (highest-price) bid level, or None if the bid side is empty.

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

The best (lowest-price) ask level, or None if the ask side is empty.

pub fn mid(&self) -> Option<f64>

The mid price (best_bid + best_ask) / 2, or None if either side is empty.

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 PartialEq for OrderBook

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for OrderBook