Struct BookDelta 

pub struct BookDelta {
    pub symbol: Symbol,
    pub first_update_id: u64,
    pub final_update_id: u64,
    pub bids: Vec<BookLevel>,
    pub asks: Vec<BookLevel>,
    pub timestamp: i64,
}

A depth diff to apply to a locally maintained order book.

Fields

symbol: Symbol

The market.

first_update_id: u64

The first sequence id covered by this diff.

final_update_id: u64

The last sequence id covered by this diff.

bids: Vec<BookLevel>

Changed bid levels (quantity zero = remove).

asks: Vec<BookLevel>

Changed ask levels (quantity zero = remove).

timestamp: i64

Venue timestamp (milliseconds since the Unix epoch), or 0 when the venue did not supply one.

Without this a consumer cannot tell how old a quote is, which is the difference between acting on the market and acting on a memory of it. A venue that publishes no timestamp reports 0 rather than the local clock: a locally-stamped quote looks fresh by construction, which is the one thing a staleness check must never be told.

Trait Implementations

impl Clone for BookDelta

fn clone(&self) -> BookDelta

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BookDelta

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for BookDelta

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for BookDelta

impl PartialEq for BookDelta

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for BookDelta

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 BookDelta