rusty_backtest::features

Struct OrderBookSnapshot

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#[repr(align(64))]
pub struct OrderBookSnapshot {
    pub timestamp_ns: u64,
    pub symbol: String,
    pub bids: SmallVec<[Level; 25]>,
    pub asks: SmallVec<[Level; 25]>,
}
Expand description

Multi-level order book snapshot

Cache-aligned for optimal memory access patterns

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§timestamp_ns: u64

Timestamp of this snapshot in nanoseconds

§symbol: String

Symbol/instrument identifier

§bids: SmallVec<[Level; 25]>

Bid levels (best to worst, price descending)

§asks: SmallVec<[Level; 25]>

Ask levels (best to worst, price ascending)

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impl OrderBookSnapshot

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pub fn mid_price(&self) -> Decimal

Calculate mid price from best bid and ask

Trait Implementations§

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impl Clone for OrderBookSnapshot

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fn clone(&self) -> OrderBookSnapshot

Returns a duplicate of the value. Read more
1.0.0 · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for OrderBookSnapshot

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

Formats the value using the given formatter. Read more

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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