Struct Level

#[repr(align(64))]
pub struct Level {
    pub price: Decimal,
    pub quantity: Decimal,
    pub order_count: u32,
    /* private fields */
}

L2 price level with aggregated quantity and order count

Cache-aligned to 64 bytes to prevent false sharing in concurrent access

Fields

price: Decimal

Price at this level

quantity: Decimal

Total aggregated quantity at this price level

order_count: u32

Number of orders at this level (if provided by exchange)

Implementations

impl Level

pub const fn new(price: Decimal, quantity: Decimal, order_count: u32) -> Self

Create a new Level

Trait Implementations

impl Clone for Level

fn clone(&self) -> Level

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Level

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

Formats the value using the given formatter.

impl Default for Level

fn default() -> Self

Returns the “default value” for a type.