Struct OrderBookRecord

pub struct OrderBookRecord {
    pub timestamp_exchange: u64,
    pub timestamp_system: u64,
    pub symbol: String,
    pub exchange: String,
    pub bids: Vec<PriceLevel>,
    pub asks: Vec<PriceLevel>,
    pub sequence: u64,
    pub checksum: Option<String>,
}

High-level orderbook data structure for easier manipulation

Represents a complete order book snapshot with bid/ask levels. Contains all price levels and metadata for a trading pair at a specific time.

Fields

timestamp_exchange: u64

Timestamp when the orderbook was captured at the exchange (nanoseconds since epoch)

timestamp_system: u64

Timestamp when the orderbook was processed by our system (nanoseconds since epoch)

symbol: String

Trading pair symbol (e.g., “BTCUSDT”)

exchange: String

Exchange identifier (e.g., “binance”, “coinbase”)

bids: Vec<PriceLevel>

Ordered list of bid price levels (highest to lowest)

asks: Vec<PriceLevel>

Ordered list of ask price levels (lowest to highest)

sequence: u64

Sequence number for ordering orderbook updates chronologically

checksum: Option<String>

Optional checksum for data integrity verification

Trait Implementations

impl Clone for OrderBookRecord

fn clone(&self) -> OrderBookRecord

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderBookRecord

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

Formats the value using the given formatter.