Struct OrderBookSerializer

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pub struct OrderBookSerializer;
Expand description

Serialization utilities for orderbook data

Provides methods to serialize and deserialize orderbook records using FlatBuffers. Handles complex price level structures with optimized decimal parsing.

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impl OrderBookSerializer

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pub fn serialize_orderbook(orderbook: &OrderBookRecord) -> Result<Vec<u8>>

Serialize a single orderbook record to FlatBuffers

Converts an OrderBookRecord to FlatBuffers binary format for efficient storage. Handles complex price level structures with multiple bid/ask levels.

§Arguments
  • orderbook - The orderbook record to serialize
§Returns

Returns Ok(Vec<u8>) containing the serialized data, or Err(SchemaError) on failure.

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pub fn deserialize_orderbook(data: &[u8]) -> Result<OrderBookRecord>

Deserialize orderbook data from FlatBuffers

Converts FlatBuffers binary data back to an OrderBookRecord structure. Reconstructs all price levels with optimized decimal parsing.

§Arguments
  • data - Byte slice containing serialized orderbook data
§Returns

Returns Ok(OrderBookRecord) with the deserialized orderbook, or Err(SchemaError) on failure.

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