Module models

Data models for Coinbase Advanced Trading API responses.

This module contains the data structures used to deserialize responses from the Coinbase Advanced Trading API WebSocket and REST endpoints. These models are designed for high-performance parsing with minimal allocations.

Key Model Types

• L2Snapshot - Complete order book snapshot
• L2Update - Incremental order book updates
• TradeMatch - Completed trade information

Performance Considerations

All models use String types for decimal values to maintain precision and avoid floating-point errors. In performance-critical paths, consider using SmartString or rust_decimal::Decimal for better memory efficiency.

Data Sources

These models correspond to the following Coinbase WebSocket channels:

• level2 - L2 order book data
• matches - Trade execution data

Structs

L2Snapshot

Level 2 (L2) order book snapshot from Coinbase Advanced Trading API.

L2Update

Level 2 (L2) order book update from Coinbase Advanced Trading API.

TradeMatch

Trade match event from Coinbase Advanced Trading API.