rusty_ems::exchanges::coinbase::models

Struct L2Snapshot

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pub struct L2Snapshot {
    pub product_id: String,
    pub bids: Vec<[String; 2]>,
    pub asks: Vec<[String; 2]>,
}
Expand description

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

This structure represents a complete snapshot of the order book for a specific product, containing all current bid and ask levels. Each level includes price and size information.

§WebSocket Channel

This data is received via the level2 channel subscription.

§Performance Notes

  • Uses String for flexibility with decimal parsing
  • Consider using SmallString for better performance in hot paths
  • Arrays are used for bids/asks to maintain order and minimize allocations

Fields§

§product_id: String

The trading pair identifier (e.g., “BTC-USD”, “ETH-USD”)

§bids: Vec<[String; 2]>

Current bid levels as [price, size] pairs, ordered from highest to lowest price

§asks: Vec<[String; 2]>

Current ask levels as [price, size] pairs, ordered from lowest to highest price

Trait Implementations§

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impl Debug for L2Snapshot

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

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for L2Snapshot

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

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