rusty_feeder::exchange::binance::futures::data

Module orderbook

Source
Expand description

Order book data structures and parsers Order book message types for Binance Futures WebSocket API

This module provides optimized data structures for processing order book messages from Binance Futures WebSocket streams.

Structsยง

MarkPriceMessage
Mark price and funding rate from Binance Futures WebSocket
OrderbookMessage
Depth update message from Binance Futures WebSocket (partial or diff)
OrderbookSnapshot
Orderbook snapshot message from Binance Futures REST API
ParsedMarkPrice
Parsed mark price with Decimal values
ParsedOrderbookData
Parsed orderbook data with Decimal values
ParsedOrderbookSnapshot
Parsed orderbook snapshot with Decimal values