Struct OrderbookMessage

#[repr(align(16))]
pub struct OrderbookMessage {
    pub event_type: String,
    pub event_time: u64,
    pub transaction_time: u64,
    pub symbol: String,
    pub first_update_id: u64,
    pub final_update_id: u64,
    pub bids: SmallVec<[SmallVec<[String; 2]>; 32]>,
    pub asks: SmallVec<[SmallVec<[String; 2]>; 32]>,
}

Depth update message from Binance Futures WebSocket (partial or diff)

Fields

event_type: String

Event type

event_time: u64

Event time

transaction_time: u64

Transaction time

symbol: String

Symbol

first_update_id: u64

First update ID in event

final_update_id: u64

Final update ID in event

bids: SmallVec<[SmallVec<[String; 2]>; 32]>

Bids to update

asks: SmallVec<[SmallVec<[String; 2]>; 32]>

Asks to update

Trait Implementations

impl Clone for OrderbookMessage

fn clone(&self) -> OrderbookMessage

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderbookMessage

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OrderbookMessage

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl From<OrderbookMessage> for ParsedOrderbookData

fn from(msg: OrderbookMessage) -> Self

Converts to this type from the input type.

impl Serialize for OrderbookMessage

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.