Struct ParsedOrderbookData

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

Parsed orderbook data with Decimal values

Fields

symbol: String

Symbol

first_update_id: u64

First update ID

final_update_id: u64

Final update ID

event_time: u64

Event timestamp

transaction_time: u64

Transaction timestamp

bids: SmallVec<[(Decimal, Decimal); 32]>

Bid updates [price, quantity]

asks: SmallVec<[(Decimal, Decimal); 32]>

Ask updates [price, quantity]

Trait Implementations

impl Clone for ParsedOrderbookData

fn clone(&self) -> ParsedOrderbookData

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ParsedOrderbookData

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

Formats the value using the given formatter.

impl From<OrderbookMessage> for ParsedOrderbookData

fn from(msg: OrderbookMessage) -> Self

Converts to this type from the input type.