Struct ParsedOrderbookData

pub struct ParsedOrderbookData {
    pub symbol: String,
    pub timestamp: u64,
    pub update_id: u64,
    pub sequence: u64,
    pub bids: SmallVec<[(Decimal, Decimal); 16]>,
    pub asks: SmallVec<[(Decimal, Decimal); 16]>,
}

Parsed orderbook data optimized for performance

Fields

symbol: String

Trading pair symbol

timestamp: u64

Timestamp in milliseconds

update_id: u64

Update ID

sequence: u64

Sequence number

bids: SmallVec<[(Decimal, Decimal); 16]>

Bid levels as (price, size) tuples

asks: SmallVec<[(Decimal, Decimal); 16]>

Ask levels as (price, size) tuples

Implementations

impl ParsedOrderbookData

pub fn from_response(response: &OrderbookResponse) -> Option<Self>

Parse from the raw orderbook response

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.