rusty_feeder::exchange::bybit::futures::data

Module orderbook

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Bybit Futures orderbook data structures

This module defines types for handling Bybit Futures orderbook data via WebSocket, optimized for high-frequency trading scenarios. The implementation uses fixed-size arrays where possible to avoid heap allocations.

Structsยง

OrderbookData
Orderbook data from Bybit Futures
OrderbookResponse
Bybit Futures orderbook message response from WebSocket
ParsedOrderbookData
Parsed orderbook data with converted price and quantity values