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

Struct ParsedOrderbookData

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pub struct ParsedOrderbookData {
    pub symbol: String,
    pub bids: SmallVec<[(f64, f64); 64]>,
    pub asks: SmallVec<[(f64, f64); 64]>,
    pub update_id: u64,
    pub sequence: u64,
    pub timestamp_ns: u64,
}
Expand description

Parsed orderbook data with converted price and quantity values

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§symbol: String

Symbol

§bids: SmallVec<[(f64, f64); 64]>

Bids (price, quantity) sorted by price descending

§asks: SmallVec<[(f64, f64); 64]>

Asks (price, quantity) sorted by price ascending

§update_id: u64

Update ID

§sequence: u64

Sequence number

§timestamp_ns: u64

Timestamp in nanoseconds

Trait Implementations§

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impl Clone for ParsedOrderbookData

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fn clone(&self) -> ParsedOrderbookData

Returns a duplicate of the value. Read more
1.0.0 · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for ParsedOrderbookData

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

Formats the value using the given formatter. Read more
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impl From<OrderbookResponse> for ParsedOrderbookData

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fn from(response: OrderbookResponse) -> Self

Converts to this type from the input type.

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