rusty_feeder::exchange::coinbase::data::orderbook

Struct ParsedLevel2Snapshot

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pub struct ParsedLevel2Snapshot {
    pub product_id: String,
    pub bids: SmallVec<[(Decimal, Decimal); 32]>,
    pub asks: SmallVec<[(Decimal, Decimal); 32]>,
}
Expand description

Parsed Level2 snapshot for efficient processing

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§product_id: String

Trading pair identifier

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

Bid levels as (price, size) tuples

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

Ask levels as (price, size) tuples

Implementations§

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impl ParsedLevel2Snapshot

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pub fn from_snapshot(snapshot: Level2Snapshot) -> Self

Convert a Level2Snapshot to a ParsedLevel2Snapshot with typed decimals

Trait Implementations§

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impl Clone for ParsedLevel2Snapshot

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fn clone(&self) -> ParsedLevel2Snapshot

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 ParsedLevel2Snapshot

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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<T> Any for T
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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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