rusty_feeder::exchange::upbit::data

Module orderbook

Source
Expand description

Order book data structures and parsers

Structs§

OrderbookMessage
Raw orderbook message from Upbit WebSocket
OrderbookUnit
Individual price level in the orderbook
ParsedOrderbookData
Processed orderbook data with additional information

Constants§

MAX_ORDERBOOK_LEVELS
Maximum number of price levels in the orderbook Used for SmallVec capacity to avoid heap allocations