Struct ParsedOrderbookData

#[repr(align(64))]
pub struct ParsedOrderbookData {
    pub code: String,
    pub asks: SmallVec<[(Decimal, Decimal); 15]>,
    pub bids: SmallVec<[(Decimal, Decimal); 15]>,
    pub sequence: u64,
    pub timestamp_ns: u64,
}

Processed orderbook data with additional information

Fields

code: String

Market code (e.g., “KRW-BTC”)

asks: SmallVec<[(Decimal, Decimal); 15]>

Ask prices and volumes as tuples [(price, volume), …]

bids: SmallVec<[(Decimal, Decimal); 15]>

Bid prices and volumes as tuples [(price, volume), …]

sequence: u64

Sequential ID or timestamp for ordering

timestamp_ns: u64

Original message timestamp in nanoseconds

Implementations

impl ParsedOrderbookData

pub fn from_message(msg: &OrderbookMessage) -> Self

Create new parsed orderbook data from raw message

pub fn best_ask(&self) -> Option<Decimal>

Calculate the best ask price

pub fn best_bid(&self) -> Option<Decimal>

Calculate the best bid price

pub fn spread(&self) -> Option<Decimal>

Calculate the spread (best ask - best bid)

pub fn mid_price(&self) -> Option<Decimal>

Calculate the mid price ((best ask + best bid) / 2)

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.