rusty_model::data::orderbook

Type Alias OrderBook32

Source 
pub type OrderBook32 = OrderBook<32>;
Expand description

An order book with a capacity of 32.

Aliased Type§

#[repr(align(64))]
pub struct OrderBook32 {
    pub symbol: SmartString<LazyCompact>,
    pub exchange_timestamp_ns: u64,
    pub system_timestamp_ns: u64,
    pub bids: SmallVec<[PriceLevel; 32]>,
    pub asks: SmallVec<[PriceLevel; 32]>,
}

Fields§

§symbol: SmartString<LazyCompact>

The trading symbol.

§exchange_timestamp_ns: u64

Nanosecond precision from exchange.

§system_timestamp_ns: u64

Nanosecond precision local time.

§bids: SmallVec<[PriceLevel; 32]>

Must be initiated as sorted for binary search optimizations!

§asks: SmallVec<[PriceLevel; 32]>

Must be initiated as sorted for binary search optimizations!