rusty_model::data::simd_orderbook

Type Alias SimdOrderBook64

Source 
pub type SimdOrderBook64 = SimdOrderBook<64>;
Expand description

Type alias for a SIMD order book with 64-level depth.

Aliased Type§

pub struct SimdOrderBook64 {
    pub symbol: SmartString<LazyCompact>,
    pub exchange_timestamp_ns: u64,
    pub system_timestamp_ns: u64,
    pub bids: SimdPriceLevels,
    pub asks: SimdPriceLevels,
}

Fields§

§symbol: SmartString<LazyCompact>

Trading symbol for the order book (e.g., “BTC-USDT”)

§exchange_timestamp_ns: u64

Exchange-provided timestamp in nanoseconds

§system_timestamp_ns: u64

System timestamp in nanoseconds for latency measurement

§bids: SimdPriceLevels

SIMD-aligned bid levels for high-performance analytics

§asks: SimdPriceLevels

SIMD-aligned ask levels for high-performance analytics