Type Alias ZeroCopyOrderBookUpdate5

pub type ZeroCopyOrderBookUpdate5 = ZeroCopyOrderBookUpdate<5>;

Type alias for a zero-copy order book update with 5 levels per side.

Aliased Type

#[repr(C)]
pub struct ZeroCopyOrderBookUpdate5 {
    pub symbol_id: u32,
    pub _padding1: u32,
    pub sequence: u64,
    pub timestamp_ns: u64,
    pub bid_count: u8,
    pub ask_count: u8,
    pub _padding2: [u8; 6],
    pub bids: [ZeroCopyPriceLevel; 5],
    pub asks: [ZeroCopyPriceLevel; 5],
}

Fields

symbol_id: u32

Symbol identifier (exchange-specific)

_padding1: u32

Padding for alignment

sequence: u64

Sequence number for detecting gaps

timestamp_ns: u64

Exchange timestamp in nanoseconds

bid_count: u8

Number of valid bid levels (0-N)

ask_count: u8

Number of valid ask levels (0-N)

_padding2: [u8; 6]

Padding for alignment

bids: [ZeroCopyPriceLevel; 5]

Bid levels (only first bid_count are valid)

asks: [ZeroCopyPriceLevel; 5]

Ask levels (only first ask_count are valid)