Type Alias MarketUpdate128

pub type MarketUpdate128 = MarketUpdate<128, 64>;

Type alias for a market update with 128 levels and 64 trades capacity.

Aliased Type

pub struct MarketUpdate128 {
    pub timestamp_ns: u64,
    pub symbol: String,
    pub bid_prices: SmallVec<[Decimal; 128]>,
    pub bid_quantities: SmallVec<[Decimal; 128]>,
    pub ask_prices: SmallVec<[Decimal; 128]>,
    pub ask_quantities: SmallVec<[Decimal; 128]>,
    pub trades: SmallVec<[TradeUpdate; 64]>,
}

Fields

timestamp_ns: u64

Nanosecond timestamp of the update.

symbol: String

The trading symbol.

bid_prices: SmallVec<[Decimal; 128]>

A small vector of bid prices.

bid_quantities: SmallVec<[Decimal; 128]>

A small vector of bid quantities.

ask_prices: SmallVec<[Decimal; 128]>

A small vector of ask prices.

ask_quantities: SmallVec<[Decimal; 128]>

A small vector of ask quantities.

trades: SmallVec<[TradeUpdate; 64]>

A small vector of trades.