Struct OrderBook 

pub struct OrderBook {
    pub bids: Vec<BookLevel>,
    pub asks: Vec<BookLevel>,
    pub ms_timestamp: Option<i64>,
    pub existing: Option<bool>,
}

An order book: the answer of GET /md/v2/orderbooks/{exchange}/{symbol} and the message of the order book subscription.

Fields

bids: Vec<BookLevel>

Bids, best first.

asks: Vec<BookLevel>

Asks, best first.

ms_timestamp: Option<i64>

Time in Unix milliseconds. The REST answer names it msTimestamp, the stream ms_timestamp.

existing: Option<bool>

true for data from the history (the first message of a subscription), false for new events.

Trait Implementations

impl Clone for OrderBook

fn clone(&self) -> OrderBook

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for OrderBook

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for OrderBook

fn default() -> OrderBook

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for OrderBook

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for OrderBook

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.