Struct OrderBookResponse 

pub struct OrderBookResponse {
    pub ticker: String,
    pub class_code: String,
    pub depth: Option<u32>,
    pub date_time: Option<String>,
    pub bid_volume: Option<Decimal>,
    pub ask_volume: Option<Decimal>,
    pub bids: Vec<OrderBookLevel>,
    pub asks: Vec<OrderBookLevel>,
}

A snapshot of the order book.

bids run from the best (highest) price down and asks from the best (lowest) price up, as the broker sends them. The code does not sort them.

Examples

use brokapi_bcs_protocol::http::models::OrderBookResponse;

let book: OrderBookResponse = serde_json::from_str(
    r#"{"ticker":"SBER","classCode":"TQBR","depth":2,"bidVolume":190,"askVolume":170,
        "bids":[{"price":244.30,"quantity":100},{"price":244.25,"quantity":90}],
        "asks":[{"price":244.35,"quantity":120},{"price":244.40,"quantity":50}]}"#,
)?;
assert_eq!(book.bids[0].price, dec!(244.30));

Fields

ticker: String

Ticker.

class_code: String

Class code (board).

depth: Option<u32>

Depth of the book that was returned.

date_time: Option<String>

Time the book was updated (UTC), kept as the text the broker sends.

bid_volume: Option<Decimal>

Total quantity of the bids within depth, in pieces. It is the sum over the levels returned, not over the whole book.

ask_volume: Option<Decimal>

Total quantity of the asks within depth, in pieces. It is the sum over the levels returned, not over the whole book.

bids: Vec<OrderBookLevel>

Buy side, best price first.

asks: Vec<OrderBookLevel>

Sell side, best price first.

Trait Implementations

impl Clone for OrderBookResponse

fn clone(&self) -> OrderBookResponse

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderBookResponse

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OrderBookResponse

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for OrderBookResponse

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

where __S: Serializer,

Serialize this value into the given Serde serializer.