Struct OrderBookData 

pub struct OrderBookData {
    pub ticker: String,
    pub class_code: String,
    pub depth: Option<u32>,
    pub date_time: Option<String>,
    pub bids: Vec<OrderBookLevel>,
    pub asks: Vec<OrderBookLevel>,
}

An order book update. It is a full snapshot of the levels within depth, not a delta.

bids and asks come best price first, as the broker sends them. The code does not sort them.

Examples

use brokapi_bcs_protocol::ws::models::OrderBookData;

let book: OrderBookData = serde_json::from_str(
    r#"{"ticker":"SBER","classCode":"TQBR","depth":2,
        "bids":[{"price":244.30,"quantity":100}],"asks":[{"price":244.35,"quantity":120}]}"#,
)?;
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.

date_time: Option<String>

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

bids: Vec<OrderBookLevel>

Buy side, best price first.

asks: Vec<OrderBookLevel>

Sell side, best price first.

Trait Implementations

impl Clone for OrderBookData

fn clone(&self) -> OrderBookData

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderBookData

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OrderBookData

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.