Struct BookState 

pub struct BookState { /* private fields */ }

Local order book rebuilt from Finam’s snapshot + action rows.

Examples

use brokapi_finam::map::market::{ApplyOutcome, BookState, RowAction, RowView};

let row = |price: &str, is_ask, size: &str, action| RowView {
    price: price.parse().unwrap(),
    is_ask,
    size: size.parse().unwrap(),
    action,
    ts: None,
};
let mut book = BookState::default();

// An increment with no snapshot under it is refused: the stream must be reopened.
let late = [row("100", false, "5", RowAction::Set)];
assert_eq!(book.apply(&late, false), ApplyOutcome::NeedSnapshot);

// A snapshot replaces the book, then rows change single levels.
let snapshot = [row("100", false, "5", RowAction::Set), row("101", true, "3", RowAction::Set)];
assert_eq!(book.apply(&snapshot, true), ApplyOutcome::Applied);
assert!(book.has_snapshot());
book.apply(&[row("100", false, "0", RowAction::Remove), row("99", false, "7", RowAction::Set)], false);

let (bids, asks) = book.levels(10);
assert_eq!(bids.len(), 1);
assert_eq!(bids[0].price, "99".parse()?);
assert_eq!(asks[0].qty, "3".parse()?);

Implementations

impl BookState

pub fn reset(&mut self)

Forgets the whole book, including the snapshot. The next increment is refused until a new snapshot.

pub fn has_snapshot(&self) -> bool

true once a snapshot was applied since creation or the last reset.

pub fn apply(&mut self, rows: &[RowView], is_snapshot: bool) -> ApplyOutcome

is_snapshot replaces the whole book (a snapshot message is assumed to carry all levels).

Without a snapshot an increment is not applied and the result is ApplyOutcome::NeedSnapshot.

pub fn levels(&self, depth: usize) -> (Vec<BookLevel>, Vec<BookLevel>)

Best-first levels, at most depth per side.

Trait Implementations

impl Clone for BookState

fn clone(&self) -> BookState

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BookState

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

Formats the value using the given formatter.

impl Default for BookState

fn default() -> BookState

Returns the “default value” for a type.