Struct OrderBook 

pub struct OrderBook {
    pub figi: String,
    pub depth: i32,
    pub is_consistent: bool,
    pub bids: Vec<Order>,
    pub asks: Vec<Order>,
    pub time: Option<Timestamp>,
    pub limit_up: Option<Quotation>,
    pub limit_down: Option<Quotation>,
    pub instrument_uid: String,
    pub order_book_type: i32,
    pub ticker: String,
    pub class_code: String,
}

Пакет стаканов в рамках стрима.

Fields

figi: String

FIGI-идентификатор инструмента.

depth: i32

Глубина стакана.

is_consistent: bool

Флаг консистентности стакана. false — не все заявки попали в стакан из-за сетевых задержек или нарушения порядка доставки.

bids: Vec<Order>

Массив предложений.

asks: Vec<Order>

Массив спроса.

time: Option<Timestamp>

Время формирования стакана в часовом поясе UTC по времени биржи.

limit_up: Option<Quotation>

Верхний лимит цены за 1 инструмент. Чтобы получить стоимость лота, нужно умножить на лотность инструмента. Подробнее про перевод цен в валюту.

limit_down: Option<Quotation>

Нижний лимит цены за 1 инструмент. Чтобы получить стоимость лота, нужно умножить на лотность инструмента. Подробнее про перевод цен в валюту.

instrument_uid: String

UID инструмента.

order_book_type: i32

Тип стакана.

ticker: String

Тикер инструмента.

class_code: String

Класс-код (секция торгов).

Implementations

impl OrderBook

pub fn order_book_type(&self) -> OrderBookType

Returns the enum value of order_book_type, or the default if the field is set to an invalid enum value.

pub fn set_order_book_type(&mut self, value: OrderBookType)

Sets order_book_type to the provided enum value.

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() -> Self

Returns the “default value” for a type.

impl Message for OrderBook

fn encoded_len(&self) -> usize

Returns the encoded length of the message without a length delimiter.

fn clear(&mut self)

Clears the message, resetting all fields to their default.

fn encode(&self, buf: &mut impl BufMut) -> Result<(), EncodeError>

where Self: Sized,

Encodes the message to a buffer.

fn encode_to_vec(&self) -> Vec<u8>

where Self: Sized,

Encodes the message to a newly allocated buffer.

fn encode_length_delimited( &self, buf: &mut impl BufMut, ) -> Result<(), EncodeError>

where Self: Sized,

Encodes the message with a length-delimiter to a buffer.

fn encode_length_delimited_to_vec(&self) -> Vec<u8>

where Self: Sized,

Encodes the message with a length-delimiter to a newly allocated buffer.

fn decode(buf: impl Buf) -> Result<Self, DecodeError>

where Self: Default,

Decodes an instance of the message from a buffer.

fn decode_length_delimited(buf: impl Buf) -> Result<Self, DecodeError>

where Self: Default,

Decodes a length-delimited instance of the message from the buffer.

fn merge(&mut self, buf: impl Buf) -> Result<(), DecodeError>

where Self: Sized,

Decodes an instance of the message from a buffer, and merges it into self.

fn merge_length_delimited(&mut self, buf: impl Buf) -> Result<(), DecodeError>

where Self: Sized,

Decodes a length-delimited instance of the message from buffer, and merges it into self.

impl PartialEq for OrderBook

fn eq(&self, other: &OrderBook) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for OrderBook