Struct common::Book

source · [−]

pub struct Book {
    pub asset: String,
    pub bids: L2,
    pub asks: L2,
}

Expand description

A Book represents a level 2 order book data structure

Fields

asset: String

asset name

bids: L2

level 2 bid prices & sizes

asks: L2

level 2 ask prices & sizes

Implementations

source

impl Book

source

pub fn new(asset: &str) -> Self

source

pub fn is_consistent(&self) -> bool

Check if the book is consistent

A consistent book has the best bid price lower than the best ask price. In other words no crossing allowed

source

pub fn spread(&self) -> Option<Decimal>

source

pub fn trim(&self, max_depth: usize) -> Self

Return a new book trimmed a max depth

Trait Implementations

source

impl Clone for Book

source

fn clone(&self) -> Book

Returns a copy of the value. Read more

1.0.0 · source

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

Performs copy-assignment from source. Read more

source

impl Debug for Book

source

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

Formats the value using the given formatter. Read more

Auto Trait Implementations

impl RefUnwindSafe for Book

impl Send for Book

impl Sync for Book

impl Unpin for Book

impl UnwindSafe for Book

Blanket Implementations

source

impl<T> Any for T where
T: 'static + ?Sized,

source

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

source

impl<T> Borrow<T> for T where
T: ?Sized,

const: unstable · source

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

source

impl<T> BorrowMut<T> for T where
T: ?Sized,

const: unstable · source

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

source

impl<T> From<T> for T

const: unstable · source

fn from(t: T) -> T

Returns the argument unchanged.

source

impl<T> Instrument for T

source

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more

source

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

source

impl<T, U> Into for T where
U: From<T>,

const: unstable · source

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

source

impl<T> Same<T> for T

type Output = T

Should always be Self

source

impl<T> ToOwned for T where
T: Clone,

type Owned = T

The resulting type after obtaining ownership.

source

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

source

fn clone_into(&self, target: &mut T)

🔬 This is a nightly-only experimental API. (toowned_clone_into)

Uses borrowed data to replace owned data, usually by cloning. Read more

source

impl<T, U> TryFrom for T where
U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

const: unstable · source

fn try_from(value: U) -> Result<T, <T as TryFrom>::Error>

Performs the conversion.

source

impl<T, U> TryInto for T where
U: TryFrom<T>,

type Error = >::Error

The type returned in the event of a conversion error.

const: unstable · source

fn try_into(self) -> Result<U, >::Error>

Performs the conversion.

impl<V, T> VZip<V> for T where
V: MultiLane<T>,

fn vzip(self) -> V

source

impl<T> WithSubscriber for T

source

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self> where
S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more

source

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more

Struct common::Book

Fields

Implementations

impl Book

pub fn new(asset: &str) -> Self

pub fn is_consistent(&self) -> bool

pub fn spread(&self) -> Option<Decimal>

pub fn trim(&self, max_depth: usize) -> Self

Trait Implementations

impl Clone for Book

fn clone(&self) -> Book

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

impl Debug for Book

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

Auto Trait Implementations

impl RefUnwindSafe for Book

impl Send for Book

impl Sync for Book

impl Unpin for Book

impl UnwindSafe for Book

Blanket Implementations

impl<T> Any for T where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

impl<T> Borrow<T> for T where T: ?Sized,

fn borrow(&self) -> &T

impl<T> BorrowMut<T> for T where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

impl<T> From<T> for T

fn from(t: T) -> T

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

fn in_current_span(self) -> Instrumented<Self>

impl<T, U> Into<U> for T where U: From<T>,

fn into(self) -> U

impl<T> Same<T> for T

type Output = T

impl<T> ToOwned for T where T: Clone,

type Owned = T

fn to_owned(&self) -> T

fn clone_into(&self, target: &mut T)

impl<T, U> TryFrom<U> for T where U: Into<T>,

type Error = Infallible

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

impl<T, U> TryInto<U> for T where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

impl<V, T> VZip<V> for T where V: MultiLane<T>,

fn vzip(self) -> V

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self> where S: Into<Dispatch>,

fn with_current_subscriber(self) -> WithDispatch<Self>

impl<T> SendSyncUnwindSafe for T where T: Send + Sync + UnwindSafe + ?Sized,

impl<T> Any for T where
T: 'static + ?Sized,

impl<T> Borrow<T> for T where
T: ?Sized,

impl<T> BorrowMut<T> for T where
T: ?Sized,

impl<T, U> Into<U> for T where
U: From<T>,

impl<T> ToOwned for T where
T: Clone,

impl<T, U> TryFrom<U> for T where
U: Into<T>,

impl<T, U> TryInto<U> for T where
U: TryFrom<T>,

impl<V, T> VZip<V> for T where
V: MultiLane<T>,

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self> where
S: Into<Dispatch>,

impl<T> SendSyncUnwindSafe for T where
T: Send + Sync + UnwindSafe + ?Sized,